Audit logger configuration
An audit logger is provided with the adapter that meets the requirements of the iLink exchange.
IAF configuration
EnableMessageSendAcknowledgements : this is a mandatory properties to an audit log.
Example: <property name="EnableMessageSendAcknowledgements" value="true"/>
MessageAckFieldIdentifiers : this is an optional properties. it forwards the acknowledgements of upstream messages to service monitor with FIXTag as a key . The value to be given as string with elements are MessageType:FIXTag and separated by comma.
Example : <property name="MessageAckFieldIdentifiers" value="D:11,G:11,F:11"/>
Session configuration
EnableAuditLog. Type boolean.
Adds support for audit logger (false by default).
Audit.Style. Type string.
Use iLink style audit logging and the value must be "iLink".
Audit.Filename. Type string.
Provide the audit file name.
Audit.FileTruncate. Type boolean.
By enabling this, the existing audit log file will be truncated (false by default)
The following session parameters are mandatory to know the values of some audit fields/columns.
SenderCompID. Used to know the value of Session ID field(i.e Identifier of the iLink Order Entry session.) and Executing Firm ID field(i.e Identifier of the Executing Trading Firm submitting the messages to CME Globex) this value should be the same as @ILINK_FIX_SENDER_COMPID@ properties in the IAF configuration file.
SenderSubID. The value of Operator ID field (i.e Identifier of the operator, who submitted the message or is responsible for its submission) this value should be the same as @ILINK_SENDER_SUB_ID@ properties in the IAF configuration file.
TargetSubID. The value of Market Segment ID field (57 tag value) this value should be the same as @ILINK_TARGET_SUB_ID@ properties in the IAF configuration file.
Account. The value of Trading account number field. this value should be the same as @ILINK_ACCOUNT@ properties in the IAF configuration file.
CustomerOrFirm. The value of Origin field(customer or Firm). The valid values are: 0 or 1 this value should be the same as @ILINK_CUSTOMER_OR_FIRM@ properties in the IAF configuration file.
CTICode. Customer Type Indicator. The valid value are : 1, 2, 3 or 4 this value should be the same as @ILINK_CITI_CODE@ properties in the IAF configuration file.
SenderLocationID. Country of Origin(i.e Location of the operator) this value should be the same as @ILINK_SENDER_LOCATION_ID@ properties in the IAF configuration file.
ManualOrderIndicator. The value of Manual Order Identifier field (i.e Identifies if the captured message was submitted manually or automatically) The valid value are: 'Y' or 'N'. this value should be the same as @ILINK_MANUAL_ORDER_INDICATOR@ properties in the IAF configuration file.
Note:
Values for the above fields will be the same as those used in populating the IAF configuration file.
Sample SessionConfiguration events for Audit Logger :
com.apama.fix.SessionConfiguration("ILINK_TRADING",
{"ilinkUseLegacyMode":"false","ilinkSwap55and107Tags":"true",
"OrderManager.OrderIDServiceName":"ILINK-FIX",
"FixChannel":"ILINK_FIX", "MAX_ID_NUM":"999999","ID_RANGE":"1000",
"OrderManager.KillOrdersOnSessionDown":"false",
"OrderManager.waitForMarketOrderId":"true","SenderCompID":"F06004N",
"SenderSubID":"Apama","TargetSubID":"G","Account":"66600",
"CustomerOrFirm":"0","CTICode":"3","SenderLocationID":"IN",
"ManualOrderIndicator":"Y","Audit.Filename":"AuditTestLog.csv",
"Audit.FileTruncate":"true","EnableAuditLog":"true",
"Audit.Style":"iLink","OrderManager.useMillisecondTransactTimes":"true"})
Note:
Audit messages are not logged in below cases:
When IAF restarts.
If you are not receiving acceptance for the order, you are not logging "TO CME"
If you are not logging "TO CLIENT" for Order cancel Reject/Order cancel replace reject if order is already FILLED/REJECTED.