TT CME Gateway System Administration Manual - Trading ...

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Gateway Files 7.14.x 1 TT Gateway and the Exchange Overview The following list details files that are used specifically by the CME 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 • SessionID is the SessionId assigned to the particular Order Router that generates the file • MemberID is the MemberId assigned to 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 • 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 • # is a variable integer. 20 CME Gateway System Administration Manual Trading Technologies International, Inc.
1 TT Gateway and the Exchange Gateway Files Table Type Filename Directory Description Deletable? Binary tt_mdp_listen.exe X:\tt\exchangeflavor tt_fast_listen.exe X:\tt\exchangeflavor FIX Log File During operation, the FIX engine within the Order Server generates a unique logfile for all FIX messaging (including heartbeats) sent between an Order Router on the TT Gateway and the CME Group host. Because the Order Server generates a log file for each Order Router, the filename of each log file contains the unique Member ID assigned to the Order Router in the hostinfo.cfg file. The timestamps on each message in the FIX log are in local time. The FIX log files are created in the :\tt\logfiles directory and uses the naming convention: Exchange-flavor_MemberID_Send-Recv_date.log, where MemberID is the Member ID assigned in the Order Router section in hostinfo.cfg. For CME Gateway 7.15.0 or higher, the name of the FIX log file shows the mode of the gateway and that the TargetCompID FIX tag is populated as “CME”. The unique CME Gateway System Administration Manual 21 Trading Technologies International, Inc. TT MDP Listen executable Yes TT FAST Listen executable Yes Config Files *HostInfo.cfg X:\tt\config Stores the customer’s connection information for the Price and Order Server Log Files Exchange-flavor_MemberID_Send- Recv_date.log X:\tt\logfiles Refer to the section called FIX Log File *_Mode_OrderServer_Date.log X:\tt\logfiles Order Server log file Yes *_Mode_PriceServer_Date.log X:\tt\logfiles Price Server log file Yes No Conditional Misc. Files *_*_mode_bof.tbl X:\tt\datfiles Fill Server file. Conditional Table 3. Gateway Files *_*_mode_fills.tbl X:\tt\datfiles An empty shell file. Yes *_SessionIdMemberId_mode_orders.tbl X:\tt\datfiles The Order Server uses these files to track and manage its orders. *_SessionIdMemberId_mode_fills.tbl X:\tt\datfiles Refer to the section called Order and Trade Book Files *_date.csv X:\tt\auditfiles Tracks trader logins, outgoing orders, and order responses that the exchange sends back to the TT Gateway. This file includes timestamps with each event *_MemberID_mode.dat X:\tt\datfiles The TT Gateway may have one or more of these XML files. The Order Server uses these files to track and manage FIX messages for a particular order session. Exchange-flavor_Mode_ttqap.dat X:\tt\datfiles Used by the price server to continue calculating VAP for TTQAP-subscribed products after a startup. mdpl.bat X:\tt\Exchangeflavor Batch file that automates the mdplisten command No Conditional No Conditional No Yes
Page 1 and 2: CME Gateway System Administration M
Page 5 and 6: 1 Table of Contents Verifying Conne
Page 9 and 10: CME Gateway CME Gateway System Admi
Page 11 and 12: 1 Exchange Location and Interface C
Page 13 and 14: 1 TT Gateway and the Exchange CME G
Page 15 and 16: 1 TT Gateway and the Exchange CME G
Page 17 and 18: 1 TT Gateway and the Exchange Routi
Page 19: 1 TT Gateway and the Exchange MDP P
Page 23 and 24: 1 TT Gateway and the Exchange Gatew
Page 25 and 26: 1 TT Gateway and the Exchange Order
Page 27 and 28: 1 TT Gateway and the Exchange File
Page 29 and 30: 1 TT Gateway and the Exchange Forma
Page 31 and 32: 2 Preparing to Install CME Gateway
Page 33 and 34: 2 Installing and Upgrading CME Gate
Page 39 and 40: 2 Installing and Upgrading Installi
Page 41 and 42: 2 Installing and Upgrading Addition
Page 43 and 44: 2 Installing and Upgrading Upgradin
Page 47 and 48: 3 Initial Configuration CME Gateway
Page 49 and 50: 3 Configuring Global Settings Confi
Page 51 and 52: 3 Configuring Global Settings Verif
Page 53 and 54: 3 Configuring Global Settings Confi
Page 55 and 56: 3 Configuring Global Settings Verif
Page 57 and 58: 3 Configuring Global Settings Testi
Page 59 and 60: 4 Understanding the Price Feed TT C
Page 61 and 62: 4 Configuring Market Data Tick Tabl
Page 63 and 64: 4 Configuring Market Data Configuri
Page 65 and 66: 4 Configuring Market Data Checking
Page 67 and 68: 4 Configuring Market Data Emergency
Page 69 and 70: 4 Configuring Market Data FIX/FAST
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4 Configuring Market Data Enabling
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4 Configuring Market Data Configuri
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4 Configuring Market Data Configuri
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4 Configuring Market Data Data Flow
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4 Configuring Market Data Number of
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4 Configuring Market Data TT CME Ga
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4 Configuring Market Data Support F
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4 Configuring Market Data Support F
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4 Configuring Market Data TT CME Ga
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4 Configuring Market Data X_TRADER
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5 Understanding Order Management Or
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5 Configuring Order Management Conf
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5 Configuring Order Management Orde
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5 Configuring Order Management TT G
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5 Configuring Order Management CME
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5 Configuring Order Management CME
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5 Configuring Order Management Exam
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5 Configuring Order Management Inst
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5 Configuring Order Management Supp
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5 Configuring Order Management Sing
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6 Single Gateway Failure CME Gatewa
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6 Disaster Recovery Price Server Fa
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6 Disaster Recovery Failover Behavi
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6 Disaster Recovery Exchange Host F
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7 Using Connection Quality Tools CM
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7 Troubleshooting Order Messaging V
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7 Troubleshooting FASTTemplate.xml
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A HostInfo.cfg CME Gateway System A
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A Configuration Parameters A1=40 G1
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A Configuration Parameters CME Gate
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CME Gateway System Administration M
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A Index CME Gateway System Administ
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