Load Shedding and “Close” execInst

It has come to our attention that some API consumers are using the Close execInst as an escape valve to continue quoting one side of the market during overload conditions. This was not the intention of the exclusion – the intent was to allow full position closure, primarily for frontend users.

Close orders are now subject to load shedding if they contain a quantity. If you do intend to close your full position, please omit the orderQty field in your order. The absence of this field, in combination with Close, is interpreted as your full position size.