Automatic Cancel on Disconnect or Malfunction

All open orders for a member will be cancelled automatically if no messages have been received from the member for two heartbeat intervals. The set of open orders cancelled will include GTC and GTD orders if the CancelOnDisconnect port setting is configured to include GTC/GTD orders. This is done to prevent orders from being stuck in an unknown state in the event of telecommunications failure. Users should choose their heartbeat interval carefully based on the latency and reliability of their telecommunications channel. The minimum supported interval is 5 seconds, which is the recommended interval if supported by the latency and reliability of user telecommunications channels. Execution reports for the automatically cancelled orders are available upon reconnection. Users are responsible for rerouting orders to other market centers based on their business needs. All open orders may also be cancelled in the rare event of a complete or partial system malfunction.