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Gateway Files

Gateway Files Table

Gateway files are divided into four types: binary (.exe), configuration (.cfg), log (.log), and miscellaneous (.tbl and .bak). Throughout the table, the following conventions are used:

  • Exchange-Flavor is the exchange name selected during the installation of the TT Gateway.
  • mode is either PROD (if the mode of the TT Gateway is set for production) or SIM (if the mode is set for simulation).
  • date for logfiles consists of YYYY.MM.DD where: YYYY is the four-digit year, MM is the two-digit month, and DD is the two-digit day. For datfiles, it consists of DD.MM.YYYY where: DD is the two-digit day, MM is the two-digit month, and YYYY is the four-digit year.
  • X signifies <root drive>.
  • * is a wildcard and signifies any variable type.

The following table lists files unique to the Eurex Gateway. For a list and description of general files used by all TT Gateways, refer to the TT Gateway Architecture SAM Version 7.X.

Gateway Files

File Type

Filename

Directory

Description

Deletable?

Configuration

Exchange-FlavorInclusionlist.cfg

X:ttconfig

Contains the Price Server Inclusion list for product subscriptions.

No

Exchange-Flavorhostinfo.cfgX:ttconfigContains configuration parameters for Eurex Gateways.No

Log Files

Exchange-Flavor_mode_PriceServer_date.log

X:ttlogfiles

Price Server log fileYes

Exchange-Flavor_mode_OrderServer_date.log

X:ttlogfiles

Order Server log file

Yes

Exchange-Flavor_mode_OTCRouter_date.log

X:ttlogfiles

OTC Router log file

Yes

Misc. Files

Exchange-Flavor_*_mode_fill.tbl

Exchange-Flavor_*_mode_fill.bak

X:ttdatfiles

Fill file (.tbl) and its backup file (.bak) for the Order Server

.tbl: Only after the trading day

.bak: Anytime

Exchange-Flavor_*_mode_bof.tbl

Exchange-Flavor_*_mode_bof.bak

X:ttdatfiles

Exchange-Flavor_*_mode_bof.tbl

Exchange-Flavor_*_mode_bof.bak

Exchange-Flavor_*_mode_bof.tbl

Exchange-Flavor_*_mode_bof.bak

Exchange-Flavor_

OrderServer_mode_orders.tbl

Exchange-Flavor_OrderServer_mode_orders_tbl.bak

X:ttdatfilesETI order and fills files and backup files for the Order Server.Yes

RDIFastTemplates.xml, EMDIFastTemplates.xml

X:ttconfig

FAST template files

No

Exchange-Flavor_*_mode_Settlprc.date.dat

X:ttdatfiles

Settlement prices file

No

Exchange-Flavor_mode_stream_seqno.datX:ttdatfilesOTC Router's exchange stream sequence number file.No
Eurex_sessions.datX:ttdatfilesETI sessions order book file. Stores each order and their associated status, and all order actions as they occur.No
Exchange-Flavor_mode_ttqap.datX:ttdatfilesUsed by the Price Server to continue calculating VAP for TTQAP-subscribed products after a startup.

Audit File Conversion

The Order Server creates audit files that contain a variety of order and fill information. Located in the <root drive>:ttauditfiles directory, the audit files follow the naming convention: Exchange-Flavor_YYYY-MM-DD.cba where DD is the two-digit day, MM is the two-digit month, and YYYY is the four-digit year.

You can use the audit_convert.exe program to convert the audit file into a comma separated value file (.csv) that works with most spreadsheet applications. You can use this program to either convert all audit files in a directory or to convert a single audit file.

For general information on audit files, refer to Appendix B, System Files in the TT Gateway Architecture System Administration Manual Version 7X.

To convert a single audit file:

  1. Open a Command window.
  2. Type: audit_convert.exe absolutefilename

    Where absolutefilename is the path and filename of the audit file you want to convert.

    Example Single Audit File:

    audit_convert.exe c:ttauditfilesEurex-A_2007-10-08.cba

  3. To close the Console window, type Exit.

To convert multiple audit files:

  1. Open a Command window.
  2. Type: audit_convert.exe directoryexchange-flavor

    Where:

    • directory is the location of your audit files.
    • Exchange-flavor is the name of the TT Gateway that produced the audit files.

    Example Multiple Audit Files on a TT Gateway:

    audit_convert.exe c:ttauditfiles Eurex-A

  3. To close the Console window, type Exit.