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Order and Fill Server Files

Order Server Log Files

At startup, the Order Server creates an Order Server logfile named

Exchange-Flavor_Mode _OrderServer_ Date.log to the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway name chosen at install (e.g., Fenics-B).
  • Mode equals SIM for Simulation environment or PROD for Production.
  • Date equals the four-digit year, two-digit month, and two-digit day.

The Order Server adds a new entry for each action, including initialization behavior, logins, configuration values, order entry, and modifications. You can use the Order Server logfile to aid in diagnosing problems related to orders and fills.

Note

The Order Server creates one logfile for the entire trading day. If restarted intra-day, the Order Server continues to populate the existing logfile.

Fill Server Log Files

At startup, the Fill Server creates a Fill Server logfile named

Exchange-Flavor_Mode_ FillServer_ Date .log to the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway name chosen at install (e.g., Fenics-B).
  • Mode equals SIM for Simulation or PROD for Production.
  • Date equals the four-digit year, two-digit month, and two-digit day based on the local Fenics Gateway server machine's date settings.

The Fill Server adds a new entry for each action, including initialization behavior, logins, configuration values, and fill responses from the exchange. You can use the Fill Server logfile to aid in diagnosing problems related to the Fill Server.

Note

The Fill Server creates one logfile for the entire trading day. If restarted intra-day, the Fill Server continues to populate the existing logfile.

Trade Book Files

To manage its trade book, Fenics Gateways use fills.tbl and bof.tbl files.

Whenever the Fenics Gateway establishes a connection to the exchange, the Order Server searches the <root drive>:tt\datfiles directory for the fill file named Exchange-Flavor_IP_mode_fills.tbl. The rest of this manual refers to this file as the fills.tbl file.

When the Order Server finds a the fills.tbl file, it reads the file's contents into memory. Thus, if there is a disconnect, the Order Server reads the appropriate fills.tbl file into memory as part of the trade book. If the file does not exist, the Order Server generates a new one. The Order Server continues to update the fills.tbl file whenever fills are received.

Additionally, for each membership, the Fill Server uses a Gwname_IP_mode_bof.tbl file to record all fills sent to the Fenics Gateway and their status. The rest of this manual refers to this file as the bof.tbl file. All bof.tbl files are located in <root drive>:tt\datfiles.

Whenever X_TRADER® connects to the Fenics Gateway, it uses the Trade book files to populate its Fill Window.

Order Book File

At startup, the Order Server creates a single TT Order Book file named

Exchange-Flavor_Mode _orders.tbl to the <root drive>:tt\datfiles directory where:

  • Exchange-Flavor equals the gateway name chosen at install (e.g., Fenics-B).
  • Mode equals SIM for Simulation environment or PROD for Production.

The rest of this manual refers to this file as the orders.tbl file.

At startup, the Order Server finds the orders.tbl file, and reads the file's contents into memory. This allows the Order Server to populate the order book.

The Order Server uses the order book in its memory to manage and track all orders sent from the Fenics Gateway to the host. Additionally, whenever X_TRADER® connects to the Fenics Gateway, it uses the orders.tbl file to populate its Order Book. The Order Server updates the orders.tbl file whenever the Order Server receives:

  • A new order
  • A fill from the FIX Order Gateway

Following a disconnect, the Fenics Gateway uses the Order Book file to repopulate the traders' order book.

Gateway Files Table

Gateway Files

File Type

Filename

Default Directory

Description

Config

Exchange-Flavorhostinfo.cfg

X:\tt\config

Stores the customer’s connection information used by the Price and Order Servers. This file also defines various exchange behaviors.

Log Files

Exchange-Flavor_Mode_OrderServer_Date.log

X:\tt\logfiles

Order Server Logfile

Exchange-Flavor_Mode_PriceServer_Date.log

X:\tt\logfiles

Price Server Logfile

Exchange-Flavor_Mode_FillServer_Date.log

X:\tt\logfiles

Fill Server Logfile

Exchange-Flavor_Mode_Username_GatewayCompany_Red__Send-Recv_Date.log

Exchange-Flavor_Mode_Username_GatewayCompany_Black__Send-Recv_Date.log

X:\tt\logfiles

Logs the FIX messages for the particular Order Session on either the Red or Black network.

Misc. Files

audit_convert.exe

X:tt\bin

Audit Convert Tool

Exchange-Flavor_Mode_Username_GatewayCompany__idx.dat

X:\tt\datfiles

Used by the TT Gateway to look up messages persisted in *_msg.dat.

Exchange-Flavor_Mode_Username_GatewayCompany__msg.dat

X:\tt\datfiles

Contains the actual FIX messages sent to the exchange.

Exchange-Flavor_Mode_Username_GatewayCompany_Red__seqnum.dat

Exchange-Flavor_Mode_Username_GatewayCompany_Black__seqnum.dat

X:\tt\datfiles

Used by the Order Server for FIX session sequence number persistence on the Red and Black networks. Each network has separate sequence numbers. The TT Gateway may have one or more of these XML files.