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Memx.Equities.Memo.Sbe.v1.11.Script.Dissector.lua
6543 lines (5113 loc) · 258 KB
/
Memx.Equities.Memo.Sbe.v1.11.Script.Dissector.lua
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-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Memx Equities Memo Sbe 1.11 Protocol
local memx_equities_memo_sbe_v1_11 = Proto("Memx.Equities.Memo.Sbe.v1.11.Lua", "Memx Equities Memo Sbe 1.11")
-- Component Tables
local show = {}
local format = {}
local memx_equities_memo_sbe_v1_11_display = {}
local memx_equities_memo_sbe_v1_11_dissect = {}
local memx_equities_memo_sbe_v1_11_size_of = {}
local verify = {}
local translate = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Memx Equities Memo Sbe 1.11 Fields
memx_equities_memo_sbe_v1_11.fields.block_length = ProtoField.new("Block Length", "memx.equities.memo.sbe.v1.11.blocklength", ftypes.UINT16)
memx_equities_memo_sbe_v1_11.fields.cancel_group_id = ProtoField.new("Cancel Group Id", "memx.equities.memo.sbe.v1.11.cancelgroupid", ftypes.UINT16)
memx_equities_memo_sbe_v1_11.fields.cancel_reason = ProtoField.new("Cancel Reason", "memx.equities.memo.sbe.v1.11.cancelreason", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.clordid = ProtoField.new("ClOrdId", "memx.equities.memo.sbe.v1.11.clordid", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.common_header = ProtoField.new("Common Header", "memx.equities.memo.sbe.v1.11.commonheader", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.count = ProtoField.new("Count", "memx.equities.memo.sbe.v1.11.count", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.cum_qty = ProtoField.new("Cum Qty", "memx.equities.memo.sbe.v1.11.cumqty", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.cust_order_capacity = ProtoField.new("Cust Order Capacity", "memx.equities.memo.sbe.v1.11.custordercapacity", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.cxl_rej_reason = ProtoField.new("Cxl Rej Reason", "memx.equities.memo.sbe.v1.11.cxlrejreason", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.cxl_rej_response_to = ProtoField.new("Cxl Rej Response To", "memx.equities.memo.sbe.v1.11.cxlrejresponseto", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.data = ProtoField.new("Data", "memx.equities.memo.sbe.v1.11.data", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.display_method = ProtoField.new("Display Method", "memx.equities.memo.sbe.v1.11.displaymethod", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.display_min_incr = ProtoField.new("Display Min Incr", "memx.equities.memo.sbe.v1.11.displayminincr", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.display_qty = ProtoField.new("Display Qty", "memx.equities.memo.sbe.v1.11.displayqty", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.exec_id = ProtoField.new("Exec Id", "memx.equities.memo.sbe.v1.11.execid", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.exec_inst = ProtoField.new("Exec Inst", "memx.equities.memo.sbe.v1.11.execinst", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.exec_ref_id = ProtoField.new("Exec Ref Id", "memx.equities.memo.sbe.v1.11.execrefid", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.exec_restatement_reason = ProtoField.new("Exec Restatement Reason", "memx.equities.memo.sbe.v1.11.execrestatementreason", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.execution_report_canceled_message = ProtoField.new("Execution Report Canceled Message", "memx.equities.memo.sbe.v1.11.executionreportcanceledmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_new_message = ProtoField.new("Execution Report New Message", "memx.equities.memo.sbe.v1.11.executionreportnewmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_pending_cancel_message = ProtoField.new("Execution Report Pending Cancel Message", "memx.equities.memo.sbe.v1.11.executionreportpendingcancelmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_pending_new_message = ProtoField.new("Execution Report Pending New Message", "memx.equities.memo.sbe.v1.11.executionreportpendingnewmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_pending_replace_message = ProtoField.new("Execution Report Pending Replace Message", "memx.equities.memo.sbe.v1.11.executionreportpendingreplacemessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_rejected_message = ProtoField.new("Execution Report Rejected Message", "memx.equities.memo.sbe.v1.11.executionreportrejectedmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_replaced_message = ProtoField.new("Execution Report Replaced Message", "memx.equities.memo.sbe.v1.11.executionreportreplacedmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_restatement_message = ProtoField.new("Execution Report Restatement Message", "memx.equities.memo.sbe.v1.11.executionreportrestatementmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_trade_break_message = ProtoField.new("Execution Report Trade Break Message", "memx.equities.memo.sbe.v1.11.executionreporttradebreakmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_trade_correction_message = ProtoField.new("Execution Report Trade Correction Message", "memx.equities.memo.sbe.v1.11.executionreporttradecorrectionmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.execution_report_trade_message = ProtoField.new("Execution Report Trade Message", "memx.equities.memo.sbe.v1.11.executionreporttrademessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.expire_time = ProtoField.new("Expire Time", "memx.equities.memo.sbe.v1.11.expiretime", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.extended_restatement_reason = ProtoField.new("Extended Restatement Reason", "memx.equities.memo.sbe.v1.11.extendedrestatementreason", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.external_routing_not_allowed = ProtoField.new("External Routing Not Allowed", "memx.equities.memo.sbe.v1.11.externalroutingnotallowed", ftypes.UINT16, {[1]="Yes",[0]="No"}, base.DEC, 0x0004)
memx_equities_memo_sbe_v1_11.fields.higher_than_price = ProtoField.new("Higher Than Price", "memx.equities.memo.sbe.v1.11.higherthanprice", ftypes.DOUBLE)
memx_equities_memo_sbe_v1_11.fields.intermarket_sweep = ProtoField.new("Intermarket Sweep", "memx.equities.memo.sbe.v1.11.intermarketsweep", ftypes.UINT16, {[1]="Yes",[0]="No"}, base.DEC, 0x0002)
memx_equities_memo_sbe_v1_11.fields.last_liquidity_ind = ProtoField.new("Last Liquidity Ind", "memx.equities.memo.sbe.v1.11.lastliquidityind", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.last_mkt = ProtoField.new("Last Mkt", "memx.equities.memo.sbe.v1.11.lastmkt", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.last_px = ProtoField.new("Last Px", "memx.equities.memo.sbe.v1.11.lastpx", ftypes.DOUBLE)
memx_equities_memo_sbe_v1_11.fields.last_px_optional = ProtoField.new("Last Px Optional", "memx.equities.memo.sbe.v1.11.lastpxoptional", ftypes.DOUBLE)
memx_equities_memo_sbe_v1_11.fields.last_qty = ProtoField.new("Last Qty", "memx.equities.memo.sbe.v1.11.lastqty", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.last_qty_optional = ProtoField.new("Last Qty Optional", "memx.equities.memo.sbe.v1.11.lastqtyoptional", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.last_shares = ProtoField.new("Last Shares", "memx.equities.memo.sbe.v1.11.lastshares", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.leaves_qty = ProtoField.new("Leaves Qty", "memx.equities.memo.sbe.v1.11.leavesqty", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.link_id_optional = ProtoField.new("Link Id Optional", "memx.equities.memo.sbe.v1.11.linkidoptional", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.locate_reqd = ProtoField.new("Locate Reqd", "memx.equities.memo.sbe.v1.11.locatereqd", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.login_accepted_message = ProtoField.new("Login Accepted Message", "memx.equities.memo.sbe.v1.11.loginacceptedmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.login_reject_code = ProtoField.new("Login Reject Code", "memx.equities.memo.sbe.v1.11.loginrejectcode", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.login_rejected_message = ProtoField.new("Login Rejected Message", "memx.equities.memo.sbe.v1.11.loginrejectedmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.login_request_message = ProtoField.new("Login Request Message", "memx.equities.memo.sbe.v1.11.loginrequestmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.lower_than_price = ProtoField.new("Lower Than Price", "memx.equities.memo.sbe.v1.11.lowerthanprice", ftypes.DOUBLE)
memx_equities_memo_sbe_v1_11.fields.mass_cancel_done_message = ProtoField.new("Mass Cancel Done Message", "memx.equities.memo.sbe.v1.11.masscanceldonemessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.mass_cancel_reject_message = ProtoField.new("Mass Cancel Reject Message", "memx.equities.memo.sbe.v1.11.masscancelrejectmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.mass_cancel_reject_reason = ProtoField.new("Mass Cancel Reject Reason", "memx.equities.memo.sbe.v1.11.masscancelrejectreason", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.mass_cancel_request_message = ProtoField.new("Mass Cancel Request Message", "memx.equities.memo.sbe.v1.11.masscancelrequestmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.message_count = ProtoField.new("Message Count", "memx.equities.memo.sbe.v1.11.messagecount", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.message_length = ProtoField.new("Message Length", "memx.equities.memo.sbe.v1.11.messagelength", ftypes.UINT16)
memx_equities_memo_sbe_v1_11.fields.message_type = ProtoField.new("Message Type", "memx.equities.memo.sbe.v1.11.messagetype", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.min_qty = ProtoField.new("Min Qty", "memx.equities.memo.sbe.v1.11.minqty", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.mpid_optional = ProtoField.new("Mpid Optional", "memx.equities.memo.sbe.v1.11.mpidoptional", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.new_order_single_message = ProtoField.new("New Order Single Message", "memx.equities.memo.sbe.v1.11.newordersinglemessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.next_sequence_number = ProtoField.new("Next Sequence Number", "memx.equities.memo.sbe.v1.11.nextsequencenumber", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.ord_status = ProtoField.new("Ord Status", "memx.equities.memo.sbe.v1.11.ordstatus", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.ord_type = ProtoField.new("Ord Type", "memx.equities.memo.sbe.v1.11.ordtype", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.order_cancel_reject_message = ProtoField.new("Order Cancel Reject Message", "memx.equities.memo.sbe.v1.11.ordercancelrejectmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.order_cancel_replace_request_message = ProtoField.new("Order Cancel Replace Request Message", "memx.equities.memo.sbe.v1.11.ordercancelreplacerequestmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.order_cancel_request_message = ProtoField.new("Order Cancel Request Message", "memx.equities.memo.sbe.v1.11.ordercancelrequestmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.order_capacity = ProtoField.new("Order Capacity", "memx.equities.memo.sbe.v1.11.ordercapacity", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.order_id = ProtoField.new("Order Id", "memx.equities.memo.sbe.v1.11.orderid", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.order_id_optional = ProtoField.new("Order Id Optional", "memx.equities.memo.sbe.v1.11.orderidoptional", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.order_qty = ProtoField.new("Order Qty", "memx.equities.memo.sbe.v1.11.orderqty", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.order_reject_reason = ProtoField.new("Order Reject Reason", "memx.equities.memo.sbe.v1.11.orderrejectreason", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.origclordid = ProtoField.new("OrigClOrdId", "memx.equities.memo.sbe.v1.11.origclordid", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.origclordid_optional = ProtoField.new("OrigClOrdId Optional", "memx.equities.memo.sbe.v1.11.origclordidoptional", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.packet = ProtoField.new("Packet", "memx.equities.memo.sbe.v1.11.packet", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.participate_do_not_initiate = ProtoField.new("Participate Do Not Initiate", "memx.equities.memo.sbe.v1.11.participatedonotinitiate", ftypes.UINT16, {[1]="Yes",[0]="No"}, base.DEC, 0x0001)
memx_equities_memo_sbe_v1_11.fields.payload = ProtoField.new("Payload", "memx.equities.memo.sbe.v1.11.payload", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.peg_offset_value = ProtoField.new("Peg Offset Value", "memx.equities.memo.sbe.v1.11.pegoffsetvalue", ftypes.DOUBLE)
memx_equities_memo_sbe_v1_11.fields.peg_price_type = ProtoField.new("Peg Price Type", "memx.equities.memo.sbe.v1.11.pegpricetype", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.pending_mass_cancel_message = ProtoField.new("Pending Mass Cancel Message", "memx.equities.memo.sbe.v1.11.pendingmasscancelmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.pending_message_count = ProtoField.new("Pending Message Count", "memx.equities.memo.sbe.v1.11.pendingmessagecount", ftypes.UINT32)
memx_equities_memo_sbe_v1_11.fields.price = ProtoField.new("Price", "memx.equities.memo.sbe.v1.11.price", ftypes.DOUBLE)
memx_equities_memo_sbe_v1_11.fields.replay_all_request_message = ProtoField.new("Replay All Request Message", "memx.equities.memo.sbe.v1.11.replayallrequestmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.replay_begin_message = ProtoField.new("Replay Begin Message", "memx.equities.memo.sbe.v1.11.replaybeginmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.replay_complete_message = ProtoField.new("Replay Complete Message", "memx.equities.memo.sbe.v1.11.replaycompletemessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.replay_reject_code = ProtoField.new("Replay Reject Code", "memx.equities.memo.sbe.v1.11.replayrejectcode", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.replay_rejected_message = ProtoField.new("Replay Rejected Message", "memx.equities.memo.sbe.v1.11.replayrejectedmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.replay_request_message = ProtoField.new("Replay Request Message", "memx.equities.memo.sbe.v1.11.replayrequestmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.reprice_behavior = ProtoField.new("Reprice Behavior", "memx.equities.memo.sbe.v1.11.repricebehavior", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.reprice_frequency = ProtoField.new("Reprice Frequency", "memx.equities.memo.sbe.v1.11.repricefrequency", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.reserve_replenish_timing = ProtoField.new("Reserve Replenish Timing", "memx.equities.memo.sbe.v1.11.reservereplenishtiming", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.reserved_13 = ProtoField.new("Reserved 13", "memx.equities.memo.sbe.v1.11.reserved13", ftypes.UINT16, nil, base.DEC, 0xFFF8)
memx_equities_memo_sbe_v1_11.fields.risk_group_id = ProtoField.new("Risk Group Id", "memx.equities.memo.sbe.v1.11.riskgroupid", ftypes.UINT16)
memx_equities_memo_sbe_v1_11.fields.sbe_header = ProtoField.new("Sbe Header", "memx.equities.memo.sbe.v1.11.sbeheader", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.sbe_message = ProtoField.new("Sbe Message", "memx.equities.memo.sbe.v1.11.sbemessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.schema_id = ProtoField.new("Schema Id", "memx.equities.memo.sbe.v1.11.schemaid", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.security_group = ProtoField.new("Security Group", "memx.equities.memo.sbe.v1.11.securitygroup", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.self_trade_prevention = ProtoField.new("Self Trade Prevention", "memx.equities.memo.sbe.v1.11.selftradeprevention", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.sending_time = ProtoField.new("Sending Time", "memx.equities.memo.sbe.v1.11.sendingtime", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.sequenced_message = ProtoField.new("Sequenced Message", "memx.equities.memo.sbe.v1.11.sequencedmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.session_id = ProtoField.new("Session Id", "memx.equities.memo.sbe.v1.11.sessionid", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.side = ProtoField.new("Side", "memx.equities.memo.sbe.v1.11.side", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.side_optional = ProtoField.new("Side Optional", "memx.equities.memo.sbe.v1.11.sideoptional", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.start_of_session_message = ProtoField.new("Start Of Session Message", "memx.equities.memo.sbe.v1.11.startofsessionmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.stp_group_id = ProtoField.new("Stp Group Id", "memx.equities.memo.sbe.v1.11.stpgroupid", ftypes.UINT16)
memx_equities_memo_sbe_v1_11.fields.stream_begin_message = ProtoField.new("Stream Begin Message", "memx.equities.memo.sbe.v1.11.streambeginmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.stream_complete_message = ProtoField.new("Stream Complete Message", "memx.equities.memo.sbe.v1.11.streamcompletemessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.stream_reject_code = ProtoField.new("Stream Reject Code", "memx.equities.memo.sbe.v1.11.streamrejectcode", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.stream_rejected_message = ProtoField.new("Stream Rejected Message", "memx.equities.memo.sbe.v1.11.streamrejectedmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.stream_request_message = ProtoField.new("Stream Request Message", "memx.equities.memo.sbe.v1.11.streamrequestmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.supported_request_mode = ProtoField.new("Supported Request Mode", "memx.equities.memo.sbe.v1.11.supportedrequestmode", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.symbol = ProtoField.new("Symbol", "memx.equities.memo.sbe.v1.11.symbol", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.symbol_sfx = ProtoField.new("Symbol Sfx", "memx.equities.memo.sbe.v1.11.symbolsfx", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.template_id = ProtoField.new("Template Id", "memx.equities.memo.sbe.v1.11.templateid", ftypes.UINT8)
memx_equities_memo_sbe_v1_11.fields.time_in_force = ProtoField.new("Time In Force", "memx.equities.memo.sbe.v1.11.timeinforce", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.token = ProtoField.new("Token", "memx.equities.memo.sbe.v1.11.token", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.token_type = ProtoField.new("Token Type", "memx.equities.memo.sbe.v1.11.tokentype", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.total_sequence_count = ProtoField.new("Total Sequence Count", "memx.equities.memo.sbe.v1.11.totalsequencecount", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.transact_time = ProtoField.new("Transact Time", "memx.equities.memo.sbe.v1.11.transacttime", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.trd_match_id = ProtoField.new("Trd Match Id", "memx.equities.memo.sbe.v1.11.trdmatchid", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.trd_matching_id = ProtoField.new("Trd Matching Id", "memx.equities.memo.sbe.v1.11.trdmatchingid", ftypes.UINT64)
memx_equities_memo_sbe_v1_11.fields.unsequenced_message = ProtoField.new("Unsequenced Message", "memx.equities.memo.sbe.v1.11.unsequencedmessage", ftypes.STRING)
memx_equities_memo_sbe_v1_11.fields.version = ProtoField.new("Version", "memx.equities.memo.sbe.v1.11.version", ftypes.UINT16)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Memx Equities Memo Sbe 1.11 Element Dissection Options
show.common_header = true
show.exec_inst = true
show.execution_report_canceled_message = true
show.execution_report_new_message = true
show.execution_report_pending_cancel_message = true
show.execution_report_pending_new_message = true
show.execution_report_pending_replace_message = true
show.execution_report_rejected_message = true
show.execution_report_replaced_message = true
show.execution_report_restatement_message = true
show.execution_report_trade_break_message = true
show.execution_report_trade_correction_message = true
show.execution_report_trade_message = true
show.login_accepted_message = true
show.login_rejected_message = true
show.login_request_message = true
show.mass_cancel_done_message = true
show.mass_cancel_reject_message = true
show.mass_cancel_request_message = true
show.new_order_single_message = true
show.order_cancel_reject_message = true
show.order_cancel_replace_request_message = true
show.order_cancel_request_message = true
show.packet = true
show.pending_mass_cancel_message = true
show.replay_all_request_message = true
show.replay_begin_message = true
show.replay_complete_message = true
show.replay_rejected_message = true
show.replay_request_message = true
show.sbe_header = true
show.sbe_message = true
show.sequenced_message = true
show.start_of_session_message = true
show.stream_begin_message = true
show.stream_complete_message = true
show.stream_rejected_message = true
show.stream_request_message = true
show.unsequenced_message = true
show.data = false
show.payload = false
-- Register Memx Equities Memo Sbe 1.11 Show Options
memx_equities_memo_sbe_v1_11.prefs.show_common_header = Pref.bool("Show Common Header", show.common_header, "Parse and add Common Header to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_exec_inst = Pref.bool("Show Exec Inst", show.exec_inst, "Parse and add Exec Inst to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_canceled_message = Pref.bool("Show Execution Report Canceled Message", show.execution_report_canceled_message, "Parse and add Execution Report Canceled Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_new_message = Pref.bool("Show Execution Report New Message", show.execution_report_new_message, "Parse and add Execution Report New Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_cancel_message = Pref.bool("Show Execution Report Pending Cancel Message", show.execution_report_pending_cancel_message, "Parse and add Execution Report Pending Cancel Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_new_message = Pref.bool("Show Execution Report Pending New Message", show.execution_report_pending_new_message, "Parse and add Execution Report Pending New Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_replace_message = Pref.bool("Show Execution Report Pending Replace Message", show.execution_report_pending_replace_message, "Parse and add Execution Report Pending Replace Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_rejected_message = Pref.bool("Show Execution Report Rejected Message", show.execution_report_rejected_message, "Parse and add Execution Report Rejected Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_replaced_message = Pref.bool("Show Execution Report Replaced Message", show.execution_report_replaced_message, "Parse and add Execution Report Replaced Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_restatement_message = Pref.bool("Show Execution Report Restatement Message", show.execution_report_restatement_message, "Parse and add Execution Report Restatement Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_break_message = Pref.bool("Show Execution Report Trade Break Message", show.execution_report_trade_break_message, "Parse and add Execution Report Trade Break Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_correction_message = Pref.bool("Show Execution Report Trade Correction Message", show.execution_report_trade_correction_message, "Parse and add Execution Report Trade Correction Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_message = Pref.bool("Show Execution Report Trade Message", show.execution_report_trade_message, "Parse and add Execution Report Trade Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_login_accepted_message = Pref.bool("Show Login Accepted Message", show.login_accepted_message, "Parse and add Login Accepted Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_login_rejected_message = Pref.bool("Show Login Rejected Message", show.login_rejected_message, "Parse and add Login Rejected Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_login_request_message = Pref.bool("Show Login Request Message", show.login_request_message, "Parse and add Login Request Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_done_message = Pref.bool("Show Mass Cancel Done Message", show.mass_cancel_done_message, "Parse and add Mass Cancel Done Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_reject_message = Pref.bool("Show Mass Cancel Reject Message", show.mass_cancel_reject_message, "Parse and add Mass Cancel Reject Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_request_message = Pref.bool("Show Mass Cancel Request Message", show.mass_cancel_request_message, "Parse and add Mass Cancel Request Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_new_order_single_message = Pref.bool("Show New Order Single Message", show.new_order_single_message, "Parse and add New Order Single Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_reject_message = Pref.bool("Show Order Cancel Reject Message", show.order_cancel_reject_message, "Parse and add Order Cancel Reject Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_replace_request_message = Pref.bool("Show Order Cancel Replace Request Message", show.order_cancel_replace_request_message, "Parse and add Order Cancel Replace Request Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_request_message = Pref.bool("Show Order Cancel Request Message", show.order_cancel_request_message, "Parse and add Order Cancel Request Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_pending_mass_cancel_message = Pref.bool("Show Pending Mass Cancel Message", show.pending_mass_cancel_message, "Parse and add Pending Mass Cancel Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_replay_all_request_message = Pref.bool("Show Replay All Request Message", show.replay_all_request_message, "Parse and add Replay All Request Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_replay_begin_message = Pref.bool("Show Replay Begin Message", show.replay_begin_message, "Parse and add Replay Begin Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_replay_complete_message = Pref.bool("Show Replay Complete Message", show.replay_complete_message, "Parse and add Replay Complete Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_replay_rejected_message = Pref.bool("Show Replay Rejected Message", show.replay_rejected_message, "Parse and add Replay Rejected Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_replay_request_message = Pref.bool("Show Replay Request Message", show.replay_request_message, "Parse and add Replay Request Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_sbe_header = Pref.bool("Show Sbe Header", show.sbe_header, "Parse and add Sbe Header to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_sbe_message = Pref.bool("Show Sbe Message", show.sbe_message, "Parse and add Sbe Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_sequenced_message = Pref.bool("Show Sequenced Message", show.sequenced_message, "Parse and add Sequenced Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_start_of_session_message = Pref.bool("Show Start Of Session Message", show.start_of_session_message, "Parse and add Start Of Session Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_stream_begin_message = Pref.bool("Show Stream Begin Message", show.stream_begin_message, "Parse and add Stream Begin Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_stream_complete_message = Pref.bool("Show Stream Complete Message", show.stream_complete_message, "Parse and add Stream Complete Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_stream_rejected_message = Pref.bool("Show Stream Rejected Message", show.stream_rejected_message, "Parse and add Stream Rejected Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_stream_request_message = Pref.bool("Show Stream Request Message", show.stream_request_message, "Parse and add Stream Request Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_unsequenced_message = Pref.bool("Show Unsequenced Message", show.unsequenced_message, "Parse and add Unsequenced Message to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_data = Pref.bool("Show Data", show.data, "Parse and add Data to protocol tree")
memx_equities_memo_sbe_v1_11.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
-- Handle changed preferences
function memx_equities_memo_sbe_v1_11.prefs_changed()
local changed = false
-- Check if show options have changed
if show.common_header ~= memx_equities_memo_sbe_v1_11.prefs.show_common_header then
show.common_header = memx_equities_memo_sbe_v1_11.prefs.show_common_header
changed = true
end
if show.exec_inst ~= memx_equities_memo_sbe_v1_11.prefs.show_exec_inst then
show.exec_inst = memx_equities_memo_sbe_v1_11.prefs.show_exec_inst
changed = true
end
if show.execution_report_canceled_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_canceled_message then
show.execution_report_canceled_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_canceled_message
changed = true
end
if show.execution_report_new_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_new_message then
show.execution_report_new_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_new_message
changed = true
end
if show.execution_report_pending_cancel_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_cancel_message then
show.execution_report_pending_cancel_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_cancel_message
changed = true
end
if show.execution_report_pending_new_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_new_message then
show.execution_report_pending_new_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_new_message
changed = true
end
if show.execution_report_pending_replace_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_replace_message then
show.execution_report_pending_replace_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_pending_replace_message
changed = true
end
if show.execution_report_rejected_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_rejected_message then
show.execution_report_rejected_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_rejected_message
changed = true
end
if show.execution_report_replaced_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_replaced_message then
show.execution_report_replaced_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_replaced_message
changed = true
end
if show.execution_report_restatement_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_restatement_message then
show.execution_report_restatement_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_restatement_message
changed = true
end
if show.execution_report_trade_break_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_break_message then
show.execution_report_trade_break_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_break_message
changed = true
end
if show.execution_report_trade_correction_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_correction_message then
show.execution_report_trade_correction_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_correction_message
changed = true
end
if show.execution_report_trade_message ~= memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_message then
show.execution_report_trade_message = memx_equities_memo_sbe_v1_11.prefs.show_execution_report_trade_message
changed = true
end
if show.login_accepted_message ~= memx_equities_memo_sbe_v1_11.prefs.show_login_accepted_message then
show.login_accepted_message = memx_equities_memo_sbe_v1_11.prefs.show_login_accepted_message
changed = true
end
if show.login_rejected_message ~= memx_equities_memo_sbe_v1_11.prefs.show_login_rejected_message then
show.login_rejected_message = memx_equities_memo_sbe_v1_11.prefs.show_login_rejected_message
changed = true
end
if show.login_request_message ~= memx_equities_memo_sbe_v1_11.prefs.show_login_request_message then
show.login_request_message = memx_equities_memo_sbe_v1_11.prefs.show_login_request_message
changed = true
end
if show.mass_cancel_done_message ~= memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_done_message then
show.mass_cancel_done_message = memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_done_message
changed = true
end
if show.mass_cancel_reject_message ~= memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_reject_message then
show.mass_cancel_reject_message = memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_reject_message
changed = true
end
if show.mass_cancel_request_message ~= memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_request_message then
show.mass_cancel_request_message = memx_equities_memo_sbe_v1_11.prefs.show_mass_cancel_request_message
changed = true
end
if show.new_order_single_message ~= memx_equities_memo_sbe_v1_11.prefs.show_new_order_single_message then
show.new_order_single_message = memx_equities_memo_sbe_v1_11.prefs.show_new_order_single_message
changed = true
end
if show.order_cancel_reject_message ~= memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_reject_message then
show.order_cancel_reject_message = memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_reject_message
changed = true
end
if show.order_cancel_replace_request_message ~= memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_replace_request_message then
show.order_cancel_replace_request_message = memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_replace_request_message
changed = true
end
if show.order_cancel_request_message ~= memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_request_message then
show.order_cancel_request_message = memx_equities_memo_sbe_v1_11.prefs.show_order_cancel_request_message
changed = true
end
if show.packet ~= memx_equities_memo_sbe_v1_11.prefs.show_packet then
show.packet = memx_equities_memo_sbe_v1_11.prefs.show_packet
changed = true
end
if show.pending_mass_cancel_message ~= memx_equities_memo_sbe_v1_11.prefs.show_pending_mass_cancel_message then
show.pending_mass_cancel_message = memx_equities_memo_sbe_v1_11.prefs.show_pending_mass_cancel_message
changed = true
end
if show.replay_all_request_message ~= memx_equities_memo_sbe_v1_11.prefs.show_replay_all_request_message then
show.replay_all_request_message = memx_equities_memo_sbe_v1_11.prefs.show_replay_all_request_message
changed = true
end
if show.replay_begin_message ~= memx_equities_memo_sbe_v1_11.prefs.show_replay_begin_message then
show.replay_begin_message = memx_equities_memo_sbe_v1_11.prefs.show_replay_begin_message
changed = true
end
if show.replay_complete_message ~= memx_equities_memo_sbe_v1_11.prefs.show_replay_complete_message then
show.replay_complete_message = memx_equities_memo_sbe_v1_11.prefs.show_replay_complete_message
changed = true
end
if show.replay_rejected_message ~= memx_equities_memo_sbe_v1_11.prefs.show_replay_rejected_message then
show.replay_rejected_message = memx_equities_memo_sbe_v1_11.prefs.show_replay_rejected_message
changed = true
end
if show.replay_request_message ~= memx_equities_memo_sbe_v1_11.prefs.show_replay_request_message then
show.replay_request_message = memx_equities_memo_sbe_v1_11.prefs.show_replay_request_message
changed = true
end
if show.sbe_header ~= memx_equities_memo_sbe_v1_11.prefs.show_sbe_header then
show.sbe_header = memx_equities_memo_sbe_v1_11.prefs.show_sbe_header
changed = true
end
if show.sbe_message ~= memx_equities_memo_sbe_v1_11.prefs.show_sbe_message then
show.sbe_message = memx_equities_memo_sbe_v1_11.prefs.show_sbe_message
changed = true
end
if show.sequenced_message ~= memx_equities_memo_sbe_v1_11.prefs.show_sequenced_message then
show.sequenced_message = memx_equities_memo_sbe_v1_11.prefs.show_sequenced_message
changed = true
end
if show.start_of_session_message ~= memx_equities_memo_sbe_v1_11.prefs.show_start_of_session_message then
show.start_of_session_message = memx_equities_memo_sbe_v1_11.prefs.show_start_of_session_message
changed = true
end
if show.stream_begin_message ~= memx_equities_memo_sbe_v1_11.prefs.show_stream_begin_message then
show.stream_begin_message = memx_equities_memo_sbe_v1_11.prefs.show_stream_begin_message
changed = true
end
if show.stream_complete_message ~= memx_equities_memo_sbe_v1_11.prefs.show_stream_complete_message then
show.stream_complete_message = memx_equities_memo_sbe_v1_11.prefs.show_stream_complete_message
changed = true
end
if show.stream_rejected_message ~= memx_equities_memo_sbe_v1_11.prefs.show_stream_rejected_message then
show.stream_rejected_message = memx_equities_memo_sbe_v1_11.prefs.show_stream_rejected_message
changed = true
end
if show.stream_request_message ~= memx_equities_memo_sbe_v1_11.prefs.show_stream_request_message then
show.stream_request_message = memx_equities_memo_sbe_v1_11.prefs.show_stream_request_message
changed = true
end
if show.unsequenced_message ~= memx_equities_memo_sbe_v1_11.prefs.show_unsequenced_message then
show.unsequenced_message = memx_equities_memo_sbe_v1_11.prefs.show_unsequenced_message
changed = true
end
if show.data ~= memx_equities_memo_sbe_v1_11.prefs.show_data then
show.data = memx_equities_memo_sbe_v1_11.prefs.show_data
changed = true
end
if show.payload ~= memx_equities_memo_sbe_v1_11.prefs.show_payload then
show.payload = memx_equities_memo_sbe_v1_11.prefs.show_payload
changed = true
end
-- Reload on changed preference
if changed then
reload()
end
end
-----------------------------------------------------------------------
-- Dissect Memx Equities Memo Sbe 1.11
-----------------------------------------------------------------------
-- Size: Mass Cancel Reject Reason
memx_equities_memo_sbe_v1_11_size_of.mass_cancel_reject_reason = 1
-- Display: Mass Cancel Reject Reason
memx_equities_memo_sbe_v1_11_display.mass_cancel_reject_reason = function(value)
if value == 0 then
return "Mass Cancel Reject Reason: Other (0)"
end
if value == 1 then
return "Mass Cancel Reject Reason: Unknown Product (1)"
end
if value == 2 then
return "Mass Cancel Reject Reason: Unknown Side (2)"
end
if value == 3 then
return "Mass Cancel Reject Reason: Unknown Group Id (3)"
end
if value == 4 then
return "Mass Cancel Reject Reason: Higher Price Lower Or Equal To Lower Price (4)"
end
if value == 5 then
return "Mass Cancel Reject Reason: Product Missing For Price Restriction (5)"
end
if value == 6 then
return "Mass Cancel Reject Reason: Duplicate Cl Ord Id (6)"
end
if value == 7 then
return "Mass Cancel Reject Reason: Malformed Request Missing Cl Ord Id Field (7)"
end
if value == 8 then
return "Mass Cancel Reject Reason: Invalid Cancel Group Id (8)"
end
if value == 9 then
return "Mass Cancel Reject Reason: Invalid Cl Ord Id (9)"
end
if value == 10 then
return "Mass Cancel Reject Reason: Invalid Lower Price (10)"
end
if value == 11 then
return "Mass Cancel Reject Reason: Invalid Higher Price (11)"
end
if value == 255 then
return "Mass Cancel Reject Reason: Null Value (255)"
end
return "Mass Cancel Reject Reason: Unknown("..value..")"
end
-- Dissect: Mass Cancel Reject Reason
memx_equities_memo_sbe_v1_11_dissect.mass_cancel_reject_reason = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.mass_cancel_reject_reason
local range = buffer(offset, length)
local value = range:uint()
local display = memx_equities_memo_sbe_v1_11_display.mass_cancel_reject_reason(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.mass_cancel_reject_reason, range, value, display)
return offset + length, value
end
-- Size: Cancel Group Id
memx_equities_memo_sbe_v1_11_size_of.cancel_group_id = 2
-- Display: Cancel Group Id
memx_equities_memo_sbe_v1_11_display.cancel_group_id = function(value)
-- Check if field has value
if value == 65535 then
return "Cancel Group Id: No Value"
end
return "Cancel Group Id: "..value
end
-- Dissect: Cancel Group Id
memx_equities_memo_sbe_v1_11_dissect.cancel_group_id = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.cancel_group_id
local range = buffer(offset, length)
local value = range:uint()
local display = memx_equities_memo_sbe_v1_11_display.cancel_group_id(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.cancel_group_id, range, value, display)
return offset + length, value
end
-- Size: Higher Than Price
memx_equities_memo_sbe_v1_11_size_of.higher_than_price = 8
-- Display: Higher Than Price
memx_equities_memo_sbe_v1_11_display.higher_than_price = function(raw, value)
-- Check null sentinel value
if raw == Int64(0x00000000, 0x80000000) then
return "Higher Than Price: No Value"
end
return "Higher Than Price: "..value
end
-- Translate: Higher Than Price
translate.higher_than_price = function(raw)
-- Check null sentinel value
if raw == Int64(0x00000000, 0x80000000) then
return 0/0
end
return raw:tonumber()/1000000
end
-- Dissect: Higher Than Price
memx_equities_memo_sbe_v1_11_dissect.higher_than_price = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.higher_than_price
local range = buffer(offset, length)
local raw = range:int64()
local value = translate.higher_than_price(raw)
local display = memx_equities_memo_sbe_v1_11_display.higher_than_price(raw, value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.higher_than_price, range, value, display)
return offset + length, value
end
-- Size: Lower Than Price
memx_equities_memo_sbe_v1_11_size_of.lower_than_price = 8
-- Display: Lower Than Price
memx_equities_memo_sbe_v1_11_display.lower_than_price = function(raw, value)
-- Check null sentinel value
if raw == Int64(0x00000000, 0x80000000) then
return "Lower Than Price: No Value"
end
return "Lower Than Price: "..value
end
-- Translate: Lower Than Price
translate.lower_than_price = function(raw)
-- Check null sentinel value
if raw == Int64(0x00000000, 0x80000000) then
return 0/0
end
return raw:tonumber()/1000000
end
-- Dissect: Lower Than Price
memx_equities_memo_sbe_v1_11_dissect.lower_than_price = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.lower_than_price
local range = buffer(offset, length)
local raw = range:int64()
local value = translate.lower_than_price(raw)
local display = memx_equities_memo_sbe_v1_11_display.lower_than_price(raw, value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.lower_than_price, range, value, display)
return offset + length, value
end
-- Size: Side Optional
memx_equities_memo_sbe_v1_11_size_of.side_optional = 1
-- Display: Side Optional
memx_equities_memo_sbe_v1_11_display.side_optional = function(value)
-- Check if field has value
if value == nil or value == 0 then
return "Side Optional: No Value"
end
if value == "1" then
return "Side Optional: Buy (1)"
end
if value == "2" then
return "Side Optional: Sell (2)"
end
if value == "5" then
return "Side Optional: Sell Short (5)"
end
if value == "6" then
return "Side Optional: Sell Short Exempt (6)"
end
if value == 0 then
return "Side Optional: No Value"
end
return "Side Optional: Unknown("..value..")"
end
-- Dissect: Side Optional
memx_equities_memo_sbe_v1_11_dissect.side_optional = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.side_optional
local range = buffer(offset, length)
-- parse as byte
local value = range:uint()
-- check if value is non zero
if value ~= 0 then
value = range:string()
end
local display = memx_equities_memo_sbe_v1_11_display.side_optional(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.side_optional, range, value, display)
return offset + length, value
end
-- Size: Symbol Sfx
memx_equities_memo_sbe_v1_11_size_of.symbol_sfx = 6
-- Display: Symbol Sfx
memx_equities_memo_sbe_v1_11_display.symbol_sfx = function(value)
-- Check if field has value
if value == nil or value == '' then
return "Symbol Sfx: No Value"
end
return "Symbol Sfx: "..value
end
-- Dissect: Symbol Sfx
memx_equities_memo_sbe_v1_11_dissect.symbol_sfx = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.symbol_sfx
local range = buffer(offset, length)
-- parse last octet
local last = buffer(offset + length - 1, 1):uint()
-- read full string or up to first zero
local value = ''
if last == 0 then
value = range:stringz()
else
value = range:string()
end
local display = memx_equities_memo_sbe_v1_11_display.symbol_sfx(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.symbol_sfx, range, value, display)
return offset + length, value
end
-- Size: Symbol
memx_equities_memo_sbe_v1_11_size_of.symbol = 6
-- Display: Symbol
memx_equities_memo_sbe_v1_11_display.symbol = function(value)
-- Check if field has value
if value == nil or value == '' then
return "Symbol: No Value"
end
return "Symbol: "..value
end
-- Dissect: Symbol
memx_equities_memo_sbe_v1_11_dissect.symbol = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.symbol
local range = buffer(offset, length)
-- parse last octet
local last = buffer(offset + length - 1, 1):uint()
-- read full string or up to first zero
local value = ''
if last == 0 then
value = range:stringz()
else
value = range:string()
end
local display = memx_equities_memo_sbe_v1_11_display.symbol(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.symbol, range, value, display)
return offset + length, value
end
-- Size: ClOrdId
memx_equities_memo_sbe_v1_11_size_of.clordid = 16
-- Display: ClOrdId
memx_equities_memo_sbe_v1_11_display.clordid = function(value)
-- Check if field has value
if value == nil or value == '' then
return "ClOrdId: No Value"
end
return "ClOrdId: "..value
end
-- Dissect: ClOrdId
memx_equities_memo_sbe_v1_11_dissect.clordid = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.clordid
local range = buffer(offset, length)
-- parse last octet
local last = buffer(offset + length - 1, 1):uint()
-- read full string or up to first zero
local value = ''
if last == 0 then
value = range:stringz()
else
value = range:string()
end
local display = memx_equities_memo_sbe_v1_11_display.clordid(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.clordid, range, value, display)
return offset + length, value
end
-- Size: Sending Time
memx_equities_memo_sbe_v1_11_size_of.sending_time = 8
-- Display: Sending Time
memx_equities_memo_sbe_v1_11_display.sending_time = function(value)
-- Parse unix timestamp
local seconds = value:tonumber()/1000000000
local nanoseconds = value:tonumber()%1000000000
return "Sending Time: "..os.date("%x %H:%M:%S.", seconds)..string.format("%09d", nanoseconds)
end
-- Dissect: Sending Time
memx_equities_memo_sbe_v1_11_dissect.sending_time = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.sending_time
local range = buffer(offset, length)
local value = range:uint64()
local display = memx_equities_memo_sbe_v1_11_display.sending_time(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.sending_time, range, value, display)
return offset + length, value
end
-- Calculate size of: Mass Cancel Reject Message
memx_equities_memo_sbe_v1_11_size_of.mass_cancel_reject_message = function(buffer, offset)
local index = 0
index = index + memx_equities_memo_sbe_v1_11_size_of.sending_time
index = index + memx_equities_memo_sbe_v1_11_size_of.clordid
index = index + memx_equities_memo_sbe_v1_11_size_of.symbol
index = index + memx_equities_memo_sbe_v1_11_size_of.symbol_sfx
index = index + memx_equities_memo_sbe_v1_11_size_of.side_optional
index = index + memx_equities_memo_sbe_v1_11_size_of.lower_than_price
index = index + memx_equities_memo_sbe_v1_11_size_of.higher_than_price
index = index + memx_equities_memo_sbe_v1_11_size_of.cancel_group_id
index = index + memx_equities_memo_sbe_v1_11_size_of.mass_cancel_reject_reason
return index
end
-- Display: Mass Cancel Reject Message
memx_equities_memo_sbe_v1_11_display.mass_cancel_reject_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Mass Cancel Reject Message
memx_equities_memo_sbe_v1_11_dissect.mass_cancel_reject_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Sending Time: 8 Byte Unsigned Fixed Width Integer
index, sending_time = memx_equities_memo_sbe_v1_11_dissect.sending_time(buffer, index, packet, parent)
-- ClOrdId: 16 Byte Ascii String
index, clordid = memx_equities_memo_sbe_v1_11_dissect.clordid(buffer, index, packet, parent)
-- Symbol: 6 Byte Ascii String
index, symbol = memx_equities_memo_sbe_v1_11_dissect.symbol(buffer, index, packet, parent)
-- Symbol Sfx: 6 Byte Ascii String Nullable
index, symbol_sfx = memx_equities_memo_sbe_v1_11_dissect.symbol_sfx(buffer, index, packet, parent)
-- Side Optional: 1 Byte Ascii String Enum with 5 values
index, side_optional = memx_equities_memo_sbe_v1_11_dissect.side_optional(buffer, index, packet, parent)
-- Lower Than Price: 8 Byte Signed Fixed Width Integer Nullable
index, lower_than_price = memx_equities_memo_sbe_v1_11_dissect.lower_than_price(buffer, index, packet, parent)
-- Higher Than Price: 8 Byte Signed Fixed Width Integer Nullable
index, higher_than_price = memx_equities_memo_sbe_v1_11_dissect.higher_than_price(buffer, index, packet, parent)
-- Cancel Group Id: 2 Byte Unsigned Fixed Width Integer Nullable
index, cancel_group_id = memx_equities_memo_sbe_v1_11_dissect.cancel_group_id(buffer, index, packet, parent)
-- Mass Cancel Reject Reason: 1 Byte Unsigned Fixed Width Integer Enum with 13 values
index, mass_cancel_reject_reason = memx_equities_memo_sbe_v1_11_dissect.mass_cancel_reject_reason(buffer, index, packet, parent)
return index
end
-- Dissect: Mass Cancel Reject Message
memx_equities_memo_sbe_v1_11_dissect.mass_cancel_reject_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.mass_cancel_reject_message then
local length = memx_equities_memo_sbe_v1_11_size_of.mass_cancel_reject_message(buffer, offset)
local range = buffer(offset, length)
local display = memx_equities_memo_sbe_v1_11_display.mass_cancel_reject_message(buffer, packet, parent)
parent = parent:add(memx_equities_memo_sbe_v1_11.fields.mass_cancel_reject_message, range, display)
end
return memx_equities_memo_sbe_v1_11_dissect.mass_cancel_reject_message_fields(buffer, offset, packet, parent)
end
-- Size: Link Id Optional
memx_equities_memo_sbe_v1_11_size_of.link_id_optional = 4
-- Display: Link Id Optional
memx_equities_memo_sbe_v1_11_display.link_id_optional = function(value)
-- Check if field has value
if value == nil or value == '' then
return "Link Id Optional: No Value"
end
return "Link Id Optional: "..value
end
-- Dissect: Link Id Optional
memx_equities_memo_sbe_v1_11_dissect.link_id_optional = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.link_id_optional
local range = buffer(offset, length)
-- parse last octet
local last = buffer(offset + length - 1, 1):uint()
-- read full string or up to first zero
local value = ''
if last == 0 then
value = range:stringz()
else
value = range:string()
end
local display = memx_equities_memo_sbe_v1_11_display.link_id_optional(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.link_id_optional, range, value, display)
return offset + length, value
end
-- Size: Cxl Rej Reason
memx_equities_memo_sbe_v1_11_size_of.cxl_rej_reason = 1
-- Display: Cxl Rej Reason
memx_equities_memo_sbe_v1_11_display.cxl_rej_reason = function(value)
if value == 1 then
return "Cxl Rej Reason: Unknown Orig Order (1)"
end
if value == 3 then
return "Cxl Rej Reason: Order In Pending State (3)"
end
if value == 6 then
return "Cxl Rej Reason: Duplicate Cl Ord Id (6)"
end
if value == 18 then
return "Cxl Rej Reason: Invalid Limit Price Increment (18)"
end
if value == 99 then
return "Cxl Rej Reason: Other (99)"
end
if value == 100 then
return "Cxl Rej Reason: Missing Symbol (100)"
end
if value == 101 then
return "Cxl Rej Reason: Missing Locate (101)"
end
if value == 102 then
return "Cxl Rej Reason: Missing Cl Ord Id (102)"
end
if value == 103 then
return "Cxl Rej Reason: Invalid Order Quantity (103)"
end
if value == 104 then
return "Cxl Rej Reason: Invalid Symbol (104)"
end
if value == 105 then
return "Cxl Rej Reason: Invalid Limit Price (105)"
end
if value == 107 then
return "Cxl Rej Reason: Symbol Halted Or Paused (107)"
end
if value == 108 then
return "Cxl Rej Reason: Order Size Exceeds Limit (108)"
end
if value == 109 then
return "Cxl Rej Reason: Exceeded Max Notional Order Amt (109)"
end
if value == 110 then
return "Cxl Rej Reason: Missing Orig Order Identifiers (110)"
end
if value == 111 then
return "Cxl Rej Reason: Ambiguous Orig Order Identifiers (111)"
end
if value == 112 then
return "Cxl Rej Reason: Orig Order Symbol Not Matching Request Symbol (112)"
end
if value == 113 then
return "Cxl Rej Reason: Unsupported Display Quantity Change (113)"
end
if value == 114 then
return "Cxl Rej Reason: Unsupported Ord Type Change (114)"
end
if value == 115 then
return "Cxl Rej Reason: Unsupported Side Change (115)"
end
if value == 116 then
return "Cxl Rej Reason: Unsupported Quantity Change (116)"
end
if value == 117 then
return "Cxl Rej Reason: Invalid Locate (117)"
end
if value == 118 then
return "Cxl Rej Reason: Exchange Closed (118)"
end
if value == 119 then
return "Cxl Rej Reason: Block Session Risk Rule Violated (119)"
end
if value == 120 then
return "Cxl Rej Reason: Block Sell Short Risk Rule Violated (120)"
end
if value == 121 then
return "Cxl Rej Reason: Max Shares Per Order Risk Rule Breach (121)"
end
if value == 122 then
return "Cxl Rej Reason: No Nbbo Available (122)"
end
if value == 123 then
return "Cxl Rej Reason: Max Notional Value Per Order Risk Rule Breach (123)"
end
if value == 124 then
return "Cxl Rej Reason: Max Adv Percent Per Order Risk Rule Breach (124)"
end
if value == 125 then
return "Cxl Rej Reason: Price Percent Collar Risk Rule Violated (125)"
end
if value == 126 then
return "Cxl Rej Reason: Price Value Collar Risk Rule Violated (126)"
end
if value == 127 then
return "Cxl Rej Reason: Hard To Borrow Security Risk Rule Violated (127)"
end
if value == 128 then
return "Cxl Rej Reason: Invalid Side (128)"
end
if value == 129 then
return "Cxl Rej Reason: Invalid Ord Type (129)"
end
if value == 130 then
return "Cxl Rej Reason: Invalid Cl Ord Id (130)"
end
if value == 131 then
return "Cxl Rej Reason: Invalid Lnk Id (131)"
end
if value == 255 then
return "Cxl Rej Reason: Null Value (255)"
end
return "Cxl Rej Reason: Unknown("..value..")"
end
-- Dissect: Cxl Rej Reason
memx_equities_memo_sbe_v1_11_dissect.cxl_rej_reason = function(buffer, offset, packet, parent)
local length = memx_equities_memo_sbe_v1_11_size_of.cxl_rej_reason
local range = buffer(offset, length)
local value = range:uint()
local display = memx_equities_memo_sbe_v1_11_display.cxl_rej_reason(value, buffer, offset, packet, parent)
parent:add(memx_equities_memo_sbe_v1_11.fields.cxl_rej_reason, range, value, display)
return offset + length, value
end
-- Size: Cxl Rej Response To