It could be as simple as... - Do we have accounting for what trading strategy generated this order? - Will this order immediately lose us money? (e.g. are we

It could be as simple as... - Do we have accounting for what trading strategy generated this order? - Will this order immediately lose us money? (e.g. are we buying out-of-the-money options) - Did we accidentally set the PhysicallyDeliver flag? - Have we hit our organization's margin limits? Any situation that no reasonable trading strategy would put you in, or that would otherwise be outright illegal, is a good thing to put in risk checks for.