TT CME Gateway System Administration Manual - Trading ...

Gateway Files Table
1 TT Gateway and the Exchange
Type Filename Directory Description Deletable?
Binary tt_mdp_listen.exe X:\tt\exchangeflavor
tt_fast_listen.exe X:\tt\exchangeflavor
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 *_mode_MemberID_CME_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
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.
24 CME Gateway System Administration Manual
No
Conditional
Misc. Files *_*_mode_bof.tbl X:\tt\datfiles Fill Server file. Conditional
Table 4. Gateway Files
*_*_mode_fills.tbl X:\tt\datfiles An empty shell file. Yes
*_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
*_Mode_PositionByMGT X:\tt\datfiles Position are maintained in this
file by the Fill Server for Fill
Server Rollover.
*_mode_MemberID_CME_idx.dat X:\tt\datfiles Used by the TT Gateway to
look up messages persisted in
*_msg.dat.
*_mode_MemberID_CME_msg.dat X:\tt\datfiles Contains the actual FIX
messages sent to the
exchange.
*_mode_MemberID_CME_seqnum.dat X:\tt\datfiles Used by the Order Server for
FIX session sequence number
persistence. The TT Gateway
may have one or more of
these XML files.
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
Yes
Conditional
No
Conditional
Conditional
Conditional
Conditional
No
Yes
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