CFE Gateway Documentation
- CFE Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
- Configuring Market Data
- Configuring Order Management
- Configuration Parameters
- Disaster Recovery
The following list details files that are used specifically by the CFE Gateway. For a list and description of general TT Gateway files, refer to Chapter 3, “TT Gateway Configuration and Setup” in the TT Gateway Architecture SAM Version 7.X.The files are divided into three types: configuration (.cfg or.ini), log (.log), and miscellaneous (.tbl and .dat). Due to space constraints, throughout the table, the following conventions are used:
- * is the exchange name selected during the installation of the TT Gateway.
- UserID is the UserId assigned to the particular Order Session that generates the file.
- MemberID is the MemberId assigned in hostinfo.cfg for the particular Order Router that generates the file.
- time consists of HHMMSS, where HH is the two-digit hour, MM is the two-digit minute, and SS is the two-digit second.
- date consists of YYYYMMDD, where YYYY is the four-digit year, MM is the two-digit month, and DD is the two-digit day (e.g., 2011-08-02).
- mode is either PROD (if the mode of the TT Gateway is set for production) or SIM (if the mode is set for simulation).
- X signifies <root drive>
- # is a variable integer.
Gateway Files Table
|Stores the customer’s connection information for the Price and Order Server.|
Refer to the Log File section.
Order Server log file.
Price Server log file.
|*_OrderServerFillSource<Gateway IP Address>_bof.tbl|
|Fill Server file. Refer to the section called Fill Flow.|
*_OrderServerFillSource<Gateway IP Address>_fills.tbl
An empty shell file.
The Order Server uses these files to track and manage its orders.
Tracks trader logins, outgoing orders, and order responses that the exchange sends back to the TT Gateway. This file includes timestamps with each event.
|*_mode_prices.dat||X:ttauditfiles||Used by the Price Server to persists settlement prices and track and manage market data messages.||No|
Used by the Price Server to continue calculating VAP for TTQAP-subscribed products after a startup.
Order and Trade Book Files
The Order Server uses several files to help manage and track all orders and fills that pass through the CFE Gateway. The Order Server reads these files to memory and updates them whenever orders or fills are received. The TT Gateway stores these files in <root drive>:ttdatfiles
- The Exchange-flavor_Mode_orders.tbl files
record all orders (i.e., working, filled, deleted, etc.) sent to
the CFE Gateway and their status. The rest of this manual refers
to these files as the orders.tbl files.
If you installed a CFE Gateway as “CFE-C” in production mode, the file’s name is CFE-C_PROD_orders.tbl.
- The Exchange-flavor_OrderServerFillSource<Gateway
IP Address>_mode_fills.tbl file contains
a record of all fills received from the exchange for a given trading
session. The rest of this manual refers to this file as the fills.tbl file.
If you installed a CFE Gateway as “CFE-C” in production mode, the file’s name is CFE-C_OrderServerFillSource172.31.254.63_PROD_fills.tbl.
For detailed information on how the CFE Gateway uses these files to reconstruct the Order and Trade Book during disaster recovery, refer to Single Gateway Failure.
X_TRADER® uses the Trade and Order book files to populate its Fill window and Order Book respectively whenever it connects to the CFE Gateway.