FIX Adapter System Administration Documentation
- What’s New In FIX Adapter 7.17.X?
- Network Architecture
- Installing TT FIX Adapter
- Creating TT FIX Adapter Configurations
Configuring An Order Routing FIX Adapter
- About the Order Routing Configuration Type
- (OR) Specifying Global Configuration Settings
- (OR) Configuration Settings: Selecting Products
- (OR) Specifying Gateway Settings
- (OR) Specifying Global FIX Session Settings
- (OR) Additional FIX Session Settings: Market Data
- (OR) Market Data: Formatting Prices
- (OR) Additional FIX Session Settings: Order Routing Requests
- (OR) Additional FIX Session Settings: Order Routing Responses - FIX Tags
- (OR) Additional FIX Session Settings: Order Routing Responses - Business Flows
Configuring A Drop Copy FIX Adapter
- About the Drop Copy Configuration Type
- (DC) Specifying Global Configuration Settings
- (DC) Configuration Settings: Selecting Products
- (DC) Specifying Gateway Settings
- (DC) Specifying Global FIX Session Settings
- (DC) Additional FIX Settings: Market Data
- (DC) Market Data: Formatting Prices
- (DC) Additional FIX Settings: Order Routing Responses - FIX Tags
- (DC) Additional FIX Settings: Order RoutingResponses - Business Flows
- Managing A TT FIX Adapter
Understanding TT FIX Adapter Log Files
TT FIX Adapter continuously writes information to log files, recording events as they occur. These log files are separated into two types: FIX Adapter logs and FIX session logs.
- FIX Adapter logs record FIX Adapter events. You can change what kind of information is logged by changing the log level. For more information refer to How the TT FIX Adapter logs use log severities and How to change the default settings for the TT FIX Adapter log files. These logs are .log files and are located in the ttlogfiles directory.
- FIX session logs record the price session and order session
FIX transactions. These logs are .dat files and are located
in the ttdatfiles directory.
- Order Session
FIX logs are created for each session; the Enable debug logging
for orders setting in TT User Setup is ignored.
Note: The order session FIX .dat file is used to service FIX client resend requests and historical fill requests. Make sure that TT Clean is not configured to delete or archive .dat files that are less than three days old or the duration of their FIX session, whichever is greater.
- Price Session FIX logs are created for each session, but only when the FIX client user's Enable debug logging for prices setting is enabled in TT User Setup.
- Order Session FIX logs are created for each session; the Enable debug logging for orders setting in TT User Setup is ignored.
FIX Adapter Log File Naming Conventions
The FIX Adapter log files are named as follows:
<FIX Adapter Name>Adapter_<YYYY-MM-DD>.log
If the FIX Adapter Name was “Company_FA”, then the FIX Adapter log file would be similar to the following:
FIX Session Log File Naming Conventions
The FIX session log files are named as follows:
<FIX Adapter Name>OrderSendRecv(<Order Session Connection LocalCompId>-<FIX Client Name>)_<YYYY-MM-DD>.dat
<FIX Adapter Name>PriceSendRecv(<Price Session Connection LocalCompId>-<FIX Client Name>)_<YYYY-MM-DD>.dat
If the FIX Adapter Name was “Company_FA”, the FIX Adapter Order Session Connection LocalCompId was “TT_Order”, the FIX Adapter Price Session Connection LocalCompId was “TT_Price”, and the Client name was “Client1” then the FIX session log files would be similar to the following:
How the TT FIX Adapter logs use log severities
You can control the type and amount of information written to the FIX Adapter log files by setting the log severity level (AppSpecificLogFiles parameter) with the Aconfig utility. The following table shows which kind of events and which FIX messages TT FIX Adapter logs for each level.
TT uses the following severities of log messages:
- Warning, Error, Critical
All TT applications associate one of these severities to every message they generate, so you can use these types to control what TT FIX Adapter writes to its log files.
|Level||Severities||What TT FIX Adapter Logs|
Warning Error Critical
|All error or possible error conditions and any abnormalities that occur during normal operation.|
Level 1 + Info
Informational messages that an administrator will need to monitor the system. This includes the following FIX messages:
Level 2 + Audit
|Same as Info.|
Level 3 + Debug
|All gateway communication messages, initialization, compactions, rollover,
resets, and all other FIX messages, including:
Note: Increasing the debug log level can significantly increase the size of log files generated and disk space used.
How to change the default settings for the TT FIX Adapter log files
Note: You should change the default logging settings only when TT Support personnel instruct you do so.
For instructions about changing the default Aconfig settings, refer to the TT Gateways System Administration Manual.
Log File Abbreviations
Certain log messages in the TT FIX Adapter log file, such as Order Status messages, include abbreviations. Refer to the following table for abbreviation definitions.
|cm||Clearing member id|
|cp||Counterparty trader id|
|eo||Exchange order id|
|oa||Original order action|
|oon||Old order number|
|sc||Sender country code|
|sm||Status Modifier (i.e. triggered)|
|sr||Sender region code|
|srs||Represents any change in the series structure.|
|su||Sub user id|