Manual Chapter :
About FIX Low Latency mode
Applies To:
Show Versions
BIG-IP LTM
- 21.0.0, 17.5.1, 17.5.0, 17.1.3, 17.1.2, 17.1.1, 17.1.0, 17.0.0, 16.1.6, 16.1.5, 16.1.4, 16.1.3, 16.1.2, 16.1.1, 16.1.0, 16.0.1, 16.0.0, 15.1.10, 15.1.9, 15.1.8, 15.1.7, 15.1.6, 15.1.5, 15.1.4, 15.1.3, 15.1.2, 15.1.0, 15.0.1, 15.0.0, 14.1.5, 14.1.4, 14.1.3, 14.1.2, 14.1.0, 14.0.1, 14.0.0
About FIX Low Latency mode
The FIX Low Latency mode will perform layer 4 load balancing of FIX connections and provide hardware acceleration to provide dedicated low latency forwarding and reduced jitter, which is critical in high-frequency trading environments.
FIX Low Latency mode is available on specific models of hardware appliances (iSeries / rSeries) that are equipped with either ePVA or ATSE FPGAs. The iSeries models supporting the FIX Low Latency mode are i5800, i7800, i10800, i11800, and i15800. Only ix800 models (i5000 and higher) support the FIX Low Latency mode. However, ix600 models do not support the FIX Low Latency mode. For the rSeries, the FIX Low Latency mode is enabled in all the r5000, r10000, and r12000 models.
FIX features with low latency
The PVA hardware does not examine the FIX packets that stream through it, so FIX profile features such as parsing and tag substitution are not supported with low latency.
In the hybrid mode, the FIX parsing is done during the initial connection setup only. FIX parsing is not possible after the routing or selection of a pool member.
Induced latency for FIX connections
Induced latency, which is the latency realized after an FIX connection is established, typically has a duration of about five to seven µsecs, depending on the selected platform.
Using TCP protocol for FIX clients and servers
The FIX implementation only supports the TCP protocol, which requires FIX clients and servers to establish TCP connections. When creating a virtual server to manage the traffic for low latency electronic trading, you must specify the TCP protocol setting.
Using TCP protocol for FIX clients and servers
You can use low latency electronic trading in a Hot Standby Router Protocol (HSRP) or Virtual Router Redundancy Protocol (VRRP) environment, with a last-hop pool configured with a single pool member to maintain acceleration flows. When using low latency electronic trading in an HSRP or VRRP environment, you must set the db variable
tmlhpnomemberaction
to 2, enabling the BIG-IP® system to route only the client traffic back through a pool member defined in the last hop pool. Additionally, in this configuration, the system can respond to client traffic that originates from an address other than an address defined in the last hop pool.Example
Consider the following configuration.
- Router 1 has an IP address of 10.1.1.251.
- Router 2 has an IP address of 10.1.1.252.
- Last-hop pool member has a virtual IP address of 10.1.1.254.
tmlhpnomemberaction
to 2.tmsh modify /sys db tm.lhpnomemberaction value 2
Typically, you will want to use a transparent monitor on the last-hop pool.
You can configure FIX low latency (FIX LL) with the following systems and software versions:
- BIG-IP i5800, i7800, i10800, i11800, i15800 systems that are running BIG-IP software version 14.1.0 and above.
- BIG-IP r5600, r5800, r5900,r5920-DF, r10600, r10800,r10900,r10920-DF, r12600-DS,r12800-DS and r12900-DS systems that are running F5OS-A 1.4.0 and above with BIG-IP tenant software version 15.1.5 and above 15.1.x, 17.1.0 and above 17.1.x
The customized firmware does not work with vCMP on iSeries.
