Patent ID: 10296973

Abstract:
Methods and systems for efficiently allocating a Financial Information eXchange (FIX) protocol based trading session/transaction a server by means of a load balancer are provided. According to one embodiment, a FIX packet of a FIX session is received at a load balancer fronting multiple servers of a high frequency trading (HFT) platform. A customer of the HFT platform is identified based on a SenderCompID field of the FIX packet. A customer weighting factor is determined based on a previously ascertained usage pattern of resources of the HFT platform by the customer. The customer is assigned to a server based on the weighting factor and a load of the selected server. A transport protocol flow associated with the FIX session is offloaded to a Network Processor (NP) Application Specific Integrated Circuit (ASIC). Therefore, subsequent FIX packets of the FIX session are processed by the NP ASIC.