Orders per second limits nobody mentions at sign-up
Posted: Fri Oct 30, 2026 12:36 pm
Orders per second limits nobody mentions at sign-up
Plenty of brokers cap the number of orders per second, per minute, or per day. The limits live in the fine print, if anywhere, and a scalper running several instruments or a basket-style approach hits them without noticing.
The error message on a breach is rarely helpful. "Too many requests" or a generic failure code shows up in the log. Some platforms retry automatically and the retry itself counts toward the limit, so a minor burst turns into a blocked connection.
Where it hurts: closing a basket of positions at once. Ten close orders fired in the same instant can exceed a limit that opening them one by one never touched. The result is half the basket closed and half still open into a fast move.
Sensible approach is to find out the limits in writing, then pace requests in code with small delays. A hundred milliseconds between orders is usually plenty and costs nothing.
For discretionary traders the same limit applies to rapid-fire clicking. Spamming the button on a requote can trigger the throttle and lock the session for a short while.
Does the broker publish a numeric limit on orders per second, or was it only discovered by hitting it?
Plenty of brokers cap the number of orders per second, per minute, or per day. The limits live in the fine print, if anywhere, and a scalper running several instruments or a basket-style approach hits them without noticing.
The error message on a breach is rarely helpful. "Too many requests" or a generic failure code shows up in the log. Some platforms retry automatically and the retry itself counts toward the limit, so a minor burst turns into a blocked connection.
Where it hurts: closing a basket of positions at once. Ten close orders fired in the same instant can exceed a limit that opening them one by one never touched. The result is half the basket closed and half still open into a fast move.
Sensible approach is to find out the limits in writing, then pace requests in code with small delays. A hundred milliseconds between orders is usually plenty and costs nothing.
For discretionary traders the same limit applies to rapid-fire clicking. Spamming the button on a requote can trigger the throttle and lock the session for a short while.
Does the broker publish a numeric limit on orders per second, or was it only discovered by hitting it?