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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 in the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway name chosen at install (e.g., TFX-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 in the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway name chosen at install (e.g., TFX-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.

Trade Book Files

To manage its trade book, TFX Gateway uses fills.tbl and bof.tbl.

Whenever a trader logs into the TFX Gateway, the Order Router that hosts the trader connection searches the directory <root drive>:ttdatfiles for the trader's fills.tbl file.

When the Order Server finds a trader's fills.tbl file, it reads the file's contents into memory. Thus, if there is a disconnect at a later time and the trader logs back into the TFX Gateway, any newly assigned Order Router reads the appropriate fills.tbl file into memory as part of the trade book. If the file does not exist, the Order Router generates a new one.

Additionally, the Fill Server uses a bof.tbl file to record all fills sent to the TFX Gateway and their status. All bof.tbl files are located in <root drive>:ttdatfiles. The bof.tbl files are names in the same fashion as the fill.tbl files as explained above.

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

Whenever X_TRADER® connects to the TFX Gateway, it uses the Trade book files to populate its Fill Window.

Order Book File

Whenever a trader logs into the TFX Gateway, the Order Router that hosts the trader connection searches <root drive>:ttdatfiles for the trader's order book file referred to as the orders.tbl file.

When the Order Router finds a trader's orders.tbl file, it reads the file's contents into memory. Thus, if there is a disconnect at a later time and the trader logs back into the TFX Gateway, any newly assigned Order Router reads the appropriate orders.tbl file into memory as the order book.

The Order Router uses the order book in its memory to manage and track all orders sent by the trader to the host. Additionally, whenever X_TRADER® connects to the TFX Gateway, it uses the orders.tbl file to populate its Order Book. An Order Router updates its orders.tbl file whenever the Order Router receives:

  • A new order from the Order Server
  • A fill from the exchange.

For detailed information on how the TFX Gateway uses this file to reconstruct the Order Book during disaster recovery, refer to Gateway Software Recovery.