/
Cboe.Bzx.Options.DepthOfBook.Pitch.v2.41.29.Script.Dissector.lua
3311 lines (2581 loc) · 151 KB
/
Cboe.Bzx.Options.DepthOfBook.Pitch.v2.41.29.Script.Dissector.lua
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Cboe Bzx Options DepthOfBook Pitch 2.41.29 Protocol
local cboe_bzx_options_depthofbook_pitch_v2_41_29 = Proto("Cboe.Bzx.Options.DepthOfBook.Pitch.v2.41.29.Lua", "Cboe Bzx Options DepthOfBook Pitch 2.41.29")
-- Component Tables
local show = {}
local format = {}
local cboe_bzx_options_depthofbook_pitch_v2_41_29_display = {}
local cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect = {}
local cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of = {}
local verify = {}
local translate = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Cboe Bzx Options DepthOfBook Pitch 2.41.29 Fields
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.add_order_expanded_message = ProtoField.new("Add Order Expanded Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.addorderexpandedmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.add_order_flags = ProtoField.new("Add Order Flags", "cboe.bzx.options.depthofbook.pitch.v2.41.29.addorderflags", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.add_order_long_message = ProtoField.new("Add Order Long Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.addorderlongmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.add_order_short_message = ProtoField.new("Add Order Short Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.addordershortmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.aon = ProtoField.new("Aon", "cboe.bzx.options.depthofbook.pitch.v2.41.29.aon", ftypes.UINT8, {[1]="Yes",[0]="No"}, base.DEC, 0x08)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_only_price = ProtoField.new("Auction Only Price", "cboe.bzx.options.depthofbook.pitch.v2.41.29.auctiononlyprice", ftypes.DOUBLE)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_summary_message = ProtoField.new("Auction Summary Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.auctionsummarymessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_summary_type = ProtoField.new("Auction Summary Type", "cboe.bzx.options.depthofbook.pitch.v2.41.29.auctionsummarytype", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_type = ProtoField.new("Auction Type", "cboe.bzx.options.depthofbook.pitch.v2.41.29.auctiontype", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_update_message = ProtoField.new("Auction Update Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.auctionupdatemessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.buy_contracts = ProtoField.new("Buy Contracts", "cboe.bzx.options.depthofbook.pitch.v2.41.29.buycontracts", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.canceled_quantity = ProtoField.new("Canceled Quantity", "cboe.bzx.options.depthofbook.pitch.v2.41.29.canceledquantity", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.canceled_quantity_short = ProtoField.new("Canceled Quantity Short", "cboe.bzx.options.depthofbook.pitch.v2.41.29.canceledquantityshort", ftypes.UINT16)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.client_id = ProtoField.new("Client Id", "cboe.bzx.options.depthofbook.pitch.v2.41.29.clientid", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.composite_market_bid_price = ProtoField.new("Composite Market Bid Price", "cboe.bzx.options.depthofbook.pitch.v2.41.29.compositemarketbidprice", ftypes.DOUBLE)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.composite_market_offer_price = ProtoField.new("Composite Market Offer Price", "cboe.bzx.options.depthofbook.pitch.v2.41.29.compositemarketofferprice", ftypes.DOUBLE)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.count = ProtoField.new("Count", "cboe.bzx.options.depthofbook.pitch.v2.41.29.count", ftypes.UINT8)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.customer_indicator = ProtoField.new("Customer Indicator", "cboe.bzx.options.depthofbook.pitch.v2.41.29.customerindicator", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.delete_order_message = ProtoField.new("Delete Order Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.deleteordermessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.display = ProtoField.new("Display", "cboe.bzx.options.depthofbook.pitch.v2.41.29.display", ftypes.UINT8, {[1]="Yes",[0]="No"}, base.DEC, 0x01)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.end_of_session = ProtoField.new("End Of Session", "cboe.bzx.options.depthofbook.pitch.v2.41.29.endofsession", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.executed_quantity = ProtoField.new("Executed Quantity", "cboe.bzx.options.depthofbook.pitch.v2.41.29.executedquantity", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.execution_id = ProtoField.new("Execution Id", "cboe.bzx.options.depthofbook.pitch.v2.41.29.executionid", ftypes.UINT64)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.feed_symbol = ProtoField.new("Feed Symbol", "cboe.bzx.options.depthofbook.pitch.v2.41.29.feedsymbol", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.indicative_price = ProtoField.new("Indicative Price", "cboe.bzx.options.depthofbook.pitch.v2.41.29.indicativeprice", ftypes.DOUBLE)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.length = ProtoField.new("Length", "cboe.bzx.options.depthofbook.pitch.v2.41.29.length", ftypes.UINT16)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.message = ProtoField.new("Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.message", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.message_header = ProtoField.new("Message Header", "cboe.bzx.options.depthofbook.pitch.v2.41.29.messageheader", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.message_length = ProtoField.new("Message Length", "cboe.bzx.options.depthofbook.pitch.v2.41.29.messagelength", ftypes.UINT8)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.message_type = ProtoField.new("Message Type", "cboe.bzx.options.depthofbook.pitch.v2.41.29.messagetype", ftypes.UINT8)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.modify_order_long_message = ProtoField.new("Modify Order Long Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.modifyorderlongmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.modify_order_short_message = ProtoField.new("Modify Order Short Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.modifyordershortmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.multiplier = ProtoField.new("Multiplier", "cboe.bzx.options.depthofbook.pitch.v2.41.29.multiplier", ftypes.DOUBLE)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.opening_condition = ProtoField.new("Opening Condition", "cboe.bzx.options.depthofbook.pitch.v2.41.29.openingcondition", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.order_executed_at_price_size_message = ProtoField.new("Order Executed At Price Size Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.orderexecutedatpricesizemessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.order_executed_message = ProtoField.new("Order Executed Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.orderexecutedmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.order_id = ProtoField.new("Order Id", "cboe.bzx.options.depthofbook.pitch.v2.41.29.orderid", ftypes.UINT64)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.osi_symbol = ProtoField.new("Osi Symbol", "cboe.bzx.options.depthofbook.pitch.v2.41.29.osisymbol", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.packet = ProtoField.new("Packet", "cboe.bzx.options.depthofbook.pitch.v2.41.29.packet", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.packet_header = ProtoField.new("Packet Header", "cboe.bzx.options.depthofbook.pitch.v2.41.29.packetheader", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.participant_id = ProtoField.new("Participant Id", "cboe.bzx.options.depthofbook.pitch.v2.41.29.participantid", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.payload = ProtoField.new("Payload", "cboe.bzx.options.depthofbook.pitch.v2.41.29.payload", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.price = ProtoField.new("Price", "cboe.bzx.options.depthofbook.pitch.v2.41.29.price", ftypes.DOUBLE)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.price_short = ProtoField.new("Price Short", "cboe.bzx.options.depthofbook.pitch.v2.41.29.priceshort", ftypes.DOUBLE)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.quantity = ProtoField.new("Quantity", "cboe.bzx.options.depthofbook.pitch.v2.41.29.quantity", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.quantity_short = ProtoField.new("Quantity Short", "cboe.bzx.options.depthofbook.pitch.v2.41.29.quantityshort", ftypes.UINT16)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reduce_size_long_message = ProtoField.new("Reduce Size Long Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.reducesizelongmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reduce_size_short_message = ProtoField.new("Reduce Size Short Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.reducesizeshortmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reference_price = ProtoField.new("Reference Price", "cboe.bzx.options.depthofbook.pitch.v2.41.29.referenceprice", ftypes.UINT64)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.remaining_quantity = ProtoField.new("Remaining Quantity", "cboe.bzx.options.depthofbook.pitch.v2.41.29.remainingquantity", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reserved_2 = ProtoField.new("Reserved 2", "cboe.bzx.options.depthofbook.pitch.v2.41.29.reserved2", ftypes.BYTES)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reserved_3 = ProtoField.new("Reserved 3", "cboe.bzx.options.depthofbook.pitch.v2.41.29.reserved3", ftypes.BYTES)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reserved_bit_1 = ProtoField.new("Reserved Bit 1", "cboe.bzx.options.depthofbook.pitch.v2.41.29.reservedbit1", ftypes.UINT8, {[1]="Yes",[0]="No"}, base.DEC, 0x02)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reserved_bit_2 = ProtoField.new("Reserved Bit 2", "cboe.bzx.options.depthofbook.pitch.v2.41.29.reservedbit2", ftypes.UINT8, {[1]="Yes",[0]="No"}, base.DEC, 0x04)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reserved_flags = ProtoField.new("Reserved Flags", "cboe.bzx.options.depthofbook.pitch.v2.41.29.reservedflags", ftypes.UINT8, nil, base.DEC, 0xF0)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.sell_contracts = ProtoField.new("Sell Contracts", "cboe.bzx.options.depthofbook.pitch.v2.41.29.sellcontracts", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.sequence = ProtoField.new("Sequence", "cboe.bzx.options.depthofbook.pitch.v2.41.29.sequence", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.shares_contracts = ProtoField.new("Shares Contracts", "cboe.bzx.options.depthofbook.pitch.v2.41.29.sharescontracts", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.side_indicator = ProtoField.new("Side Indicator", "cboe.bzx.options.depthofbook.pitch.v2.41.29.sideindicator", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.symbol = ProtoField.new("Symbol", "cboe.bzx.options.depthofbook.pitch.v2.41.29.symbol", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.symbol_condition = ProtoField.new("Symbol Condition", "cboe.bzx.options.depthofbook.pitch.v2.41.29.symbolcondition", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.symbol_extended = ProtoField.new("Symbol Extended", "cboe.bzx.options.depthofbook.pitch.v2.41.29.symbolextended", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.symbol_mapping_message = ProtoField.new("Symbol Mapping Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.symbolmappingmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.time = ProtoField.new("Time", "cboe.bzx.options.depthofbook.pitch.v2.41.29.time", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.time_message = ProtoField.new("Time Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.timemessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.time_offset = ProtoField.new("Time Offset", "cboe.bzx.options.depthofbook.pitch.v2.41.29.timeoffset", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.timestamp = ProtoField.new("Timestamp", "cboe.bzx.options.depthofbook.pitch.v2.41.29.timestamp", ftypes.UINT32)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.trade_break_message = ProtoField.new("Trade Break Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.tradebreakmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.trade_condition = ProtoField.new("Trade Condition", "cboe.bzx.options.depthofbook.pitch.v2.41.29.tradecondition", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.trade_expanded_message = ProtoField.new("Trade Expanded Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.tradeexpandedmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.trade_long_message = ProtoField.new("Trade Long Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.tradelongmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.trade_short_message = ProtoField.new("Trade Short Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.tradeshortmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.trading_status = ProtoField.new("Trading Status", "cboe.bzx.options.depthofbook.pitch.v2.41.29.tradingstatus", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.trading_status_message = ProtoField.new("Trading Status Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.tradingstatusmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.transaction_begin = ProtoField.new("Transaction Begin", "cboe.bzx.options.depthofbook.pitch.v2.41.29.transactionbegin", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.transaction_end = ProtoField.new("Transaction End", "cboe.bzx.options.depthofbook.pitch.v2.41.29.transactionend", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.underlying = ProtoField.new("Underlying", "cboe.bzx.options.depthofbook.pitch.v2.41.29.underlying", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.unit = ProtoField.new("Unit", "cboe.bzx.options.depthofbook.pitch.v2.41.29.unit", ftypes.UINT8)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.unit_clear_message = ProtoField.new("Unit Clear Message", "cboe.bzx.options.depthofbook.pitch.v2.41.29.unitclearmessage", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.width_type = ProtoField.new("Width Type", "cboe.bzx.options.depthofbook.pitch.v2.41.29.widthtype", ftypes.STRING)
cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.width_update = ProtoField.new("Width Update", "cboe.bzx.options.depthofbook.pitch.v2.41.29.widthupdate", ftypes.STRING)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Cboe Bzx Options DepthOfBook Pitch 2.41.29 Element Dissection Options
show.add_order_expanded_message = true
show.add_order_flags = true
show.add_order_long_message = true
show.add_order_short_message = true
show.auction_summary_message = true
show.auction_update_message = true
show.delete_order_message = true
show.end_of_session = true
show.message = true
show.message_header = true
show.modify_order_long_message = true
show.modify_order_short_message = true
show.order_executed_at_price_size_message = true
show.order_executed_message = true
show.packet = true
show.packet_header = true
show.reduce_size_long_message = true
show.reduce_size_short_message = true
show.symbol_mapping_message = true
show.time_message = true
show.trade_break_message = true
show.trade_expanded_message = true
show.trade_long_message = true
show.trade_short_message = true
show.trading_status_message = true
show.transaction_begin = true
show.transaction_end = true
show.unit_clear_message = true
show.width_update = true
show.payload = false
-- Register Cboe Bzx Options DepthOfBook Pitch 2.41.29 Show Options
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_expanded_message = Pref.bool("Show Add Order Expanded Message", show.add_order_expanded_message, "Parse and add Add Order Expanded Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_flags = Pref.bool("Show Add Order Flags", show.add_order_flags, "Parse and add Add Order Flags to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_long_message = Pref.bool("Show Add Order Long Message", show.add_order_long_message, "Parse and add Add Order Long Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_short_message = Pref.bool("Show Add Order Short Message", show.add_order_short_message, "Parse and add Add Order Short Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_auction_summary_message = Pref.bool("Show Auction Summary Message", show.auction_summary_message, "Parse and add Auction Summary Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_auction_update_message = Pref.bool("Show Auction Update Message", show.auction_update_message, "Parse and add Auction Update Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_delete_order_message = Pref.bool("Show Delete Order Message", show.delete_order_message, "Parse and add Delete Order Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_end_of_session = Pref.bool("Show End Of Session", show.end_of_session, "Parse and add End Of Session to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_message = Pref.bool("Show Message", show.message, "Parse and add Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_message_header = Pref.bool("Show Message Header", show.message_header, "Parse and add Message Header to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_modify_order_long_message = Pref.bool("Show Modify Order Long Message", show.modify_order_long_message, "Parse and add Modify Order Long Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_modify_order_short_message = Pref.bool("Show Modify Order Short Message", show.modify_order_short_message, "Parse and add Modify Order Short Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_order_executed_at_price_size_message = Pref.bool("Show Order Executed At Price Size Message", show.order_executed_at_price_size_message, "Parse and add Order Executed At Price Size Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_order_executed_message = Pref.bool("Show Order Executed Message", show.order_executed_message, "Parse and add Order Executed Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_reduce_size_long_message = Pref.bool("Show Reduce Size Long Message", show.reduce_size_long_message, "Parse and add Reduce Size Long Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_reduce_size_short_message = Pref.bool("Show Reduce Size Short Message", show.reduce_size_short_message, "Parse and add Reduce Size Short Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_symbol_mapping_message = Pref.bool("Show Symbol Mapping Message", show.symbol_mapping_message, "Parse and add Symbol Mapping Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_time_message = Pref.bool("Show Time Message", show.time_message, "Parse and add Time Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_break_message = Pref.bool("Show Trade Break Message", show.trade_break_message, "Parse and add Trade Break Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_expanded_message = Pref.bool("Show Trade Expanded Message", show.trade_expanded_message, "Parse and add Trade Expanded Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_long_message = Pref.bool("Show Trade Long Message", show.trade_long_message, "Parse and add Trade Long Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_short_message = Pref.bool("Show Trade Short Message", show.trade_short_message, "Parse and add Trade Short Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trading_status_message = Pref.bool("Show Trading Status Message", show.trading_status_message, "Parse and add Trading Status Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_transaction_begin = Pref.bool("Show Transaction Begin", show.transaction_begin, "Parse and add Transaction Begin to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_transaction_end = Pref.bool("Show Transaction End", show.transaction_end, "Parse and add Transaction End to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_unit_clear_message = Pref.bool("Show Unit Clear Message", show.unit_clear_message, "Parse and add Unit Clear Message to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_width_update = Pref.bool("Show Width Update", show.width_update, "Parse and add Width Update to protocol tree")
cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
-- Handle changed preferences
function cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs_changed()
local changed = false
-- Check if show options have changed
if show.add_order_expanded_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_expanded_message then
show.add_order_expanded_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_expanded_message
changed = true
end
if show.add_order_flags ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_flags then
show.add_order_flags = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_flags
changed = true
end
if show.add_order_long_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_long_message then
show.add_order_long_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_long_message
changed = true
end
if show.add_order_short_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_short_message then
show.add_order_short_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_add_order_short_message
changed = true
end
if show.auction_summary_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_auction_summary_message then
show.auction_summary_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_auction_summary_message
changed = true
end
if show.auction_update_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_auction_update_message then
show.auction_update_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_auction_update_message
changed = true
end
if show.delete_order_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_delete_order_message then
show.delete_order_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_delete_order_message
changed = true
end
if show.end_of_session ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_end_of_session then
show.end_of_session = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_end_of_session
changed = true
end
if show.message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_message then
show.message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_message
changed = true
end
if show.message_header ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_message_header then
show.message_header = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_message_header
changed = true
end
if show.modify_order_long_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_modify_order_long_message then
show.modify_order_long_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_modify_order_long_message
changed = true
end
if show.modify_order_short_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_modify_order_short_message then
show.modify_order_short_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_modify_order_short_message
changed = true
end
if show.order_executed_at_price_size_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_order_executed_at_price_size_message then
show.order_executed_at_price_size_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_order_executed_at_price_size_message
changed = true
end
if show.order_executed_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_order_executed_message then
show.order_executed_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_order_executed_message
changed = true
end
if show.packet ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_packet then
show.packet = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_packet
changed = true
end
if show.packet_header ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_packet_header then
show.packet_header = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_packet_header
changed = true
end
if show.reduce_size_long_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_reduce_size_long_message then
show.reduce_size_long_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_reduce_size_long_message
changed = true
end
if show.reduce_size_short_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_reduce_size_short_message then
show.reduce_size_short_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_reduce_size_short_message
changed = true
end
if show.symbol_mapping_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_symbol_mapping_message then
show.symbol_mapping_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_symbol_mapping_message
changed = true
end
if show.time_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_time_message then
show.time_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_time_message
changed = true
end
if show.trade_break_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_break_message then
show.trade_break_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_break_message
changed = true
end
if show.trade_expanded_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_expanded_message then
show.trade_expanded_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_expanded_message
changed = true
end
if show.trade_long_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_long_message then
show.trade_long_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_long_message
changed = true
end
if show.trade_short_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_short_message then
show.trade_short_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trade_short_message
changed = true
end
if show.trading_status_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trading_status_message then
show.trading_status_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_trading_status_message
changed = true
end
if show.transaction_begin ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_transaction_begin then
show.transaction_begin = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_transaction_begin
changed = true
end
if show.transaction_end ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_transaction_end then
show.transaction_end = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_transaction_end
changed = true
end
if show.unit_clear_message ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_unit_clear_message then
show.unit_clear_message = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_unit_clear_message
changed = true
end
if show.width_update ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_width_update then
show.width_update = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_width_update
changed = true
end
if show.payload ~= cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_payload then
show.payload = cboe_bzx_options_depthofbook_pitch_v2_41_29.prefs.show_payload
changed = true
end
-- Reload on changed preference
if changed then
reload()
end
end
-----------------------------------------------------------------------
-- Dissect Cboe Bzx Options DepthOfBook Pitch 2.41.29
-----------------------------------------------------------------------
-- Size: Shares Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.shares_contracts = 4
-- Display: Shares Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.shares_contracts = function(value)
return "Shares Contracts: "..value
end
-- Dissect: Shares Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.shares_contracts = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.shares_contracts
local range = buffer(offset, length)
local value = range:le_uint()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.shares_contracts(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.shares_contracts, range, value, display)
return offset + length, value
end
-- Size: Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.price = 8
-- Display: Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.price = function(value)
return "Price: "..value
end
-- Translate: Price
translate.price = function(raw)
return raw:tonumber()*10000
end
-- Dissect: Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.price = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.price
local range = buffer(offset, length)
local raw = range:le_uint64()
local value = translate.price(raw)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.price(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.price, range, value, display)
return offset + length, value
end
-- Size: Auction Summary Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_summary_type = 1
-- Display: Auction Summary Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_summary_type = function(value)
return "Auction Summary Type: "..value
end
-- Dissect: Auction Summary Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_summary_type = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_summary_type
local range = buffer(offset, length)
local value = range:string()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_summary_type(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_summary_type, range, value, display)
return offset + length, value
end
-- Size: Symbol Extended
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.symbol_extended = 8
-- Display: Symbol Extended
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.symbol_extended = function(value)
return "Symbol Extended: "..value
end
-- Dissect: Symbol Extended
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.symbol_extended = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.symbol_extended
local range = buffer(offset, length)
local value = range:string()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.symbol_extended(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.symbol_extended, range, value, display)
return offset + length, value
end
-- Size: Time Offset
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.time_offset = 4
-- Display: Time Offset
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.time_offset = function(value)
return "Time Offset: "..value
end
-- Dissect: Time Offset
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.time_offset = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.time_offset
local range = buffer(offset, length)
local value = range:le_uint()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.time_offset(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.time_offset, range, value, display)
return offset + length, value
end
-- Calculate size of: Auction Summary Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_summary_message = function(buffer, offset)
local index = 0
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.time_offset
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.symbol_extended
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_summary_type
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.price
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.shares_contracts
return index
end
-- Display: Auction Summary Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_summary_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Auction Summary Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_summary_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Time Offset: 4 Byte Unsigned Fixed Width Integer
index, time_offset = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.time_offset(buffer, index, packet, parent)
-- Symbol Extended: 8 Byte Ascii String
index, symbol_extended = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.symbol_extended(buffer, index, packet, parent)
-- Auction Summary Type: 1 Byte Ascii String
index, auction_summary_type = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_summary_type(buffer, index, packet, parent)
-- Price: 8 Byte Unsigned Fixed Width Integer
index, price = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.price(buffer, index, packet, parent)
-- Shares Contracts: 4 Byte Unsigned Fixed Width Integer
index, shares_contracts = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.shares_contracts(buffer, index, packet, parent)
return index
end
-- Dissect: Auction Summary Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_summary_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.auction_summary_message then
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_summary_message(buffer, offset)
local range = buffer(offset, length)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_summary_message(buffer, packet, parent)
parent = parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_summary_message, range, display)
end
return cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_summary_message_fields(buffer, offset, packet, parent)
end
-- Size: Composite Market Offer Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.composite_market_offer_price = 8
-- Display: Composite Market Offer Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.composite_market_offer_price = function(value)
return "Composite Market Offer Price: "..value
end
-- Translate: Composite Market Offer Price
translate.composite_market_offer_price = function(raw)
return raw:tonumber()*10000
end
-- Dissect: Composite Market Offer Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.composite_market_offer_price = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.composite_market_offer_price
local range = buffer(offset, length)
local raw = range:le_uint64()
local value = translate.composite_market_offer_price(raw)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.composite_market_offer_price(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.composite_market_offer_price, range, value, display)
return offset + length, value
end
-- Size: Composite Market Bid Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.composite_market_bid_price = 8
-- Display: Composite Market Bid Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.composite_market_bid_price = function(value)
return "Composite Market Bid Price: "..value
end
-- Translate: Composite Market Bid Price
translate.composite_market_bid_price = function(raw)
return raw:tonumber()*10000
end
-- Dissect: Composite Market Bid Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.composite_market_bid_price = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.composite_market_bid_price
local range = buffer(offset, length)
local raw = range:le_uint64()
local value = translate.composite_market_bid_price(raw)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.composite_market_bid_price(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.composite_market_bid_price, range, value, display)
return offset + length, value
end
-- Size: Opening Condition
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.opening_condition = 1
-- Display: Opening Condition
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.opening_condition = function(value)
return "Opening Condition: "..value
end
-- Dissect: Opening Condition
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.opening_condition = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.opening_condition
local range = buffer(offset, length)
local value = range:string()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.opening_condition(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.opening_condition, range, value, display)
return offset + length, value
end
-- Size: Auction Only Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_only_price = 8
-- Display: Auction Only Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_only_price = function(value)
return "Auction Only Price: "..value
end
-- Translate: Auction Only Price
translate.auction_only_price = function(raw)
return raw:tonumber()*10000
end
-- Dissect: Auction Only Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_only_price = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_only_price
local range = buffer(offset, length)
local raw = range:le_uint64()
local value = translate.auction_only_price(raw)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_only_price(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_only_price, range, value, display)
return offset + length, value
end
-- Size: Indicative Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.indicative_price = 8
-- Display: Indicative Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.indicative_price = function(value)
return "Indicative Price: "..value
end
-- Translate: Indicative Price
translate.indicative_price = function(raw)
return raw:tonumber()*10000
end
-- Dissect: Indicative Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.indicative_price = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.indicative_price
local range = buffer(offset, length)
local raw = range:le_uint64()
local value = translate.indicative_price(raw)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.indicative_price(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.indicative_price, range, value, display)
return offset + length, value
end
-- Size: Sell Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.sell_contracts = 4
-- Display: Sell Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.sell_contracts = function(value)
return "Sell Contracts: "..value
end
-- Dissect: Sell Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.sell_contracts = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.sell_contracts
local range = buffer(offset, length)
local value = range:le_uint()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.sell_contracts(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.sell_contracts, range, value, display)
return offset + length, value
end
-- Size: Buy Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.buy_contracts = 4
-- Display: Buy Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.buy_contracts = function(value)
return "Buy Contracts: "..value
end
-- Dissect: Buy Contracts
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.buy_contracts = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.buy_contracts
local range = buffer(offset, length)
local value = range:le_uint()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.buy_contracts(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.buy_contracts, range, value, display)
return offset + length, value
end
-- Size: Reference Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.reference_price = 8
-- Display: Reference Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.reference_price = function(value)
return "Reference Price: "..value
end
-- Dissect: Reference Price
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.reference_price = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.reference_price
local range = buffer(offset, length)
local value = range:le_uint64()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.reference_price(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reference_price, range, value, display)
return offset + length, value
end
-- Size: Auction Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_type = 1
-- Display: Auction Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_type = function(value)
if value == "H" then
return "Auction Type: Halt Re Opening (H)"
end
if value == "V" then
return "Auction Type: Volitility Opening (V)"
end
if value == "C" then
return "Auction Type: Closing Auction (C)"
end
if value == "H" then
return "Auction Type: Halt Auction (H)"
end
if value == "I" then
return "Auction Type: Ipo Auction (I)"
end
if value == "M" then
return "Auction Type: Cboe Market Close (M)"
end
return "Auction Type: Unknown("..value..")"
end
-- Dissect: Auction Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_type = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_type
local range = buffer(offset, length)
local value = range:string()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_type(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_type, range, value, display)
return offset + length, value
end
-- Calculate size of: Auction Update Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_update_message = function(buffer, offset)
local index = 0
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.time_offset
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.symbol_extended
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_type
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.reference_price
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.buy_contracts
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.sell_contracts
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.indicative_price
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_only_price
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.opening_condition
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.composite_market_bid_price
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.composite_market_offer_price
return index
end
-- Display: Auction Update Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_update_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Auction Update Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_update_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Time Offset: 4 Byte Unsigned Fixed Width Integer
index, time_offset = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.time_offset(buffer, index, packet, parent)
-- Symbol Extended: 8 Byte Ascii String
index, symbol_extended = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.symbol_extended(buffer, index, packet, parent)
-- Auction Type: 1 Byte Ascii String Enum with 6 values
index, auction_type = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_type(buffer, index, packet, parent)
-- Reference Price: 8 Byte Unsigned Fixed Width Integer
index, reference_price = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.reference_price(buffer, index, packet, parent)
-- Buy Contracts: 4 Byte Unsigned Fixed Width Integer
index, buy_contracts = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.buy_contracts(buffer, index, packet, parent)
-- Sell Contracts: 4 Byte Unsigned Fixed Width Integer
index, sell_contracts = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.sell_contracts(buffer, index, packet, parent)
-- Indicative Price: 8 Byte Unsigned Fixed Width Integer
index, indicative_price = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.indicative_price(buffer, index, packet, parent)
-- Auction Only Price: 8 Byte Unsigned Fixed Width Integer
index, auction_only_price = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_only_price(buffer, index, packet, parent)
-- Opening Condition: 1 Byte Ascii String
index, opening_condition = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.opening_condition(buffer, index, packet, parent)
-- Composite Market Bid Price: 8 Byte Unsigned Fixed Width Integer
index, composite_market_bid_price = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.composite_market_bid_price(buffer, index, packet, parent)
-- Composite Market Offer Price: 8 Byte Unsigned Fixed Width Integer
index, composite_market_offer_price = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.composite_market_offer_price(buffer, index, packet, parent)
return index
end
-- Dissect: Auction Update Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_update_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.auction_update_message then
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.auction_update_message(buffer, offset)
local range = buffer(offset, length)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.auction_update_message(buffer, packet, parent)
parent = parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.auction_update_message, range, display)
end
return cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.auction_update_message_fields(buffer, offset, packet, parent)
end
-- Size: Multiplier
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.multiplier = 4
-- Display: Multiplier
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.multiplier = function(value)
return "Multiplier: "..value
end
-- Translate: Multiplier
translate.multiplier = function(raw)
return raw*10
end
-- Dissect: Multiplier
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.multiplier = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.multiplier
local range = buffer(offset, length)
local raw = range:le_uint()
local value = translate.multiplier(raw)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.multiplier(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.multiplier, range, value, display)
return offset + length, value
end
-- Size: Width Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.width_type = 1
-- Display: Width Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.width_type = function(value)
return "Width Type: "..value
end
-- Dissect: Width Type
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.width_type = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.width_type
local range = buffer(offset, length)
local value = range:string()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.width_type(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.width_type, range, value, display)
return offset + length, value
end
-- Size: Underlying
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.underlying = 8
-- Display: Underlying
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.underlying = function(value)
return "Underlying: "..value
end
-- Dissect: Underlying
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.underlying = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.underlying
local range = buffer(offset, length)
local value = range:string()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.underlying(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.underlying, range, value, display)
return offset + length, value
end
-- Calculate size of: Width Update
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.width_update = function(buffer, offset)
local index = 0
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.time_offset
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.underlying
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.width_type
index = index + cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.multiplier
return index
end
-- Display: Width Update
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.width_update = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Width Update
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.width_update_fields = function(buffer, offset, packet, parent)
local index = offset
-- Time Offset: 4 Byte Unsigned Fixed Width Integer
index, time_offset = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.time_offset(buffer, index, packet, parent)
-- Underlying: 8 Byte Ascii String
index, underlying = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.underlying(buffer, index, packet, parent)
-- Width Type: 1 Byte Ascii String
index, width_type = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.width_type(buffer, index, packet, parent)
-- Multiplier: 4 Byte Unsigned Fixed Width Integer
index, multiplier = cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.multiplier(buffer, index, packet, parent)
return index
end
-- Dissect: Width Update
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.width_update = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.width_update then
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.width_update(buffer, offset)
local range = buffer(offset, length)
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.width_update(buffer, packet, parent)
parent = parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.width_update, range, display)
end
return cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.width_update_fields(buffer, offset, packet, parent)
end
-- Size: Reserved 3
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.reserved_3 = 3
-- Display: Reserved 3
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.reserved_3 = function(value)
return "Reserved 3: "..value
end
-- Dissect: Reserved 3
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.reserved_3 = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.reserved_3
local range = buffer(offset, length)
local value = range:bytes():tohex(false, " ")
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.reserved_3(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reserved_3, range, value, display)
return offset + length, value
end
-- Size: Trading Status
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.trading_status = 1
-- Display: Trading Status
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.trading_status = function(value)
if value == "H" then
return "Trading Status: Halted (H)"
end
if value == "L" then
return "Trading Status: Curb Trading (L)"
end
if value == "Q" then
return "Trading Status: Quote Only (Q)"
end
if value == "R" then
return "Trading Status: Opening Rotation (R)"
end
if value == "T" then
return "Trading Status: Rth Trading (T)"
end
return "Trading Status: Unknown("..value..")"
end
-- Dissect: Trading Status
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.trading_status = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.trading_status
local range = buffer(offset, length)
local value = range:string()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.trading_status(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.trading_status, range, value, display)
return offset + length, value
end
-- Size: Reserved 2
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.reserved_2 = 2
-- Display: Reserved 2
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.reserved_2 = function(value)
return "Reserved 2: "..value
end
-- Dissect: Reserved 2
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.reserved_2 = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.reserved_2
local range = buffer(offset, length)
local value = range:bytes():tohex(false, " ")
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.reserved_2(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.reserved_2, range, value, display)
return offset + length, value
end
-- Size: Symbol
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.symbol = 6
-- Display: Symbol
cboe_bzx_options_depthofbook_pitch_v2_41_29_display.symbol = function(value)
return "Symbol: "..value
end
-- Dissect: Symbol
cboe_bzx_options_depthofbook_pitch_v2_41_29_dissect.symbol = function(buffer, offset, packet, parent)
local length = cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.symbol
local range = buffer(offset, length)
local value = range:string()
local display = cboe_bzx_options_depthofbook_pitch_v2_41_29_display.symbol(value, buffer, offset, packet, parent)
parent:add(cboe_bzx_options_depthofbook_pitch_v2_41_29.fields.symbol, range, value, display)
return offset + length, value
end
-- Calculate size of: Trading Status Message
cboe_bzx_options_depthofbook_pitch_v2_41_29_size_of.trading_status_message = function(buffer, offset)
local index = 0