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DATA
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On the "server" this directory holds all files other than position files and external feeds, which are used by the on-line facilities. |
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Locally, it is the temporary area for files produced by the last batch task. |
Data directory cycle
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The main file activity in an overnight run occurs within the BGND\DATA directory. |
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Any files in the overnight that are written to, must be in the DATA directory, whether the file is created from scratch, written to serially or updated on a random access basis. |
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All files in the LIVE\DATA directory on the server are copied to the BGND\DATA\CLOSE directory on the local drive. |
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Upon completion of a task the files in the BGND\DATA directory are compared to the files in the BGND\DATA\CLOSE directory. |
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If an earlier version is present in the CLOSE directory, the new version is assumed to be needed for the next trading day. The file is copied to the server LIVE\DATA\END directory and moved to the local BGND\DATA\END directory. |
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If the file is not found in the CLOSE directory, it is assumed to be a file for passing information between tasks, and not for use the next day. It is copied to the server LIVE\DATA\DURING directory and moved to BGND\DATA\DURING locally. |
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If a single stand alone machine is running the batch (in the case of, say, a network failure) the copies to the server are naturally omitted, but the file moves between CLOSE, DURING and END still occur. |
POSN - Position or Ladder Files
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A position or ladder file exists for every 'currency pair position` combination traded to. On the server the LIVE\POSN contains the current on-line ladder files. Locally it is empty. |
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The position files are updated at only two points in the overnight sequence: |
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Upon processing any deals from a batch-fed external load, which creates the DURING version of the positions. |
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By the NEWDAY task, which does the final revaluation, profit and loss sell off and rolls the files to the new working day, which creates the END and NEWDAY versions of the positions. |
Positional directory cycle
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The sub-directories contain the various intermediate processing stages produced by the batch run: |
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BEGIN the positions as at the start of the trading day i.e. before being updated by any trading activity. |
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CLOSE the positions as updated by the dealers during a trading day (and verified by the LADDERS task). |
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DURING the positions during overnight run, after any intermediate changes but before final revaluation and roll on to new day. |
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END is the final close of business positions after any external update, after the final revaluation (with closing rates) and before the profit sell off. |
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NEWDAY positional files as at the end of the Overnight Run and prepared for the following days trading. Note NEWDAY will be the BEGIN version for the next day. |
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On a batch processor's local drive there are no files in the POSITION directory itself. The server copies of the previous day's NEWDAY files are switched to BEGIN, and the POSITION directory files to CLOSE by the first task of the overnight. |
EXTL - External Data
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Held in sub-directories under EXTL are three sub-sets of external data. |
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Import - Repository for data being imported into 4XTRA. files are read-only. |
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Export - Write-only by convention - destination for exported data. |
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Report - Reports are created locally, one copy per recipient, plus a copy for on-line browsing. |
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When the files have been sent to the printer, the reprint /browse file is copied to the server and the user copies deleted. All Machines involved in the batch take a local copy of every report spool image, import and export file. |
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