TT CME Gateway System Administration Manual - Trading ...

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