Product Documentation

Configuring FIX Load Balancing

Aug 31, 2016

Financial Information eXchange (FIX) protocol is an open message standard used in financial industry for electronic exchange of information related to securities transaction between trading partners. FIX/SSL_FIX protocol is used extensively by buy-side and sell-side firms, trading platforms, and regulators for communicating trade information.

NetScaler supports FIX message based load balancing (MBLB). This feature enables you to configure a FIX or SSL_FIX load balancing virtual server to distribute incoming FIX messages and provide security in FIX messaging.

FIX MBLB on a NetScaler appliance provides the following benefits:

  1. Efficient management of FIX or SSL_FIX servers with superior HA and health monitoring.
  2. SYN protection to all FIX or SSL_FIX servers.
  3. FIX session persistence.

How FIX Load Balancing Works

A FIX MBLB setup includes a FIX load-balancing virtual server and multiple load-balanced FIX servers. The FIX virtual server receives incoming client traffic, parses the incoming traffic into FIX messages, selects a FIX server for each FIX message and forwards the message to the selected FIX server. The following conceptual drawing illustrates a typical FIX load balancing set up.

localized image

In a basic FIX MBLB setup, the FIX virtual server distributes FIX messages coming from clients to the load-balanced FIX servers using the round robin load-balancing method.  With persistence of type FIXSESSION enabled, the FIX virtual server selects the same server for different FIX messages belonging to the same FIX session. The FIX session is determined based on the values of FIX fields SenderCompID (tag 49) and TargetCompID (tag 56).

Configuring and Monitoring Load Balancing for FIX Traffic

Following are the configurations that you must do to load balance FIX message traffic:

  1. Configuring FIX load balancing virtual server
  2. Configuring SSL_FIX load balancing virtual server
  3. Configuring FIX load balancing service
  4. Configuring SSL_FIX load balancing service
  5. Configuring FIXSESSION persistence
  6. Setting persistence timeout
  7. Displaying FIX/SSL_FIX stats
  8. Monitoring FIX/SSL_FIX persistent sessions

To configure a FIX load balancing server by using the command line interface

At the command prompt, type:

add load balancing virtual server 복사

add lb vserver <name> FIX <IP> <PORT>

Example

add lb vserver vs1 FIX 10.102.82.86 3868

To configure a SSL_FIX load balancing virtual server by using the command line interface

At the command prompt, type:

Configuring a SSL_FIX load balancing virtual server 복사

add lb vserver <name> SSL_FIX <IP> <PORT>

AExample

add lb vserver vs1 SSL_FIX 10.102.82.86 3868

To configure a FIX service by using the command line interface

At the command prompt, type:

서비스 추가 복사

add service <name> <ip-addr> FIX <port>

Example

add service_svc1 10.102.82.86 FIX 3868

To configure a SSL_FIX service by using the command line interface

At the command prompt, type:

Configuring a SSL_FIX service 복사

add service <name> <ip-addr> SSL_FIX <port>

Example

add service svc1 10.102.82.86 SSL_FIX 3868

To configure FIXSESSION persistence by using the command line interface

At the command prompt, type:

configure FIXSESSION persistence 복사

set lb vserver <name> -persistenceType FIXSESSION

Example

set lb vserver vs1 -persistenceType FIXSESSION

 

To set persistence timeout by using the command line interface

At the command prompt, type:

configure persistence timeout 복사

set lb vserver <name> -timeout <value>

Example

set lb vserver vs1 –timeout 2

To display FIX stats by using the command line interface

At the command prompt, type:

To display FIX stats 복사

stat lb vserver <name>

Example

stat lb vserver_svc1

To bind FIX service to FIX virtual server by using the command line interface

At the command prompt, type:

To bind FIX service to FIX virtual server by using the command line interface 복사

bind lb vserver <name> <service name>

Example

bind lb vserver vs1 svc1

To display FIX persistent sessions by using the command line interface

At the command prompt, type:

Display FIX persistent sessions 복사

show lb persistentSessions <name>

Example

show lb persistentSessions vs1

메모

Note: You can now configure the load balancing of FIX traffic over SSL by using the SSL_FIX service type. This service provides secured communication for FIX messages.

To configure FIX load balancing virtual server by using the NetScaler GUI

  1. Navigate to the Configuration > Traffic Management > Load Balancing > Virtual Servers page and click Add to create a FIX Load Balancing virtual server.
  2. On the Load Balancing Virtual Server page, set the server parameters:
    1. Virtual Server Name
    2. Protocol type as "FIX"
    3. Server IP Address Type
    4. Server IP Addres
    5. Server Port Number
  3. Click OK and Continue to set additional parameters.
  4. In the Services section, select or add a new FIX load balancing virtual service, and bind it to the FIX server.
  5. In the Persistence section, set the following parameters:
    1. Persistence type as ‘FIXSESSION’
    2. Time-out interval
  6. Click OK and then Done.

To edit a FIX load balancing virtual server by using the NetScaler GUI

Navigate to Configuration > Traffic Management > Load Balancing > Virtual Servers page, select a FIX server and click Edit

To delete a FIX load balancing virtual server by using the NetScaler GUI

Navigate to Configuration > Traffic Management > Load Balancing > Virtual Servers page, select a FIX server and click Delete.

To configure FIX Load Balancing Virtual Service by using the NetScaler GUI

  1. Navigate to Configuration > Traffic Management > Load Balancing > Services page and click Add to create a FIX Load Balancing virtual service.
  2. On the Services page, set the following parameters. You can click the ‘More’ arrow to set additional parameters such as Traffic Domain, Hash ID, Server ID, Cache Type, and Number of Active Connections. 
    1. Service Name – FIX Virtual Service Name
    2. Choose Virtual Server type as (New or Existing)
    3. Protocol – Protocol Type as ‘FIX’
    4. Server – Virtual Server IP address
    5. Port – Server Port Number
  3. Click OK and Continue to set other parameters such as Monitors, Threshold & Timeout, Profiles, and Policies.
  4. Click OK and then Done.

To edit a FIX load balancing virtual service by using the NetScaler GUI

Navigate to Configuration > Traffic Management > Load Balancing > Services page, select a FIX service and click Edit

To delete a FIX load balancing virtual service by using the NetScaler GUI

Navigate to Configuration > Traffic Management > Load Balancing > Services page, select a FIX service and click Delete.

To display FIX load balancing server statistics

Navigate to Configuration > Traffic Management > Load Balancing > Virtual Servers page and then click Statistics to display the FIX server statistics. 

To display Persistent sessions for a FIX server by using the NetScaler GUI

Navigate to Configuration > Traffic Management page and, under Monitor Sessions click Virtual Server Persistent Sessions.

To clear Persistent sessions for a FIX server by using the NetScaler GUI

  1. Navigate to Configuration > Traffic Management page and, under Monitor Sessions click Clear Persistent Sessions.
  2. On the Clear Persistent Sessions page, set the following parameters:
    1. Virtual Server – Choose a FIX virtual server
    2. Persistence Parameter – Choose a FIX persistence parameter
  3. Click OK.