EFID Group Level

Combining multiple EFIDs into a group with a defined risk limit specified and with no Risk Root is referred to as an "EFID Group Level" risk limit.

Consider a "rate count" risk limit that is configured with multiple EFIDs and no Risk Root (i.e., EFID Group Level rate limit). If the specified rate of trades across all symbols and across the multiple EFIDs group is exceeded, all orders for all specified EFIDs in the group will be canceled in all symbols.

The only limit types that can be specified at the EFID Group Level are rate-based and absolute risk limits. No other risk limit types may be used at the EFID Group level.

As with EFID Level risk limits, all EFID Group Level trips are best-effort.