Some embodiments of the invention provide a method for forwarding data messages between a client and a server (e.g., between client and server machines and/or applications). In some embodiments, the method receives a data message that a load balancer has directed from a particular client to a particular server after selecting the particular server from a set of several candidate servers for the received data message's flow. The method stores an association between an identifier associated with the load balancer and a flow identifier associated with the message flow, and then forwards the received data message to the particular server. The method subsequently uses the load balancer identifier in the stored association to forward to the particular load balancer a data message that is sent by the particular server. The method of some embodiments is implemented by an intervening forwarding element (e.g., a router) between the load balancer set and the server set.