What is the JSESSIONID cookie and BIGIP cookie and what is their use case?
The JSESSION cookie identifies the session on our api server. This cookie must be persisted for SFAPI/SOAP. Your client will receive the cookie after a valid login operation. From that point forward, any failure to include the cookie with a SOAP request will result in an "Invalid Session" error.
Persisting the JSESSION cookie for OData requests is optional but highly recommended to improve performance. If the cookies are not provided, extra time will be spent for each OData request to authenticate and initialize a session.
The BIGIP cookie is used by our data center load balancers to direct your requests to the server where the JSESSION session exists. It is higly recommended that you persist this cookie. If the BIGIP cookie is not inside a request header, the loadbalancer must resort to "STICKYIP" meaning that the load balancer will identify your client by its IP address and will always send requests from that IP address to the same server. This is not ideal and can perform poorly when your transactions are large and require minutes to execute.
If your client does not have a stable IP address, then BIGP cookie is required. This can be the case when your on prem network equipment can cause the IP address of the outbound requests to vary via different network routs.
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