I'd like to set up compression, but it does not work.
Use a REST client from your browser to send an HTTP GET request to your service:
Use the request header name Accept-Encoding and the value gzip. For example, http://<server>:<port>/sap/opu/odata/iwfnd/RMTSAMPLEFLIGHT/FlightCollection?sap-client=<number>&$format=xml
The content length of the request with the request header Accept-Encoding set to gzip is several times smaller. If you would thus add the Accept-Encoding Header to the GET request this should minimize the data send over the wire to a large extent.