iperf3 can be installed on Gaia, but you have to obtain a statically-linked copy as several library dependencies for the dynamically linked version were stripped out of the Gaia OS by Check Point. The following statically-linked precompiled version of iperf3 works as a client on Gaia R81.20:
However the usual caveats apply, as the installation of any third-party software on Gaia systems is NOT SUPPORTED and may damage/compromise the system. You will need to set up an external iperf3 server for the Gaia iperf3 client to hit somewhere else in your network.
BUT keep in mind since this test traffic is being originated by the firewall itself, all the test traffic will be F2F/slowpath and may adversely impact your firewall's performance, especially if multiple simultaneous threads are launched with the -P option. Use at your own risk!
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