FIX API
Exchange FIX Rate Limits
FIX API
Exchange FIX Rate Limits
Order Entry Limits
FIX 4.2
The FIX 4.2 Order Entry API rate limits are:
VAR::FIX_REQS_PER_ROLLING_SEC_PER_SESSIONrequests per rolling second1 per sessionVAR::FIX_MSGS_PER_SEC_BURSTmessages per second in bursts
Rolling second
The clock starts when the first command is sent. We use a lazy-fill token bucket implementation.
FIX 5
The FIX 5 Order Entry API rate limits are:
VAR::FIX_FIVE_LOGON_PER_SEClogons per second per API keyVAR::FIX_FIVE_REQS_PER_SECrequests per second
Your FIX 5 session is disconnected if your messages exceed VAR::FIX_FIVE_REQS_PER_SEC_DISCONNECT messages per second
Maximums
- Maximum connections per profile:
VAR::FIX_MAX_CONNECTIONS_PER_PROFILE. See FIX Best Practices. - Maximum connections per user across all profiles:
VAR::FIX_MAX_CONNECTIONS_PER_USER - Maximum API keys per session/connection:
VAR::FIX_MAX_API_KEYS_PER_SESSION - Maximum profiles per user:
VAR::FIX_MAX_PROFILES_PER_USER - Maximum orders per batch message (new and cancelled):
VAR::FIX_MAX_BATCH_ORDERS
Market Data Limits
The FIX Market Data API is limited to VAR::FIX_MAX_API_KEYS_PER_SESSION connection per API key. It does not use FIX order entry rate limits (connections, rps, burst rps).