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GMEX Gateway Log Files

FIX Log Files

During operation, the FIX engine within the Order Server generates a unique logfile for all FIX messaging (including heartbeats) sent between an Order Router on the TT Gateway and the GMEX host. Because the Order Server generates a log file for each Order Router, the filename of each log file contains the unique Member ID, GatewayCompany (SenderCompID), and ExchangeCompany (TargetCompID) assigned to the Order Router in the hostinfo.cfg file: Exchange-Flavor_Mode_MemberID_SenderCompID_TargetCompID__send_recv_Date.log to the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway named chosen at install (e.g., GMEX-B)
  • Mode equals SIM for Simulation environment or PROD for Production
  • MemberID equals the Member parameter in hostinfo.cfg.
  • SenderCompID is the GatewayCompany parameter configured in hostinfo.cfg. Populates FIX Tag 49.
  • TargetCompID is the ExchangeCompany parameter configured in hostinfo.cfg. Populates FIX Tag 56.
  • Date equals the four-digit year, two-digit month and two-digit day.

Whenever the Order Router sends or receives a FIX message, it writes the entire message to this file.

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 named chosen at install (e.g., GMEX-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.

Fill Server Log File

At startup, the Fill Server creates a Fill Server logfile named Exchange-Flavor_OrderServerFillSource<IP Address>_Mode_Date.log to the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway name chosen at install (e.g., GMEX-B)
  • The <IP Address> is the local IP address of the GMEX Gateway in the customer environment.
  • Mode equals SIM for Simulation environment or PROD for Production
  • Date equals the four-digit year, two-digit month and two-digit day.

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.

FIXML Listener Log File

At startup, the FIXML Listener service creates a logfile named Exchange-Flavor_FIXMLListener_Date.log to the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway name chosen at install (e.g., GMEX-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 FIXML Listener adds a new entry for each action including initialization behavior, logins, configuration values, and Trade Capture report approvals and Trade Confirmations from the Eurex Clearing Interface. You can use the FIXML Listener logfile to aid in diagnosing problems related to approving and clearing trades.

Order Book File

To manage order data, GMEX Gateways create the Exchange-Flavor_Mode_Orders.tbl file in the ttdatfiles directory.

The Order Book file stores all orders from all configured Order Sessions and their associated statuses. This file stores each order action (i.e., adds, deletes, etc.) as they occur.

Trade Book Files

To manage its trade book, the GMEX Gateway uses *fills.tbl and *bof.tbl.

  • On start up, the Order Server reads *fills.tbl to memory and updates it whenever it receives fills.
  • On start up, the Fill Server reads *bof.tbl to memory and updates it whenever it receives fills.

If the file does not exist, the server generates a new one. The TT Gateway stores these files in <root drive>:ttdatfiles.