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FIX Adapter System Administration

Understanding TT FIX Adapter Log Files

Overview

TT FIX Adapter continuously writes information to log files, recording events as they occur. These log files are separated into two types: FIX Adapter logs and FIX session logs.

  • FIX Adapter logs record FIX Adapter events. You can change what kind of information is logged by changing the log level. For more information refer to How the TT FIX Adapter logs use log severities and How to change the default settings for the TT FIX Adapter log files. These logs are .log files and are located in the ttlogfiles directory.
  • FIX session logs record the price session and order session FIX transactions. These logs are .dat files and are located in the ttdatfiles directory.
    • Order Session FIX logs are created for each session; the Enable debug logging for orders setting in TT User Setup is ignored.

      Note: The order session FIX .dat file is used to service FIX client resend requests and historical fill requests. Make sure that TT Clean is not configured to delete or archive .dat files that are less than three days old or the duration of their FIX session, whichever is greater.

    • Price Session FIX logs are created for each session, but only when the FIX client user's Enable debug logging for prices setting is enabled in TT User Setup.

FIX Adapter Log File Naming Conventions

The FIX Adapter log files are named as follows:

<FIX Adapter Name>Adapter_<YYYY-MM-DD>.log

If the FIX Adapter Name was “Company_FA”, then the FIX Adapter log file would be similar to the following:

Company_FAAdapter_2011-05-25.log

FIX Session Log File Naming Conventions

The FIX session log files are named as follows:

<FIX Adapter Name>OrderSendRecv(<Order Session Connection LocalCompId>-<FIX Client Name>)_<YYYY-MM-DD>.dat

<FIX Adapter Name>PriceSendRecv(<Price Session Connection LocalCompId>-<FIX Client Name>)_<YYYY-MM-DD>.dat

If the FIX Adapter Name was “Company_FA”, the FIX Adapter Order Session Connection LocalCompId was “TT_Order”, the FIX Adapter Price Session Connection LocalCompId was “TT_Price”, and the Client name was “Client1” then the FIX session log files would be similar to the following:

Company_FAOrderSendRecv(TT_Order-Client1)_2011-05-25.dat

Company_FAPriceSendRecv(TT_Price-Client1)_2011-05-25.dat

How the TT FIX Adapter logs use log severities

You can control the type and amount of information written to the FIX Adapter log files by setting the log severity level (AppSpecificLogFiles parameter) with the Aconfig utility. The following table shows which kind of events and which FIX messages TT FIX Adapter logs for each level.

TT uses the following severities of log messages:

  • Warning, Error, Critical
  • Info
  • Audit
  • Debug

All TT applications associate one of these severities to every message they generate, so you can use these types to control what TT FIX Adapter writes to its log files.

Level Severities What TT FIX Adapter Logs
1

Warning Error Critical

All error or possible error conditions and any abnormalities that occur during normal operation.
2

Level 1 + Info

(Default level)

Informational messages that an administrator will need to monitor the system. This includes the following FIX messages:

  • Logon (A)
  • Logout (5)
  • Session-Level Reject (3)
  • Test Request (1)
  • Business Message Reject (j)
  • Order Cancel Reject (9)
  • Market Data Request Reject (Y)
3

Level 2 + Audit

Same as Info.
4

Level 3 + Debug

All gateway communication messages, initialization, compactions, rollover, resets, and all other FIX messages, including:
  • Heartbeat (0)
  • Security Definition (d)
  • Security Status (f)
  • Market Data Snapshot/Full Refresh (W)
  • Market Data - Incremental Refresh (X)
  • Resend Request (2)
  • Sequence Reset (4)
  • Execution Report (8)
  • New Order - Single (D)
  • Order Cancel/Replace Request (G)
  • Order Cancel Request (F)
  • Order Status Request (H)
  • Position Report (UAP)
  • Request for Position (UAN)
  • Market Data Request (V)
  • Gateway Status Request (UAR)
  • Gateway Status (UAT)

Note: Increasing the debug log level can significantly increase the size of log files generated and disk space used.

How to change the default settings for the TT FIX Adapter log files

Note: You should change the default logging settings only when TT Support personnel instruct you do so.

For instructions about changing the default Aconfig settings, refer to the TT Gateways System Administration Manual.

Log File Abbreviations

Certain log messages in the TT FIX Adapter log file, such as Order Status messages, include abbreviations. Refer to the following table for abbreviation definitions.

Abbreviation Description
a Order action
ac Account type
bs Side
cm Clearing member id
cp Counterparty trader id
cq Change quantity
ed Expiration date
eo Exchange order id
eq Executed quantity
et Exchange MGT
f0 Account
f1 FFT2
f2 FFT3
fq Filled quantity
ia Is Automated
iq Intended quantity
lp Limit price
mq Minimum quantity
oa Original order action
oc Open close
of Order flags
on Order number
oon Old order number
oq Order quantity
or Order restriction
s Order status
sc Sender country code
sm Status Modifier (i.e. triggered)
sp Stop price
sr Sender region code
srs Represents any change in the series structure.
su Sub user id
t TTOrd MGT
un Username
wq Working quantity
xd Exchange date
xt Exchange time