All warrants shall state the time and date of issuance and are the warrants of the judicial officer issuing the same and not the warrants of the court in which he is then sitting. Such warrants need not bear the seal of the court or clerk thereof. The warrant, the complaint on which the warrant is issued, the affidavit or affidavits supporting the warrant, and the returns shall be filed with the clerk of the court of the judicial officer issuing the same, or with the court if there is no clerk, at the time the warrant has been executed or has been returned “not executed”; provided, however, that the judicial officer shall keep a docket record of all warrants issued by him, and upon issuing any warrant he shall immediately record the same, within a reasonable time, on the docket.