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

Order Router Send/Receive Log File

At startup, each Order Router creates a send/receive logfile named Exchange-Flavor_Mode_GatewaySessionID_GatewayCompany_ExchangeCompany_send_recv_Date.log where:

  • Exchange-Flavor equals the gateway named chosen at install (e.g., MEFF-B)
  • Mode equals SIM for Simulation environment or PROD for Production
  • GatewaySessionID equals the order session set by the GatewaySessionID parameter in the hostinfo.cfg file.
  • GatewayCompany equals the name (SenderCompID) of the firm that sends messages from the MEFF Gateway as set by the GatewayCompany parameter in the hostinfo.cfg file.
  • ExchangeCompany equals the name (TargetCompID) of the firm that sends messages to the MEFF Gateway as set by the ExchangeCompany parameter in the hostinfo.cfg file.
  • Date equals the four-digit year, two-digit month and two-digit day.
Note

Prior to Version 7.15, the MEFF Gateway’s Send/Receive logfile was named:

OrderServerSessionFixMessageCache_Date.log.

Each Order Router adds an entry to the send/receive logfile when it communicates with the exchange. This file contains a list of the FIX messages transferred along the network.

Fill Server Log File

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., MEFF-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, MEFF Gateways create the Exchange-Flavor_Mode_Orders.tbl file in the ttdatfiles directory.

Note

Prior to Version 7.15, the MEFF Gateway’s Order Book file was named:

Exchange-FlavorOrderBook.dat.

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 MEFF 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.

For detailed information on how the MEFF Gateway uses these files to reconstruct the Trade Book during disaster recovery, refer to .