“You had an MTU problem. You enable jumbo frames. Now you have two MTU problems”
Unless you control the entire set of possible paths (can be many!) and set all the MTUs to match well, this (while maybe on surface helping with the problem, depending on many things) can set one up with a nasty footgun, whereby black hole will show in the most terrible moment of high traffic. See my PMTUD/PLPMTUD rant elsewhere in this thread.
Given this is a trading system where application latencies are measured in microseconds, the default would be to assume that jumbo frames are totally a valid approach.
Unless you control the entire set of possible paths (can be many!) and set all the MTUs to match well, this (while maybe on surface helping with the problem, depending on many things) can set one up with a nasty footgun, whereby black hole will show in the most terrible moment of high traffic. See my PMTUD/PLPMTUD rant elsewhere in this thread.