You can configure the BIG-IP system to manage traffic for low-latency electronic trading. The BIG-IP system optimizes Financial Information eXchange (FIX) protocol connections to achieve predictable latency and jitter, a critical aspect of successful low-latency electronic trading. When you acquire a special license, you can use the FastL4 profile to optimize the necessary connections, and use the Packet Velocity ASIC (PVA) to minimize any latency and deliver high performance L4 throughput without software acceleration.
Induced latency, which is the latency realized after a FIX connection is established, typically has a duration of approximately 10 µsecs or less.
The PVA 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 will want to specify the TCP protocol setting.
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 only route 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.
In this example, you create a last-hop pool with a single pool member that is assigned with a virtual IP address of 10.1.1.254. You can then use the following tmsh command to set the db variable tmlhpnomemberaction to 2.tmsh modify /sys db tm.lhpnomemberaction value 2
There are several tasks you can perform to implement low-latency electronic trading.