Atomic vs. Best-Effort Limit ​​

Risk limits that are specified with a Risk Root are atomic limits. Since they are specified with a Risk Root they are implemented within the context of a single Matching Engine. As a result, there are no race conditions associated with distributed processing.

Risk limits that are specified without a Risk Root (i.e., EFID Level and EFID Group Level) must consider trading in all options. Distributed processing across Matching Engines is required to determine when to trigger risk trips. For this reason, EFID Level and EFID Group Level risk limits are referred to as best-effort limits.

Customers can opt-in to an optimization that affects best-effort risk limits only. Using the Risk Management application in the Customer Web Portal or the Secure Web API, customers can opt-in to a Risk Limit Control named "Atomic EFID/EFID Group Limits". By default the option is not enabled. Customers must explicitly opt-in to the functionality.

For additional information, see Risk Type Levels and Risk Limit Controls.