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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., TOCOM-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_Mode_FillServer_Date.log to the <root drive>:ttlogfiles directory where:

  • Exchange-Flavor equals the gateway named chosen at install (e.g., TOCOM-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, TOCOM Gateways create the following files in the <root drive>:ttdatfiles directory, where Exchange-Flavor equals the Gateway name chosen at install (e.g., TOCOM-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 Gateway is shut down.

If the TT Gateway detects a corrupted order book on startup, the Order Server will load all orders up to the point of corruption. Any orders stored after the point of corruption will not be loaded.

Fill Sequence Book File

To track fills received from the Exchange, TOCOM Gateways create the Exchange-Flavor_FillSeqStore.dat file in the <root drive>:ttdatfiles directory, where Exchange-Flavor equals the Gateway name chose at install (e.g., TOCOM-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_FillSeqStore.dat file is generic TT Gateway behavior and is not specific to the TOCOM Gateway.

Trade Book File

The Order Server uses the fills.tbl file located in <root drive>:ttdatfiles to help manage and track all fills that the host sends to the TOCOM Gateway. The Order Server reads this file to memory and updates it whenever fills are received.

The Fill Server uses the bof.tbl file located in <root drive>:ttdatfiles to record all fills sent to the TOCOM Gateway and their status.

Additionally, the Gwname_FillTradeNumStore.dat file located in <root drive>:ttdatfiles stores series and deal trade numbers, which are then used to determine which fills have been received by the TOCOM Gateway.

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