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Gateway Files

Overview

The Gateway files table uses the following variables:

  • 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 consists of YYYYMMDD, where YYYY is the four-digit year, MM is the two-digit month, and DD is the two-digit day.
  • SessionName is the GatewayCompany in the hostinfo.cfg file.
  • Time consists of hh_mm_ss, where hh is the two-digit hour, mm is the two-digit minutes, and ss is the two-digit seconds.
  • X signifies <root drive>
  • * is a wildcard and signifies any variable type

Gateway Files Table

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

Gateway Files

Type

Name

Directory

Description

Deletable?

Configuration

Exchange-Flavorhostinfo.cfg

X:ttconfig

Stores the customer’s connection information used by the Price and Order Servers. This file also contains unique trader information.

No

Log Files

Exchange-Flavor_mode_OrderServer_YYYY-MM-DD.log

X:ttlogfiles

Logs Order Server messages. For instructions on setting the logging level, refer to the section called Gateway Logging in Chapter 2, “Configuration.”

Yes, after ten days

Exchange-Flavor_mode_PriceServer_YYYY-MM-DD.log

X:ttlogfiles

Logs Price Server messages. For instructions on setting the logging level, refer to the section called Gateway Logging in Chapter 2, “Configuration.”

Yes, after ten days

Exchange-Flavor_mode_GatewayCompay_LME_Send-Recv_Date.log

X:ttlogfiles

Logs the FIX messages for the particular Order Session.

Yes, after ten days

Misc. Files

Exchange-Flavor_Member_Mode _fills.tbl

X:ttdatfiles

Trade Book Files

Yes, after the trading day

Exchange-Flavor_Mode_orders.tbl

X:ttdatfiles

Upon shutdown, stores outstanding order information within its Order Book

No. This file should not be opened, renamed, deleted, or saved.

Exchange-Flavor_Mode_GatewayCompany_LME_idx.dat

X:ttdatfiles

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

Conditional

Exchange-Flavor_Mode_GatewayCompany_LME_msg.dat

X:ttdatfiles

Contains the actual FIX messages sent to the exchange.

Conditional

Exchange-Flavor_Mode_GatewayCompany_LME_seqnum.dat

X:ttdatfiles

Used by the Order Server for FIX session sequence number persistence. The TT Gateway may have one or more of these XML files.

No

Exchange Files

libeay32_0.9.8.dll

X:ttbin

Dynamic link library distributed by TT LME Gateway

No

libeay32_vc80_0.9.8.dll

X:ttbin

Dynamic link library distributed by TT LME Gateway

No

ssleay32_0.9.8.dll

X:ttbin

Dynamic link library distributed by TT LME Gateway

No

ssleay32_vc_80_0.9.8

X:ttbin

Dynamic link library distributed by TT LME Gateway

No