Manual Chapter : Configuring the BIG-IP System for Electronic Trading
Applies To:Show Versions
- 15.0.1, 15.0.0
Configuring the BIG-IP System for Electronic Trading
Overview: Configuring the BIG-IP system for electronic trading
The BIG-IP® system Local Traffic Manager™ (LTM®) FIX profile provides you with the ability to use Financial Information eXchange (FIX) protocol messages in routing, load balancing, persisting, and logging connections. The BIG-IP system uses the FIX profile to examine the header, body, and footer of each FIX message, and then process each message according to the parameters that it contains.
The BIG-IP system supports FIX protocol versions 4.2, 4.4, and 5.0, and uses the key-value pair FIX message format.
You cannot configure or use the BIG-IP FIX Profile to provide low-latency electronic trading functionality. Instead, you must implement low-latency electronic trading functionality separately. Refer to
Implementing Low-Latency Electronic Trading Functionalityfor details.
Task summary for implementing electronic trading
There are several tasks you can perform to implement electronic trading.
Creating a data group list for a FIX profile
You can create a data group list for a FIX profile that enables you to provide tag substitution, as required.
- On the Main tab, click.The Data Group List screen opens, displaying a list of data groups on the system.
- ClickCreate.The New Data Group screen opens.
- In theNamefield, type a unique name for the data group.
- From theTypelist, selectInteger.
- Using theInteger Recordssetting, create tag mapping entries consisting of an integer (client tag) and a value (server tag):
- In theIntegerfield, type a value to be used for a specific client.
- In theValuefield, type a value that is substituted on the server.
- ClickAdd.The new mapping between the integer and corresponding value appears in the list of Integer Records.
- ClickFinished.The new data group appears in the list of data groups.
A data group list for a FIX profile is available.
Creating a FIX profile for electronic trading
You can create a FIX profile for electronic trading, and steer traffic in accordance with specified parameters.
- On the Main tab, click.The FIX profile list screen opens.
- ClickCreate.The New FIX Profile screen opens.
- In theNamefield, type a unique name for the profile.
- From theParent Profilelist, select a parent profile.
- Select theCustomcheck box.
- From theReport Log Publisherlist, select the publisher for error messages and status reports.
The FIX profile is configured for electronic trading.
Creating a load balancing pool
Ensure that at least one virtual server exists in the configuration before you start to create a load balancing pool.
Create a pool of systems with Access Policy Manager to which the system can load balance global traffic.
- On the Main tab, click.The Pool List screen opens.
- ClickCreate.The New Pool screen opens.
- In the General Properties area, in theNamefield, type a name for the pool.Names must begin with a letter, and can contain only letters, numbers, and the underscore (_) character.The pool name is limited to 63 characters.
- From theTypelist, depending on the type of the system (IPv4 or IPv6), select either anAorAAAApool type.
- In the Configuration area, for theHealth Monitorssetting, in theAvailablelist, select a monitor type, and move the monitor to theSelectedlist.Hold the Shift or Ctrl key to select more than one monitor at a time.
- In the Members area, for theLoad Balancing Methodsettings, select a method that uses virtual server score:
- VS Score - If you select this method, load balancing decisions are based on the virtual server score only.
- Quality of Service - If you select this method, you must configure weights for up to nine measures of service, includingVS Score. Virtual server score then factors into the load balancing decision at the weight you specify.
- For theMember Listsetting, add virtual servers as members of this load balancing pool.The system evaluates the virtual servers (pool members) in the order in which they are listed. A virtual server can belong to more than one pool.
- Select a virtual server from theVirtual Serverlist.
Creating a virtual server for secure electronic trading
You first need to configure a FIX profile before configuring a virtual server for electronic trading.
You can configure a virtual server for electronic trading, using a FIX profile.
- On the Main tab, click.The Virtual Server List screen opens.
- ClickCreate.The New Virtual Server screen opens.
- In theNamefield, type a unique name for the virtual server.
- For theDestination Address/Masksetting, confirm that theHostbutton is selected, and type the IP address in CIDR format.The supported format is address/prefix, where the prefix length is in bits. For example, an IPv4 address/prefix is10.0.0.1or10.0.0.0/24, and an IPv6 address/prefix isffe1::0020/64or2001:ed8:77b5:2:10:10:100:42/64. When you use an IPv4 address without specifying a prefix, the BIG-IP system automatically uses a/32prefix.The IP address you type must be available and not in the loopback network.
- In theService Portfield, type the port number used for the FIX message.
- From theConfigurationlist, selectAdvanced.
- From theProtocollist, selectTCP.
- From theProtocol Profile (Client)list, select a predefined or user-defined TCP profile.
- For theSSL Profile (Client)setting, from theAvailablelist, selectclientssl, and using the Move button, move the name to theSelectedlist.
- For theSSL Profile (Server)setting, from theAvailablelist, selectserverssl, and using the Move button, move the name to theSelectedlist.
- From theFIX Profilelist, select the FIX profile you want to assign to the virtual server.
- In the Resources area of the screen, from theDefault Poollist, select the relevant pool name.
A virtual server is configured for electronic trading, using a FIX profile.
Viewing FIX message statistics
You can view various statistics specific to FIX profile traffic.
- On the Main tab, click.The Virtual Servers statistics screen opens.
- From theStatistics Typelist, selectProfiles Summary.
- In the Global Profile Statistics area, for the Profile TypeFIX, clickViewin the Details.The system displays information about the number of current connections, the number of messages, the total message size, and the number of messages in the last sample interval.
The FIX profile statistics are available.
This implementation configures a BIG-IP® system to manage electronic trading functionality, provides you with the ability to use Financial Information eXchange (FIX) protocol messages.