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

Order Book File

To manage order data, HKEx Gateways create the following files in the <root drive>:ttdatfiles directory where Exchange-Flavor equals the Gateway named chosen at install (e.g., OSE-B) and Mode is either PROD or SIM.

  • Exchange-Flavor_Mode_orders.tbl
  • Exchange-Flavor_Mode_orders.tbl.bak
Note

Exchange-Flavor_Mode_orders.tbl.bak is a backup file.

The Order Book file contains a snapshot of the Order Server’s working orders, held orders, and records of deleted and filled orders for inflight fill resolution. In addition, it contains fill information for recovery scenarios. The snapshot is written at the time the HKEx Gateway is shut down.

If the TT Gateway detects a corrupted order book on startup, the Order Server removes all orders, including orders on hold, from the Order Book. The Order Server forwards an “Order Book corruption” message to the Audit Trail.

Fill Sequence Book File

To track fills received from the Exchange, HKEx Gateways create the Exchange-Flavor_FillSeqStore.dat file in the <root drive>:ttdatfiles directory, where Exchange-Flavor equals the Gateway name chosen at install (e.g., HKEx-B).

The Fill Sequence file stores the last sequence number of fills received from the Exchange. The sequence numbers are critical in order for the Gateway to correctly query the Exchange during initialization for any missed fills while the Gateway was not running. It is vital that this file not be accessed in any way unless explicitly instructed by TT (e.g., during mock trading sessions).

Note

The Exchange-Flavor_<TTF-User-ID>_FillSeqStore.dat file is a generic TT Gateway behavior and is not specific to the HKEx Gateway.

Trade Book Files

The Order Server creates the Exchange-Flavor_HKEx_Mode_fills.tbl file (referred to as the fills.tbl file) in the <root drive>:ttdatfiles directory to help manage and track all fills that the host sends to the HKEx Gateway. The Order Server reads this file to memory and updates it whenever fills are received.

In addition, the Fill Server creates the Exchange-Flavor_HKEx_Mode_bof.tbl file (referred to as the bof.tbl file) in the <root drive>:ttdatfiles directory to record all fills sent to the HKEx Gateway and their status.

Both the fills.tbl and bof.tbl files use the following conventions:

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

X_TRADER® uses the Trade Book files to populate its Fill window whenever it connects to the HKEx Gateway.