Product Documentation

Configuring FIX Load Balancing

Apr 07, 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 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 load balancing virtual server to distribute incoming FIX messages across multiple FIX servers.

FIX MBLB on a NetScaler appliance provides the following benefits:

  1. Efficient management of FIX servers with superior health monitoring.
  2. SYN protection for all 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. Configure a FIX load balancing virtual server.
  2. Configure FIX load balancing services.
  3. Configure FIXSESSION persistence.
  4. Set the persistence timeout.
  5. Displaying FIX stats
  6. Monitoring 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 複製

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

Example

add lb vserver vs1 FIX 10.102.82.86 3868

To configure a FIX service by using the command line interface

At the command prompt, type:

新增服務 複製

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

Example

add service_svc1 10.102.82.86 FIX 3868

To configure FIXSESSION persistence by using the command line interface

At the command prompt, type:

configure FIXSESSION persistence 複製

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 複製

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 複製

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 複製

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 複製

show lb persistentSessions <name>

Example

show lb persistentSessions vs1

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.