Cantor Fitzgerald · Rate Limits

Cantor Fitzgerald Rate Limits

Cantor Fitzgerald does not publish public rate limits. Throughput for institutional trading sessions (FIX, voice-broker booking, prime-brokerage activity) is governed by the per-client agreement and venue-imposed message-rate caps. Fenics Market Data throughput is bound by the upstream exchange/venue redistribution entitlement and the negotiated subscription level.

Cantor Fitzgerald Rate Limits is the machine-readable rate-limit profile for Cantor Fitzgerald on the APIs.io network, in the API Commons Rate Limits shape.

It captures 3 rate-limit definitions, measuring messages/sec, varies, and messages/sec, symbols, redistribution scope.

An exhausted limit returns HTTP 429.

This profile was written by API Evangelist and has not been verified against a page the provider published; treat every limit as unconfirmed until a dated transcription replaces it.

The profile also includes 3 backoff/retry policies defined and response codes documented for throttled and serviceUnavailable.

Tagged areas include Rate Limiting, Financial Services, Investment Banking, Prime Brokerage, and Market Data.

3 Limits Exhausted: HTTP 429
Method: generated, dated 2026-05-23.
Written by API Evangelist on 2026-05-23 and not verified against a page the provider published. Treat every limit as unconfirmed until a dated transcription replaces it.
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Rate LimitingFinancial ServicesInvestment BankingPrime BrokerageMarket Data

Limits

FIX session message rate (institutional) account
messages/sec
per-session cap set during onboarding
Trading FIX sessions are throttled per the per-client onboarding addendum and the destination venue's message-rate policy.
Prime brokerage throughput account
varies
per client services agreement
Cantor Prime Services activity is sized at onboarding and managed by the client service representative.
Fenics Market Data feed entitlement subscription
messages/sec, symbols, redistribution scope
per market-data agreement and upstream venue entitlement
Streaming, intra-day, end-of-day, and historical delivery throughput is bound by the negotiated subscription and the redistribution rights granted by the upstream venue.

Policies

Onboarding-driven sizing
Throughput is sized during institutional onboarding and recorded in the client services or market-data agreement; raise via the coverage representative.
Entitlement separation
Trading, post-trade, prime-brokerage, and market-data feeds carry independent entitlements and may throttle separately.
Idempotency and retries
Trade-execution and post-trade messages should be idempotent and retried with backoff per venue specifications.

Sources

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