Firewall Ruleset: Order Quantity Limits
Order Quantity Limit rules define at what volume range specified traders can submit orders for specific instruments before an alert or an objection is raised.
The top section of the page is where new rules are defined. Clicking Add enters the rule in the Instances list.
You can modify an order-quantity-limit rule by selecting a rule, and then clicking Modify. A dialog appears displaying the Warning/Objection settings.
Note: | You cannot modify the list of instrument symbols or trader identifiers in a rule instance. If you need to do that, you must delete the existing instance and then create a new one. |
After making changes, click Modify to update the rule.