Abstract Methods and systems to prevent adverse exchange limit effects are disclosed. A method of message management includes tracking, at a gateway, a transaction count of trade messages communicated to an exchange via an exchange link. The method includes defining a first transaction limit based on the transaction count, and calculating a second transaction limit as a function of the first transaction limit, wherein the second transaction -limit is to correspond to a reserve capacity associated with the exchange link. The method includes assigning a message priority to each of a plurality of trade messages to communicate to the exchange. The method includes communicating trade messages of the plurality of trade messages having a first message priority to the exchange when the transaction count is greater than the second transaction limit, and delaying or rejecting trade messages of the plurality of trade messages having a second message priority. 3517228v1 405 DEFINE A FIRST TRANSACTION LIMIT FOR THE EXCHAN
