Fix Protocol Achieving Low Latency And Content

Fix protocol achieving low latency and content

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Solution Profile | Financial Services
FIX Protocol: Achieving Low Latency
and Content-Based Routing
The Financial Information eXchange (FIX) protocol has become the language that global Key features
financial markets use to communicate trading information among buy- and sell-side firms
• FPGA Hardware Acceleration—
and trading platforms. In trading, speed is a competitive advantage and delays can be Delivers predictable latency as low as
costly. Transactions need to occur within microseconds to meet customer expectations. 5 microseconds

These demanding trading environments require low latency/low jitter, high availability, • Content Validation and Routing—
security, and the flexibility to steer traffic based on content. Supporting complex Ensures messages conform to protocol
standards and steers connections
architectures—such as dedicated FIX engines for multi-tenant trading applications—
based on sender

requires an understanding of the FIX protocol to parse and control the messages

• FIX Protocol Tag Substitution—
With two decades of proven experience making networked applications perform better Maps user-defined tags and translates
and more securely, F5 trading solutions are optimized in hardware with FPGAs. They client messages to company standards

ensure predictable, low latency to deliver market-leading FIX performance and control. • High-Speed Logging—Provides
insight for troubleshooting and audit

Transactions with 5 Microseconds of Latency • Load Balancing—Distributes client
load across multiple servers to increase
F5 solutions optimize application delivery for FIX applications by providing predictable availability and scale

forwarding latency along with the industry’s fastest firewall. F5’s hardware-accelerated
FPGA forwards data packets faster than traditional methods bound by CPU to ensure Key benefits
this predictable low latency. Load balancing services achieve high availability to ensure
• High Availability of FIX Applications—
that a failure won’t impact transactions

Improves trading resilience regardless
The integrated, high-performance network firewall and SSL protect the entire trading of server failure

environment and scale to perform under the most demanding conditions. By combining • Low Latency and Jitter—
firewall security and high performance together on one platform, the solution eliminates Optimizes performance of time-
the need for multiple point solutions that increase latency, overhead, and costs. sensitive applications to increase
competitiveness and revenue

Performance test results show that the F5 platform processes transactions in as low as 5
• Flexible, Content-Based FIX
microseconds of latency—performing five times faster than other solutions that combine
Routing—Uses a powerful, built-in
load balancing and firewall services. FIX protocol engine to modify and
route FIX messages according to
FPGA hardware acceleration is available on select hardware platforms, including BIG-IP 5000,
business needs

7000, and 10000 series appliances and VIPRION B4300, B2200, and B2100 series blades

• Consolidation and Reduced
Latency—Consolidates load balancing
and firewall services to reduce latency
Content-Based Routing for FIX
introduced by multiple devices

The F5 solution includes the FIX Protocol Profile, which provides intelligence and control • Compliance and Auditing
that can be customized according to business logic. Using a thorough understanding of Information—Tracks information
related to trading orders received and
how the FIX protocol is structured, F5 provides content-based routing, message validation,

and tag substitution

Solution Profile | Financial Services
Content-based routing directs FIX messages based upon the Sender Comp ID. It parses Learn more
the Sender ID from the message and then directs it to the appropriate pool of servers

For more information about F5 low-
Validation ensures that messages conform to protocol standards to prevent FIX engines
latency solutions for FIX, please see
from hanging or locking on malformed messages. FIX tag substitution maps a custom
the following resources or visit

tag number from one company to a custom tag number from another company for the
same type of information, enabling the transfer of information without the need to modify Case Study

Eze Software Ensures Resiliency
and Security for High-Speed
Financial Transactions
TAG: 8000=abc
Product Information
TAG: 5500=abc
Content Validation and Routing
+ FIX Protocol Tag Substitution
BIG-IP Local Traffic Manager
+ Network Address Translation
F5 Hardware Platforms
Client 1
Client 1 FIX Engine
FIX Engine
Seamless address Routes
translation message
+ SSL encryption based on SenderID=Client2
SenderID=Client2 BIG-IP Platform SenderID TAG: 8000=xyz BIG-IP System Hardware
TAG: 6001=xyz + Advanced Protocol License
VIPRION Hardware
FIX Protocol Tag Substitution Client 2
Client 2 FIX Engine
FIX Engine
SenderID=Client1 SenderID=Client1
TAG 5500 ➞ 8000
TAG: 5500=abc TAG: 8000=abc
SenderID=Client2 SenderID=Client2
TAG 6001 ➞ 8000
TAG: 6001=xyz TAG: 8000=xyz
BIG-IP Local Traffic Manager Simplified Business Models
+ Advanced Protocol License
The F5 solution controls traffic based on message content and substitutes FIX tags without requiring
modification of applications

F5 offers financial institutions using the FIX protocol a solution to make FIX trading secure,
fast, and available. By providing high-speed performance, control and firewall services
together, F5 helps financial institutions protect and ensure the competitiveness of their
demanding trading environments

F5 Networks, Inc. 401 Elliott Avenue West, Seattle, WA 98119 888-882-4447
F5 Networks, Inc. F5 Networks F5 Networks Ltd. F5 Networks
Corporate Headquarters Asia-Pacific Europe/Middle-East/Africa Japan K.K

[email protected] [email protected] [email protected] [email protected] Solutions for an application world

©2014 F5 Networks, Inc. All rights reserved. F5, F5 Networks, and the F5 logo are trademarks of F5 Networks, Inc. in the U.S. and in certain other countries. Other F5 trademarks are identified at

Any other products, services, or company names referenced herein may be trademarks of their respective owners with no endorsement or affiliation, express or implied, claimed by F5. 0514
SOLP-AVAIL-21103-fix 0514

The F5 solution includes the FIX Protocol Profile, which provides intelligence and control that can be customized according to business logic. Using a thorough understanding of how the FIX …

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Frequently Asked Questions

How to reduce video latency?

If you stream, you need to achieve a low latency so that your viewers have a pleasing viewing experience without any interruptions. The best way to cut your video delays is to use a fitting protocol like WebRTC. If you’re multistreaming, you should ensure that you’re using the fastest possible protocol to stream to the multistreaming service.

What is a low latency fix engine?

The OnixS ultra low latency.NET FIX Engine are high performance, low latency.NET Framework and.NET Core/.NET 5 implementations of the FIX Protocol that FIX-enable.NET applications (C#, VB.NET, Managed C++, F#, etc.) in a simple, reliable and cost effective manner.

When should you aim for low latency?

Here are the situations where low latency is called for: Streams that require two-way communication: If you’re live streaming a Q&A session and you plan to take questions from the audience, you should aim for a low latency. Audiences will expect it, and it will facilitate better interaction.

What is internet latency?

When it comes to the internet, latency measures the time it takes between your actions and the response between your computer, the internet, and everything in between. Latency affects how responsive a system or network feels. Anything under 100ms is considered decent.