Manual Chapter : Implementing FIX Low Latency Mode

Applies To:

  • 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

Implementing FIX Low Latency Mode

You can create a custom Fast L4 profile to manage Layer 4 traffic for FIX Low Latency.

  1. On the Main tab, click Local Traffic  > Profiles > Protocol > Fast L4. The Fast L4 screen opens.

  2. Click Create. The New Fast L4 profile screen opens.

  3. In the Name field, type a unique name for the profile.

  4. Select the Custom check box.

  5. From the PVA Acceleration list, select Dedicated.

    This option is available on the r5900 tenant.

  6. Clear the PVA Flow Aging and PVA Flow Evict check boxes.

  7. For the PVA Offload Dynamic PVA Offload Dynamic setting, retain the default value Enabled.

  8. For the PVA Dynamic Client Packets****PVA Dynamic Client Packets setting, retain the default value 1.

  9. For the PVA Dynamic Server Packets setting, retain the default value 0.

  10. Select the Loose Close check box only for a one-arm virtual server configuration.

  11. Set the TCP Close Timeout setting, according to the type of traffic that the virtual server will process.

  12. Select the Software SYN Cookie Protection check box.

    Note: This checkbox is not available for tenants with TMOS 17.1.1.3 0.0.5 running on r5900.

  13. Click Finished.

The custom Fast L4 profile appears in the list of Fast L4 profiles.

You can create the FIX profile for low latency electronic trading with FIX load balancing.

  1. On the Main tab, click Local Traffic > Profiles > Services > FIXThe FIX profile list screen opens.

  2. Click Create. The new FIX Profile screen opens.

  3. In the Name field, type a unique name for the profile.

  4. From the Parent Profile list, select a parent profile.

  5. Select the Custom check box.

  6. From the Report Log Publisher list, select the publisher for error messages and status reports.

  7. Click Finished.

The FIX profile is configured for low latency electronic trading with FIX load balancing.

However, when this profile is created for Late Binding, a virtual server can choose a server pool based on the contents of the FIX connection’s initial packet. The Late Binding feature allows combining ‌load balancing with low latency.

This is a simplified FIX profile. The low latency path goes through ‌ePVA hardware, which does not examine the contents of each FIX packet. The only packet the BIG-IP software examines is the logon packet, which the BIG-IP system uses to choose a server pool. Therefore, most of the features in the FIX-profile screen (such as tag substitution) are ignored for low latency trading.

Use this task to create a pool of servers with pool members. The pool identifies the servers to which the virtual server must send ‌client requests. As an option, you can identify the servers by their FQDNs instead of their IP addresses. In this way, the system automatically updates pool members whenever you make changes to their corresponding server IP addresses on your network.

  1. On the Main tab, click Local Traffic > Pools. The Pool List screen opens.

  2. Click Create. The New Pool screen opens.

  3. In the Name field, type a unique name for the pool.

  4. For the Health Monitors setting, from the Available list, select a monitor and move the monitor to the Active list.

    Note: A pool containing nodes represented by FQDNs cannot be monitored by inband or sasp monitors.

  5. From the Load Balancing Method list, select how the system can distribute traffic to members of this pool. The default is Round Robin.

  6. For the New Members setting, add each server that you want to include in the pool:

    1. Select New Node or New FQDN Node.

    2. (Optional) In the Node Name field, type a name for the node.

    3. If you chose New Node, then in the Address field, type the IP address of the server. If you chose New FQDN Node, then in the FQDN field, type the FQDN of the server.

      Note: If you want to use FQDNs instead of IP addresses, you should still type at least one IP address. Typing one IP address ensures that the system can find a pool member if a DNS server is not available.

    4. For the Service Port option, pick a service from the list.

    5. If you are using FQDNs for the server names, then for Auto Populate, keep the default value of Enabled. When you leave Auto Populate turned on, the system creates an ephemeral node for each IP address returned as an answer to a DNS query. Also, when a DNS answer shows that the IP address of an ephemeral node no longer exists, the system deletes the ephemeral node.

    6. Click Add.

    7. Do this step again for each node.

  7. Click Finished.

This implementation configures a BIG-IP® system to manage low latency electronic trading functionality, optimizing the system for predictable latency and jitter. Clients who send FIX streams to the virtual server’s destination address all receive this low latency service. The virtual server intelligently distributes the streams to different server pools based on information in each stream’s FIX logon packet.