You can create multiple risk firewall instances in a single context or in multiple contexts. For example, you might choose to create one risk firewall for evaluating client orders and another risk firewall for evaluating internal orders.

You must ensure that if multiple risk firewalls send orders to the same venue, they do not use conflicting rule class configurations. You want to avoid a situation where one risk firewall would reject an order that another risk firewall would approve.

After you create a risk firewall, if you spawn to a new monitor or different context you cannot use that risk firewall from the new monitor or context. The main reason for this is that risk firewall names must be unique within an application. If you need to use the risk firewall from the spawned monitor or context, you can connect from the spawned monitor or context to risk firewall in the source monitor.