/
Nasdaq.Equities.TotalView.Itch.v5.0.Script.Dissector.lua
4196 lines (3291 loc) · 178 KB
/
Nasdaq.Equities.TotalView.Itch.v5.0.Script.Dissector.lua
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-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Nasdaq Equities TotalView Itch 5.0 Protocol
local nasdaq_equities_totalview_itch_v5_0 = Proto("Nasdaq.Equities.TotalView.Itch.v5.0.Lua", "Nasdaq Equities TotalView Itch 5.0")
-- Component Tables
local show = {}
local format = {}
local nasdaq_equities_totalview_itch_v5_0_display = {}
local nasdaq_equities_totalview_itch_v5_0_dissect = {}
local nasdaq_equities_totalview_itch_v5_0_size_of = {}
local verify = {}
local translate = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Nasdaq Equities TotalView Itch 5.0 Fields
nasdaq_equities_totalview_itch_v5_0.fields.add_order_no_mpid_attribution_message = ProtoField.new("Add Order No Mpid Attribution Message", "nasdaq.equities.totalview.itch.v5.0.addordernompidattributionmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.add_order_with_mpid_attribution_message = ProtoField.new("Add Order With Mpid Attribution Message", "nasdaq.equities.totalview.itch.v5.0.addorderwithmpidattributionmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.attribution = ProtoField.new("Attribution", "nasdaq.equities.totalview.itch.v5.0.attribution", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.auction_collar_extension = ProtoField.new("Auction Collar Extension", "nasdaq.equities.totalview.itch.v5.0.auctioncollarextension", ftypes.UINT32)
nasdaq_equities_totalview_itch_v5_0.fields.auction_collar_reference_price = ProtoField.new("Auction Collar Reference Price", "nasdaq.equities.totalview.itch.v5.0.auctioncollarreferenceprice", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.authenticity = ProtoField.new("Authenticity", "nasdaq.equities.totalview.itch.v5.0.authenticity", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.breached_level = ProtoField.new("Breached Level", "nasdaq.equities.totalview.itch.v5.0.breachedlevel", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.broken_trade_message = ProtoField.new("Broken Trade Message", "nasdaq.equities.totalview.itch.v5.0.brokentrademessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.buy_sell_indicator = ProtoField.new("Buy Sell Indicator", "nasdaq.equities.totalview.itch.v5.0.buysellindicator", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.canceled_shares = ProtoField.new("Canceled Shares", "nasdaq.equities.totalview.itch.v5.0.canceledshares", ftypes.UINT32)
nasdaq_equities_totalview_itch_v5_0.fields.count = ProtoField.new("Count", "nasdaq.equities.totalview.itch.v5.0.count", ftypes.UINT16)
nasdaq_equities_totalview_itch_v5_0.fields.cross_price = ProtoField.new("Cross Price", "nasdaq.equities.totalview.itch.v5.0.crossprice", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.cross_shares = ProtoField.new("Cross Shares", "nasdaq.equities.totalview.itch.v5.0.crossshares", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.cross_trade_message = ProtoField.new("Cross Trade Message", "nasdaq.equities.totalview.itch.v5.0.crosstrademessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.cross_type = ProtoField.new("Cross Type", "nasdaq.equities.totalview.itch.v5.0.crosstype", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.current_reference_price = ProtoField.new("Current Reference Price", "nasdaq.equities.totalview.itch.v5.0.currentreferenceprice", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.etp_flag = ProtoField.new("Etp Flag", "nasdaq.equities.totalview.itch.v5.0.etpflag", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.etp_leverage_factor = ProtoField.new("Etp Leverage Factor", "nasdaq.equities.totalview.itch.v5.0.etpleveragefactor", ftypes.UINT32)
nasdaq_equities_totalview_itch_v5_0.fields.event_code = ProtoField.new("Event Code", "nasdaq.equities.totalview.itch.v5.0.eventcode", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.executed_shares = ProtoField.new("Executed Shares", "nasdaq.equities.totalview.itch.v5.0.executedshares", ftypes.UINT32)
nasdaq_equities_totalview_itch_v5_0.fields.execution_price = ProtoField.new("Execution Price", "nasdaq.equities.totalview.itch.v5.0.executionprice", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.far_price = ProtoField.new("Far Price", "nasdaq.equities.totalview.itch.v5.0.farprice", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.financial_status_indicator = ProtoField.new("Financial Status Indicator", "nasdaq.equities.totalview.itch.v5.0.financialstatusindicator", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.imbalance_direction = ProtoField.new("Imbalance Direction", "nasdaq.equities.totalview.itch.v5.0.imbalancedirection", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.imbalance_shares = ProtoField.new("Imbalance Shares", "nasdaq.equities.totalview.itch.v5.0.imbalanceshares", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.interest_flag = ProtoField.new("Interest Flag", "nasdaq.equities.totalview.itch.v5.0.interestflag", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.inverse_indicator = ProtoField.new("Inverse Indicator", "nasdaq.equities.totalview.itch.v5.0.inverseindicator", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.ipo_flag = ProtoField.new("Ipo Flag", "nasdaq.equities.totalview.itch.v5.0.ipoflag", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.ipo_price = ProtoField.new("Ipo Price", "nasdaq.equities.totalview.itch.v5.0.ipoprice", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.ipo_quotation_release_qualifier = ProtoField.new("Ipo Quotation Release Qualifier", "nasdaq.equities.totalview.itch.v5.0.ipoquotationreleasequalifier", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.ipo_quotation_release_time = ProtoField.new("Ipo Quotation Release Time", "nasdaq.equities.totalview.itch.v5.0.ipoquotationreleasetime", ftypes.UINT32)
nasdaq_equities_totalview_itch_v5_0.fields.ipo_quoting_period_update = ProtoField.new("Ipo Quoting Period Update", "nasdaq.equities.totalview.itch.v5.0.ipoquotingperiodupdate", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.issue_classification = ProtoField.new("Issue Classification", "nasdaq.equities.totalview.itch.v5.0.issueclassification", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.issue_sub_type = ProtoField.new("Issue Sub Type", "nasdaq.equities.totalview.itch.v5.0.issuesubtype", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.length = ProtoField.new("Length", "nasdaq.equities.totalview.itch.v5.0.length", ftypes.UINT16)
nasdaq_equities_totalview_itch_v5_0.fields.level_1 = ProtoField.new("Level 1", "nasdaq.equities.totalview.itch.v5.0.level1", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.level_2 = ProtoField.new("Level 2", "nasdaq.equities.totalview.itch.v5.0.level2", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.level_3 = ProtoField.new("Level 3", "nasdaq.equities.totalview.itch.v5.0.level3", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.locate_code = ProtoField.new("Locate Code", "nasdaq.equities.totalview.itch.v5.0.locatecode", ftypes.UINT16)
nasdaq_equities_totalview_itch_v5_0.fields.lower_auction_collar_price = ProtoField.new("Lower Auction Collar Price", "nasdaq.equities.totalview.itch.v5.0.lowerauctioncollarprice", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.luld_auction_collar_message = ProtoField.new("Luld Auction Collar Message", "nasdaq.equities.totalview.itch.v5.0.luldauctioncollarmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.luld_reference_price_tier = ProtoField.new("Luld Reference Price Tier", "nasdaq.equities.totalview.itch.v5.0.luldreferencepricetier", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.market_category = ProtoField.new("Market Category", "nasdaq.equities.totalview.itch.v5.0.marketcategory", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.market_maker_mode = ProtoField.new("Market Maker Mode", "nasdaq.equities.totalview.itch.v5.0.marketmakermode", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.market_participant_position_message = ProtoField.new("Market Participant Position Message", "nasdaq.equities.totalview.itch.v5.0.marketparticipantpositionmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.market_participant_state = ProtoField.new("Market Participant State", "nasdaq.equities.totalview.itch.v5.0.marketparticipantstate", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.match_number = ProtoField.new("Match Number", "nasdaq.equities.totalview.itch.v5.0.matchnumber", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.message = ProtoField.new("Message", "nasdaq.equities.totalview.itch.v5.0.message", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.message_header = ProtoField.new("Message Header", "nasdaq.equities.totalview.itch.v5.0.messageheader", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.message_type = ProtoField.new("Message Type", "nasdaq.equities.totalview.itch.v5.0.messagetype", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.mpid = ProtoField.new("Mpid", "nasdaq.equities.totalview.itch.v5.0.mpid", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.mwcb_decline_level_message = ProtoField.new("Mwcb Decline Level Message", "nasdaq.equities.totalview.itch.v5.0.mwcbdeclinelevelmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.mwcb_status_level_message = ProtoField.new("Mwcb Status Level Message", "nasdaq.equities.totalview.itch.v5.0.mwcbstatuslevelmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.near_price = ProtoField.new("Near Price", "nasdaq.equities.totalview.itch.v5.0.nearprice", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.net_order_imbalance_indicator_message = ProtoField.new("Net Order Imbalance Indicator Message", "nasdaq.equities.totalview.itch.v5.0.netorderimbalanceindicatormessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.new_order_reference_number = ProtoField.new("New Order Reference Number", "nasdaq.equities.totalview.itch.v5.0.neworderreferencenumber", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.non_cross_trade_message = ProtoField.new("Non Cross Trade Message", "nasdaq.equities.totalview.itch.v5.0.noncrosstrademessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.order_cancel_message = ProtoField.new("Order Cancel Message", "nasdaq.equities.totalview.itch.v5.0.ordercancelmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.order_delete_message = ProtoField.new("Order Delete Message", "nasdaq.equities.totalview.itch.v5.0.orderdeletemessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.order_executed_message = ProtoField.new("Order Executed Message", "nasdaq.equities.totalview.itch.v5.0.orderexecutedmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.order_executed_with_price_message = ProtoField.new("Order Executed With Price Message", "nasdaq.equities.totalview.itch.v5.0.orderexecutedwithpricemessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.order_reference_number = ProtoField.new("Order Reference Number", "nasdaq.equities.totalview.itch.v5.0.orderreferencenumber", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.order_replace_message = ProtoField.new("Order Replace Message", "nasdaq.equities.totalview.itch.v5.0.orderreplacemessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.original_order_reference_number = ProtoField.new("Original Order Reference Number", "nasdaq.equities.totalview.itch.v5.0.originalorderreferencenumber", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.packet = ProtoField.new("Packet", "nasdaq.equities.totalview.itch.v5.0.packet", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.packet_header = ProtoField.new("Packet Header", "nasdaq.equities.totalview.itch.v5.0.packetheader", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.paired_shares = ProtoField.new("Paired Shares", "nasdaq.equities.totalview.itch.v5.0.pairedshares", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.payload = ProtoField.new("Payload", "nasdaq.equities.totalview.itch.v5.0.payload", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.price = ProtoField.new("Price", "nasdaq.equities.totalview.itch.v5.0.price", ftypes.DOUBLE)
nasdaq_equities_totalview_itch_v5_0.fields.price_variation_indicator = ProtoField.new("Price Variation Indicator", "nasdaq.equities.totalview.itch.v5.0.pricevariationindicator", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.primary_market_maker = ProtoField.new("Primary Market Maker", "nasdaq.equities.totalview.itch.v5.0.primarymarketmaker", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.printable = ProtoField.new("Printable", "nasdaq.equities.totalview.itch.v5.0.printable", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.reason = ProtoField.new("Reason", "nasdaq.equities.totalview.itch.v5.0.reason", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.reg_sho_action = ProtoField.new("Reg Sho Action", "nasdaq.equities.totalview.itch.v5.0.regshoaction", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.reg_sho_short_sale_price_test_restricted_indicator_message = ProtoField.new("Reg Sho Short Sale Price Test Restricted Indicator Message", "nasdaq.equities.totalview.itch.v5.0.regshoshortsalepricetestrestrictedindicatormessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.reserved = ProtoField.new("Reserved", "nasdaq.equities.totalview.itch.v5.0.reserved", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.retail_interest_message = ProtoField.new("Retail Interest Message", "nasdaq.equities.totalview.itch.v5.0.retailinterestmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.round_lot_size = ProtoField.new("Round Lot Size", "nasdaq.equities.totalview.itch.v5.0.roundlotsize", ftypes.UINT32)
nasdaq_equities_totalview_itch_v5_0.fields.round_lots_only = ProtoField.new("Round Lots Only", "nasdaq.equities.totalview.itch.v5.0.roundlotsonly", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.sequence = ProtoField.new("Sequence", "nasdaq.equities.totalview.itch.v5.0.sequence", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.session = ProtoField.new("Session", "nasdaq.equities.totalview.itch.v5.0.session", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.shares = ProtoField.new("Shares", "nasdaq.equities.totalview.itch.v5.0.shares", ftypes.UINT32)
nasdaq_equities_totalview_itch_v5_0.fields.short_sale_threshold_indicator = ProtoField.new("Short Sale Threshold Indicator", "nasdaq.equities.totalview.itch.v5.0.shortsalethresholdindicator", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.stock = ProtoField.new("Stock", "nasdaq.equities.totalview.itch.v5.0.stock", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.stock_directory_message = ProtoField.new("Stock Directory Message", "nasdaq.equities.totalview.itch.v5.0.stockdirectorymessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.stock_locate = ProtoField.new("Stock Locate", "nasdaq.equities.totalview.itch.v5.0.stocklocate", ftypes.UINT16)
nasdaq_equities_totalview_itch_v5_0.fields.stock_trading_action_message = ProtoField.new("Stock Trading Action Message", "nasdaq.equities.totalview.itch.v5.0.stocktradingactionmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.system_event_message = ProtoField.new("System Event Message", "nasdaq.equities.totalview.itch.v5.0.systemeventmessage", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.timestamp = ProtoField.new("Timestamp", "nasdaq.equities.totalview.itch.v5.0.timestamp", ftypes.UINT64)
nasdaq_equities_totalview_itch_v5_0.fields.tracking_number = ProtoField.new("Tracking Number", "nasdaq.equities.totalview.itch.v5.0.trackingnumber", ftypes.UINT16)
nasdaq_equities_totalview_itch_v5_0.fields.trading_state = ProtoField.new("Trading State", "nasdaq.equities.totalview.itch.v5.0.tradingstate", ftypes.STRING)
nasdaq_equities_totalview_itch_v5_0.fields.upper_auction_collar_price = ProtoField.new("Upper Auction Collar Price", "nasdaq.equities.totalview.itch.v5.0.upperauctioncollarprice", ftypes.DOUBLE)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Nasdaq Equities TotalView Itch 5.0 Element Dissection Options
show.add_order_no_mpid_attribution_message = true
show.add_order_with_mpid_attribution_message = true
show.broken_trade_message = true
show.cross_trade_message = true
show.ipo_quoting_period_update = true
show.luld_auction_collar_message = true
show.market_participant_position_message = true
show.message = true
show.message_header = true
show.mwcb_decline_level_message = true
show.mwcb_status_level_message = true
show.net_order_imbalance_indicator_message = true
show.non_cross_trade_message = true
show.order_cancel_message = true
show.order_delete_message = true
show.order_executed_message = true
show.order_executed_with_price_message = true
show.order_replace_message = true
show.packet = true
show.packet_header = true
show.reg_sho_short_sale_price_test_restricted_indicator_message = true
show.retail_interest_message = true
show.stock_directory_message = true
show.stock_trading_action_message = true
show.system_event_message = true
show.payload = false
-- Register Nasdaq Equities TotalView Itch 5.0 Show Options
nasdaq_equities_totalview_itch_v5_0.prefs.show_add_order_no_mpid_attribution_message = Pref.bool("Show Add Order No Mpid Attribution Message", show.add_order_no_mpid_attribution_message, "Parse and add Add Order No Mpid Attribution Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_add_order_with_mpid_attribution_message = Pref.bool("Show Add Order With Mpid Attribution Message", show.add_order_with_mpid_attribution_message, "Parse and add Add Order With Mpid Attribution Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_broken_trade_message = Pref.bool("Show Broken Trade Message", show.broken_trade_message, "Parse and add Broken Trade Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_cross_trade_message = Pref.bool("Show Cross Trade Message", show.cross_trade_message, "Parse and add Cross Trade Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_ipo_quoting_period_update = Pref.bool("Show Ipo Quoting Period Update", show.ipo_quoting_period_update, "Parse and add Ipo Quoting Period Update to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_luld_auction_collar_message = Pref.bool("Show Luld Auction Collar Message", show.luld_auction_collar_message, "Parse and add Luld Auction Collar Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_market_participant_position_message = Pref.bool("Show Market Participant Position Message", show.market_participant_position_message, "Parse and add Market Participant Position Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_message = Pref.bool("Show Message", show.message, "Parse and add Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_message_header = Pref.bool("Show Message Header", show.message_header, "Parse and add Message Header to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_mwcb_decline_level_message = Pref.bool("Show Mwcb Decline Level Message", show.mwcb_decline_level_message, "Parse and add Mwcb Decline Level Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_mwcb_status_level_message = Pref.bool("Show Mwcb Status Level Message", show.mwcb_status_level_message, "Parse and add Mwcb Status Level Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_net_order_imbalance_indicator_message = Pref.bool("Show Net Order Imbalance Indicator Message", show.net_order_imbalance_indicator_message, "Parse and add Net Order Imbalance Indicator Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_non_cross_trade_message = Pref.bool("Show Non Cross Trade Message", show.non_cross_trade_message, "Parse and add Non Cross Trade Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_order_cancel_message = Pref.bool("Show Order Cancel Message", show.order_cancel_message, "Parse and add Order Cancel Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_order_delete_message = Pref.bool("Show Order Delete Message", show.order_delete_message, "Parse and add Order Delete Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_order_executed_message = Pref.bool("Show Order Executed Message", show.order_executed_message, "Parse and add Order Executed Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_order_executed_with_price_message = Pref.bool("Show Order Executed With Price Message", show.order_executed_with_price_message, "Parse and add Order Executed With Price Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_order_replace_message = Pref.bool("Show Order Replace Message", show.order_replace_message, "Parse and add Order Replace Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_reg_sho_short_sale_price_test_restricted_indicator_message = Pref.bool("Show Reg Sho Short Sale Price Test Restricted Indicator Message", show.reg_sho_short_sale_price_test_restricted_indicator_message, "Parse and add Reg Sho Short Sale Price Test Restricted Indicator Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_retail_interest_message = Pref.bool("Show Retail Interest Message", show.retail_interest_message, "Parse and add Retail Interest Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_stock_directory_message = Pref.bool("Show Stock Directory Message", show.stock_directory_message, "Parse and add Stock Directory Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_stock_trading_action_message = Pref.bool("Show Stock Trading Action Message", show.stock_trading_action_message, "Parse and add Stock Trading Action Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_system_event_message = Pref.bool("Show System Event Message", show.system_event_message, "Parse and add System Event Message to protocol tree")
nasdaq_equities_totalview_itch_v5_0.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
-- Handle changed preferences
function nasdaq_equities_totalview_itch_v5_0.prefs_changed()
local changed = false
-- Check if show options have changed
if show.add_order_no_mpid_attribution_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_add_order_no_mpid_attribution_message then
show.add_order_no_mpid_attribution_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_add_order_no_mpid_attribution_message
changed = true
end
if show.add_order_with_mpid_attribution_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_add_order_with_mpid_attribution_message then
show.add_order_with_mpid_attribution_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_add_order_with_mpid_attribution_message
changed = true
end
if show.broken_trade_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_broken_trade_message then
show.broken_trade_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_broken_trade_message
changed = true
end
if show.cross_trade_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_cross_trade_message then
show.cross_trade_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_cross_trade_message
changed = true
end
if show.ipo_quoting_period_update ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_ipo_quoting_period_update then
show.ipo_quoting_period_update = nasdaq_equities_totalview_itch_v5_0.prefs.show_ipo_quoting_period_update
changed = true
end
if show.luld_auction_collar_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_luld_auction_collar_message then
show.luld_auction_collar_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_luld_auction_collar_message
changed = true
end
if show.market_participant_position_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_market_participant_position_message then
show.market_participant_position_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_market_participant_position_message
changed = true
end
if show.message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_message then
show.message = nasdaq_equities_totalview_itch_v5_0.prefs.show_message
changed = true
end
if show.message_header ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_message_header then
show.message_header = nasdaq_equities_totalview_itch_v5_0.prefs.show_message_header
changed = true
end
if show.mwcb_decline_level_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_mwcb_decline_level_message then
show.mwcb_decline_level_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_mwcb_decline_level_message
changed = true
end
if show.mwcb_status_level_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_mwcb_status_level_message then
show.mwcb_status_level_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_mwcb_status_level_message
changed = true
end
if show.net_order_imbalance_indicator_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_net_order_imbalance_indicator_message then
show.net_order_imbalance_indicator_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_net_order_imbalance_indicator_message
changed = true
end
if show.non_cross_trade_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_non_cross_trade_message then
show.non_cross_trade_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_non_cross_trade_message
changed = true
end
if show.order_cancel_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_order_cancel_message then
show.order_cancel_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_order_cancel_message
changed = true
end
if show.order_delete_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_order_delete_message then
show.order_delete_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_order_delete_message
changed = true
end
if show.order_executed_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_order_executed_message then
show.order_executed_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_order_executed_message
changed = true
end
if show.order_executed_with_price_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_order_executed_with_price_message then
show.order_executed_with_price_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_order_executed_with_price_message
changed = true
end
if show.order_replace_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_order_replace_message then
show.order_replace_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_order_replace_message
changed = true
end
if show.packet ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_packet then
show.packet = nasdaq_equities_totalview_itch_v5_0.prefs.show_packet
changed = true
end
if show.packet_header ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_packet_header then
show.packet_header = nasdaq_equities_totalview_itch_v5_0.prefs.show_packet_header
changed = true
end
if show.reg_sho_short_sale_price_test_restricted_indicator_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_reg_sho_short_sale_price_test_restricted_indicator_message then
show.reg_sho_short_sale_price_test_restricted_indicator_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_reg_sho_short_sale_price_test_restricted_indicator_message
changed = true
end
if show.retail_interest_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_retail_interest_message then
show.retail_interest_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_retail_interest_message
changed = true
end
if show.stock_directory_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_stock_directory_message then
show.stock_directory_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_stock_directory_message
changed = true
end
if show.stock_trading_action_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_stock_trading_action_message then
show.stock_trading_action_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_stock_trading_action_message
changed = true
end
if show.system_event_message ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_system_event_message then
show.system_event_message = nasdaq_equities_totalview_itch_v5_0.prefs.show_system_event_message
changed = true
end
if show.payload ~= nasdaq_equities_totalview_itch_v5_0.prefs.show_payload then
show.payload = nasdaq_equities_totalview_itch_v5_0.prefs.show_payload
changed = true
end
-- Reload on changed preference
if changed then
reload()
end
end
-----------------------------------------------------------------------
-- Protocol Functions
-----------------------------------------------------------------------
-- trim trailing spaces
trim_right_spaces = function(str)
local finish = str:len()
for i = 1, finish do
if str:byte(i) == 0x20 then
return str:sub(1, i - 1)
end
end
return str
end
-----------------------------------------------------------------------
-- Dissect Nasdaq Equities TotalView Itch 5.0
-----------------------------------------------------------------------
-- Size: Interest Flag
nasdaq_equities_totalview_itch_v5_0_size_of.interest_flag = 1
-- Display: Interest Flag
nasdaq_equities_totalview_itch_v5_0_display.interest_flag = function(value)
if value == "B" then
return "Interest Flag: Buy Side Rpi Orders Available (B)"
end
if value == "S" then
return "Interest Flag: Sell Side Rpi Orders Available (S)"
end
if value == "A" then
return "Interest Flag: Both Sides Rpi Orders Available (A)"
end
if value == "N" then
return "Interest Flag: No Rpi Orders Available (N)"
end
return "Interest Flag: Unknown("..value..")"
end
-- Dissect: Interest Flag
nasdaq_equities_totalview_itch_v5_0_dissect.interest_flag = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.interest_flag
local range = buffer(offset, length)
local value = range:string()
local display = nasdaq_equities_totalview_itch_v5_0_display.interest_flag(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.interest_flag, range, value, display)
return offset + length, value
end
-- Size: Stock
nasdaq_equities_totalview_itch_v5_0_size_of.stock = 8
-- Display: Stock
nasdaq_equities_totalview_itch_v5_0_display.stock = function(value)
return "Stock: "..value
end
-- Dissect: Stock
nasdaq_equities_totalview_itch_v5_0_dissect.stock = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.stock
local range = buffer(offset, length)
local value = trim_right_spaces(range:string())
local display = nasdaq_equities_totalview_itch_v5_0_display.stock(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.stock, range, value, display)
return offset + length, value
end
-- Size: Timestamp
nasdaq_equities_totalview_itch_v5_0_size_of.timestamp = 6
-- Display: Timestamp
nasdaq_equities_totalview_itch_v5_0_display.timestamp = function(value)
return "Timestamp: "..value
end
-- Dissect: Timestamp
nasdaq_equities_totalview_itch_v5_0_dissect.timestamp = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.timestamp
local range = buffer(offset, length)
local value = range:uint64()
local display = nasdaq_equities_totalview_itch_v5_0_display.timestamp(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.timestamp, range, value, display)
return offset + length, value
end
-- Size: Tracking Number
nasdaq_equities_totalview_itch_v5_0_size_of.tracking_number = 2
-- Display: Tracking Number
nasdaq_equities_totalview_itch_v5_0_display.tracking_number = function(value)
return "Tracking Number: "..value
end
-- Dissect: Tracking Number
nasdaq_equities_totalview_itch_v5_0_dissect.tracking_number = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.tracking_number
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_equities_totalview_itch_v5_0_display.tracking_number(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.tracking_number, range, value, display)
return offset + length, value
end
-- Size: Stock Locate
nasdaq_equities_totalview_itch_v5_0_size_of.stock_locate = 2
-- Display: Stock Locate
nasdaq_equities_totalview_itch_v5_0_display.stock_locate = function(value)
return "Stock Locate: "..value
end
-- Dissect: Stock Locate
nasdaq_equities_totalview_itch_v5_0_dissect.stock_locate = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.stock_locate
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_equities_totalview_itch_v5_0_display.stock_locate(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.stock_locate, range, value, display)
return offset + length, value
end
-- Calculate size of: Retail Interest Message
nasdaq_equities_totalview_itch_v5_0_size_of.retail_interest_message = function(buffer, offset)
local index = 0
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.stock_locate
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.tracking_number
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.timestamp
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.stock
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.interest_flag
return index
end
-- Display: Retail Interest Message
nasdaq_equities_totalview_itch_v5_0_display.retail_interest_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Retail Interest Message
nasdaq_equities_totalview_itch_v5_0_dissect.retail_interest_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Stock Locate: 2 Byte Unsigned Fixed Width Integer
index, stock_locate = nasdaq_equities_totalview_itch_v5_0_dissect.stock_locate(buffer, index, packet, parent)
-- Tracking Number: 2 Byte Unsigned Fixed Width Integer
index, tracking_number = nasdaq_equities_totalview_itch_v5_0_dissect.tracking_number(buffer, index, packet, parent)
-- Timestamp: 6 Byte Unsigned Fixed Width Integer
index, timestamp = nasdaq_equities_totalview_itch_v5_0_dissect.timestamp(buffer, index, packet, parent)
-- Stock: 8 Byte Ascii String
index, stock = nasdaq_equities_totalview_itch_v5_0_dissect.stock(buffer, index, packet, parent)
-- Interest Flag: 1 Byte Ascii String Enum with 4 values
index, interest_flag = nasdaq_equities_totalview_itch_v5_0_dissect.interest_flag(buffer, index, packet, parent)
return index
end
-- Dissect: Retail Interest Message
nasdaq_equities_totalview_itch_v5_0_dissect.retail_interest_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.retail_interest_message then
local length = nasdaq_equities_totalview_itch_v5_0_size_of.retail_interest_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_equities_totalview_itch_v5_0_display.retail_interest_message(buffer, packet, parent)
parent = parent:add(nasdaq_equities_totalview_itch_v5_0.fields.retail_interest_message, range, display)
end
return nasdaq_equities_totalview_itch_v5_0_dissect.retail_interest_message_fields(buffer, offset, packet, parent)
end
-- Size: Price Variation Indicator
nasdaq_equities_totalview_itch_v5_0_size_of.price_variation_indicator = 1
-- Display: Price Variation Indicator
nasdaq_equities_totalview_itch_v5_0_display.price_variation_indicator = function(value)
if value == "L" then
return "Price Variation Indicator: Less (L)"
end
if value == "1" then
return "Price Variation Indicator: 1 To 199 (1)"
end
if value == "2" then
return "Price Variation Indicator: 2 To 299 (2)"
end
if value == "3" then
return "Price Variation Indicator: 3 To 399 (3)"
end
if value == "4" then
return "Price Variation Indicator: 4 To 499 (4)"
end
if value == "5" then
return "Price Variation Indicator: 5 To 599 (5)"
end
if value == "6" then
return "Price Variation Indicator: 6 To 699 (6)"
end
if value == "7" then
return "Price Variation Indicator: 7 To 799 (7)"
end
if value == "8" then
return "Price Variation Indicator: 8 To 899 (8)"
end
if value == "9" then
return "Price Variation Indicator: 9 To 999 (9)"
end
if value == "A" then
return "Price Variation Indicator: 10 To 1999 (A)"
end
if value == "B" then
return "Price Variation Indicator: 20 To 2999 (B)"
end
if value == "C" then
return "Price Variation Indicator: 30 Or Greater (C)"
end
if value == " " then
return "Price Variation Indicator: No Calculation (<whitespace>)"
end
return "Price Variation Indicator: Unknown("..value..")"
end
-- Dissect: Price Variation Indicator
nasdaq_equities_totalview_itch_v5_0_dissect.price_variation_indicator = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.price_variation_indicator
local range = buffer(offset, length)
local value = range:string()
local display = nasdaq_equities_totalview_itch_v5_0_display.price_variation_indicator(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.price_variation_indicator, range, value, display)
return offset + length, value
end
-- Size: Cross Type
nasdaq_equities_totalview_itch_v5_0_size_of.cross_type = 1
-- Display: Cross Type
nasdaq_equities_totalview_itch_v5_0_display.cross_type = function(value)
if value == "O" then
return "Cross Type: Opening Cross (O)"
end
if value == "C" then
return "Cross Type: Closing Cross (C)"
end
if value == "H" then
return "Cross Type: Cross Halted Or Paused (H)"
end
if value == "I" then
return "Cross Type: Intraday Cross And Post Close Cross (I)"
end
return "Cross Type: Unknown("..value..")"
end
-- Dissect: Cross Type
nasdaq_equities_totalview_itch_v5_0_dissect.cross_type = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.cross_type
local range = buffer(offset, length)
local value = range:string()
local display = nasdaq_equities_totalview_itch_v5_0_display.cross_type(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.cross_type, range, value, display)
return offset + length, value
end
-- Size: Current Reference Price
nasdaq_equities_totalview_itch_v5_0_size_of.current_reference_price = 4
-- Display: Current Reference Price
nasdaq_equities_totalview_itch_v5_0_display.current_reference_price = function(value)
return "Current Reference Price: "..value
end
-- Translate: Current Reference Price
translate.current_reference_price = function(raw)
return raw/10000
end
-- Dissect: Current Reference Price
nasdaq_equities_totalview_itch_v5_0_dissect.current_reference_price = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.current_reference_price
local range = buffer(offset, length)
local raw = range:uint()
local value = translate.current_reference_price(raw)
local display = nasdaq_equities_totalview_itch_v5_0_display.current_reference_price(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.current_reference_price, range, value, display)
return offset + length, value
end
-- Size: Near Price
nasdaq_equities_totalview_itch_v5_0_size_of.near_price = 4
-- Display: Near Price
nasdaq_equities_totalview_itch_v5_0_display.near_price = function(value)
return "Near Price: "..value
end
-- Translate: Near Price
translate.near_price = function(raw)
return raw/10000
end
-- Dissect: Near Price
nasdaq_equities_totalview_itch_v5_0_dissect.near_price = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.near_price
local range = buffer(offset, length)
local raw = range:uint()
local value = translate.near_price(raw)
local display = nasdaq_equities_totalview_itch_v5_0_display.near_price(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.near_price, range, value, display)
return offset + length, value
end
-- Size: Far Price
nasdaq_equities_totalview_itch_v5_0_size_of.far_price = 4
-- Display: Far Price
nasdaq_equities_totalview_itch_v5_0_display.far_price = function(value)
return "Far Price: "..value
end
-- Translate: Far Price
translate.far_price = function(raw)
return raw/10000
end
-- Dissect: Far Price
nasdaq_equities_totalview_itch_v5_0_dissect.far_price = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.far_price
local range = buffer(offset, length)
local raw = range:uint()
local value = translate.far_price(raw)
local display = nasdaq_equities_totalview_itch_v5_0_display.far_price(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.far_price, range, value, display)
return offset + length, value
end
-- Size: Imbalance Direction
nasdaq_equities_totalview_itch_v5_0_size_of.imbalance_direction = 1
-- Display: Imbalance Direction
nasdaq_equities_totalview_itch_v5_0_display.imbalance_direction = function(value)
if value == "B" then
return "Imbalance Direction: Buy (B)"
end
if value == "S" then
return "Imbalance Direction: Sell (S)"
end
if value == "N" then
return "Imbalance Direction: No Imbalance (N)"
end
if value == "O" then
return "Imbalance Direction: Insufficient Orders (O)"
end
return "Imbalance Direction: Unknown("..value..")"
end
-- Dissect: Imbalance Direction
nasdaq_equities_totalview_itch_v5_0_dissect.imbalance_direction = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.imbalance_direction
local range = buffer(offset, length)
local value = range:string()
local display = nasdaq_equities_totalview_itch_v5_0_display.imbalance_direction(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.imbalance_direction, range, value, display)
return offset + length, value
end
-- Size: Imbalance Shares
nasdaq_equities_totalview_itch_v5_0_size_of.imbalance_shares = 8
-- Display: Imbalance Shares
nasdaq_equities_totalview_itch_v5_0_display.imbalance_shares = function(value)
return "Imbalance Shares: "..value
end
-- Dissect: Imbalance Shares
nasdaq_equities_totalview_itch_v5_0_dissect.imbalance_shares = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.imbalance_shares
local range = buffer(offset, length)
local value = range:uint64()
local display = nasdaq_equities_totalview_itch_v5_0_display.imbalance_shares(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.imbalance_shares, range, value, display)
return offset + length, value
end
-- Size: Paired Shares
nasdaq_equities_totalview_itch_v5_0_size_of.paired_shares = 8
-- Display: Paired Shares
nasdaq_equities_totalview_itch_v5_0_display.paired_shares = function(value)
return "Paired Shares: "..value
end
-- Dissect: Paired Shares
nasdaq_equities_totalview_itch_v5_0_dissect.paired_shares = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.paired_shares
local range = buffer(offset, length)
local value = range:uint64()
local display = nasdaq_equities_totalview_itch_v5_0_display.paired_shares(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.paired_shares, range, value, display)
return offset + length, value
end
-- Calculate size of: Net Order Imbalance Indicator Message
nasdaq_equities_totalview_itch_v5_0_size_of.net_order_imbalance_indicator_message = function(buffer, offset)
local index = 0
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.stock_locate
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.tracking_number
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.timestamp
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.paired_shares
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.imbalance_shares
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.imbalance_direction
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.stock
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.far_price
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.near_price
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.current_reference_price
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.cross_type
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.price_variation_indicator
return index
end
-- Display: Net Order Imbalance Indicator Message
nasdaq_equities_totalview_itch_v5_0_display.net_order_imbalance_indicator_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Net Order Imbalance Indicator Message
nasdaq_equities_totalview_itch_v5_0_dissect.net_order_imbalance_indicator_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Stock Locate: 2 Byte Unsigned Fixed Width Integer
index, stock_locate = nasdaq_equities_totalview_itch_v5_0_dissect.stock_locate(buffer, index, packet, parent)
-- Tracking Number: 2 Byte Unsigned Fixed Width Integer
index, tracking_number = nasdaq_equities_totalview_itch_v5_0_dissect.tracking_number(buffer, index, packet, parent)
-- Timestamp: 6 Byte Unsigned Fixed Width Integer
index, timestamp = nasdaq_equities_totalview_itch_v5_0_dissect.timestamp(buffer, index, packet, parent)
-- Paired Shares: 8 Byte Unsigned Fixed Width Integer
index, paired_shares = nasdaq_equities_totalview_itch_v5_0_dissect.paired_shares(buffer, index, packet, parent)
-- Imbalance Shares: 8 Byte Unsigned Fixed Width Integer
index, imbalance_shares = nasdaq_equities_totalview_itch_v5_0_dissect.imbalance_shares(buffer, index, packet, parent)
-- Imbalance Direction: 1 Byte Ascii String Enum with 4 values
index, imbalance_direction = nasdaq_equities_totalview_itch_v5_0_dissect.imbalance_direction(buffer, index, packet, parent)
-- Stock: 8 Byte Ascii String
index, stock = nasdaq_equities_totalview_itch_v5_0_dissect.stock(buffer, index, packet, parent)
-- Far Price: 4 Byte Unsigned Fixed Width Integer
index, far_price = nasdaq_equities_totalview_itch_v5_0_dissect.far_price(buffer, index, packet, parent)
-- Near Price: 4 Byte Unsigned Fixed Width Integer
index, near_price = nasdaq_equities_totalview_itch_v5_0_dissect.near_price(buffer, index, packet, parent)
-- Current Reference Price: 4 Byte Unsigned Fixed Width Integer
index, current_reference_price = nasdaq_equities_totalview_itch_v5_0_dissect.current_reference_price(buffer, index, packet, parent)
-- Cross Type: 1 Byte Ascii String Enum with 4 values
index, cross_type = nasdaq_equities_totalview_itch_v5_0_dissect.cross_type(buffer, index, packet, parent)
-- Price Variation Indicator: 1 Byte Ascii String Enum with 14 values
index, price_variation_indicator = nasdaq_equities_totalview_itch_v5_0_dissect.price_variation_indicator(buffer, index, packet, parent)
return index
end
-- Dissect: Net Order Imbalance Indicator Message
nasdaq_equities_totalview_itch_v5_0_dissect.net_order_imbalance_indicator_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.net_order_imbalance_indicator_message then
local length = nasdaq_equities_totalview_itch_v5_0_size_of.net_order_imbalance_indicator_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_equities_totalview_itch_v5_0_display.net_order_imbalance_indicator_message(buffer, packet, parent)
parent = parent:add(nasdaq_equities_totalview_itch_v5_0.fields.net_order_imbalance_indicator_message, range, display)
end
return nasdaq_equities_totalview_itch_v5_0_dissect.net_order_imbalance_indicator_message_fields(buffer, offset, packet, parent)
end
-- Size: Match Number
nasdaq_equities_totalview_itch_v5_0_size_of.match_number = 8
-- Display: Match Number
nasdaq_equities_totalview_itch_v5_0_display.match_number = function(value)
return "Match Number: "..value
end
-- Dissect: Match Number
nasdaq_equities_totalview_itch_v5_0_dissect.match_number = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.match_number
local range = buffer(offset, length)
local value = range:uint64()
local display = nasdaq_equities_totalview_itch_v5_0_display.match_number(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.match_number, range, value, display)
return offset + length, value
end
-- Calculate size of: Broken Trade Message
nasdaq_equities_totalview_itch_v5_0_size_of.broken_trade_message = function(buffer, offset)
local index = 0
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.stock_locate
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.tracking_number
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.timestamp
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.match_number
return index
end
-- Display: Broken Trade Message
nasdaq_equities_totalview_itch_v5_0_display.broken_trade_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Broken Trade Message
nasdaq_equities_totalview_itch_v5_0_dissect.broken_trade_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Stock Locate: 2 Byte Unsigned Fixed Width Integer
index, stock_locate = nasdaq_equities_totalview_itch_v5_0_dissect.stock_locate(buffer, index, packet, parent)
-- Tracking Number: 2 Byte Unsigned Fixed Width Integer
index, tracking_number = nasdaq_equities_totalview_itch_v5_0_dissect.tracking_number(buffer, index, packet, parent)
-- Timestamp: 6 Byte Unsigned Fixed Width Integer
index, timestamp = nasdaq_equities_totalview_itch_v5_0_dissect.timestamp(buffer, index, packet, parent)
-- Match Number: 8 Byte Unsigned Fixed Width Integer
index, match_number = nasdaq_equities_totalview_itch_v5_0_dissect.match_number(buffer, index, packet, parent)
return index
end
-- Dissect: Broken Trade Message
nasdaq_equities_totalview_itch_v5_0_dissect.broken_trade_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.broken_trade_message then
local length = nasdaq_equities_totalview_itch_v5_0_size_of.broken_trade_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_equities_totalview_itch_v5_0_display.broken_trade_message(buffer, packet, parent)
parent = parent:add(nasdaq_equities_totalview_itch_v5_0.fields.broken_trade_message, range, display)
end
return nasdaq_equities_totalview_itch_v5_0_dissect.broken_trade_message_fields(buffer, offset, packet, parent)
end
-- Size: Cross Price
nasdaq_equities_totalview_itch_v5_0_size_of.cross_price = 4
-- Display: Cross Price
nasdaq_equities_totalview_itch_v5_0_display.cross_price = function(value)
return "Cross Price: "..value
end
-- Translate: Cross Price
translate.cross_price = function(raw)
return raw/10000
end
-- Dissect: Cross Price
nasdaq_equities_totalview_itch_v5_0_dissect.cross_price = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.cross_price
local range = buffer(offset, length)
local raw = range:uint()
local value = translate.cross_price(raw)
local display = nasdaq_equities_totalview_itch_v5_0_display.cross_price(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.cross_price, range, value, display)
return offset + length, value
end
-- Size: Cross Shares
nasdaq_equities_totalview_itch_v5_0_size_of.cross_shares = 8
-- Display: Cross Shares
nasdaq_equities_totalview_itch_v5_0_display.cross_shares = function(value)
return "Cross Shares: "..value
end
-- Dissect: Cross Shares
nasdaq_equities_totalview_itch_v5_0_dissect.cross_shares = function(buffer, offset, packet, parent)
local length = nasdaq_equities_totalview_itch_v5_0_size_of.cross_shares
local range = buffer(offset, length)
local value = range:uint64()
local display = nasdaq_equities_totalview_itch_v5_0_display.cross_shares(value, buffer, offset, packet, parent)
parent:add(nasdaq_equities_totalview_itch_v5_0.fields.cross_shares, range, value, display)
return offset + length, value
end
-- Calculate size of: Cross Trade Message
nasdaq_equities_totalview_itch_v5_0_size_of.cross_trade_message = function(buffer, offset)
local index = 0
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.stock_locate
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.tracking_number
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.timestamp
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.cross_shares
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.stock
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.cross_price
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.match_number
index = index + nasdaq_equities_totalview_itch_v5_0_size_of.cross_type
return index
end
-- Display: Cross Trade Message
nasdaq_equities_totalview_itch_v5_0_display.cross_trade_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Cross Trade Message
nasdaq_equities_totalview_itch_v5_0_dissect.cross_trade_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Stock Locate: 2 Byte Unsigned Fixed Width Integer
index, stock_locate = nasdaq_equities_totalview_itch_v5_0_dissect.stock_locate(buffer, index, packet, parent)
-- Tracking Number: 2 Byte Unsigned Fixed Width Integer
index, tracking_number = nasdaq_equities_totalview_itch_v5_0_dissect.tracking_number(buffer, index, packet, parent)
-- Timestamp: 6 Byte Unsigned Fixed Width Integer
index, timestamp = nasdaq_equities_totalview_itch_v5_0_dissect.timestamp(buffer, index, packet, parent)
-- Cross Shares: 8 Byte Unsigned Fixed Width Integer
index, cross_shares = nasdaq_equities_totalview_itch_v5_0_dissect.cross_shares(buffer, index, packet, parent)
-- Stock: 8 Byte Ascii String
index, stock = nasdaq_equities_totalview_itch_v5_0_dissect.stock(buffer, index, packet, parent)
-- Cross Price: 4 Byte Unsigned Fixed Width Integer
index, cross_price = nasdaq_equities_totalview_itch_v5_0_dissect.cross_price(buffer, index, packet, parent)
-- Match Number: 8 Byte Unsigned Fixed Width Integer
index, match_number = nasdaq_equities_totalview_itch_v5_0_dissect.match_number(buffer, index, packet, parent)
-- Cross Type: 1 Byte Ascii String Enum with 4 values
index, cross_type = nasdaq_equities_totalview_itch_v5_0_dissect.cross_type(buffer, index, packet, parent)
return index
end