ICE Gateway Documentation
- ICE Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
-
Configuring Market Data
- Understanding the Price Feed
- Configuring Price Server Connection
- Configuring Support for ICE iMpact Multicast Feed
- Number of Orders at Price
- Support for Market Depth
- Calculating Volume at Price
- Configuring Product Subscriptions
- Support for Logical Codes (Short Symbols)
- Support for Settlement Prices
- Support for User-Defined Strategies
- Support for Implied Prices
- Support for Spread Prices
- Trading Heating Oil/Gas Oil (HO-GO) Spreads
- Trading ICE Heat Rate Spreads
- Support for Options on Futures
- PFX Market Data
- Configuring Order Management
- Disaster Recovery
- Troubleshooting
- Configuration Parameters
- Market Type IDs
File Management
Overview
The Order Server creates audit files that contain order and fill information. Located in the <root drive>:ttauditfiles directory, the audit files follow the naming convention: Exchange-Flavor_YYYY-MM-DD.cba where DD is the two-digit day, MM is the two-digit month, and YYYY is the four-digit year.
You can use the audit_convert.exe program to convert the audit file into a comma-separated value file (.csv) that works with most spreadsheet applications. The program can convert either a single file or all audit files in a directory.
Converting Audit Files
To convert a single audit file: |
- Open a Command window.
- Type: audit_convert.exe
absolutefilename
Where absolutefilename is the path and filename of the audit file you want to convert.
Example Single Audit File
audit_convert.exe c:ttauditfilesICE_IPE-A_2014-11-08.cba /Format ice
- To close the Console window, type Exit.
To convert multiple audit files: |
- Open a command window.
- Type audit_convert.exe directory Exchange-Flavor
Where:
- directory is the location of your audit files
- Exchange-Flavor is the name of the TT Gateway that produced the audit files
Example Audit Files on a ICE-A Gateway
audit_convert.exe c:ttauditfiles ICE_IPE-A /Format ice
- To close the Console window, type Exit.