/
Nasdaq.Nom.Bono.Itch.v3.2.Script.Dissector.lua
2409 lines (1861 loc) · 94.1 KB
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Nasdaq.Nom.Bono.Itch.v3.2.Script.Dissector.lua
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-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Nasdaq Nom Bono Itch 3.2 Protocol
local nasdaq_nom_bono_itch_v3_2 = Proto("Nasdaq.Nom.Bono.Itch.v3.2.Lua", "Nasdaq Nom Bono Itch 3.2")
-- Component Tables
local show = {}
local format = {}
local nasdaq_nom_bono_itch_v3_2_display = {}
local nasdaq_nom_bono_itch_v3_2_dissect = {}
local nasdaq_nom_bono_itch_v3_2_size_of = {}
local verify = {}
local translate = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Nasdaq Nom Bono Itch 3.2 Fields
nasdaq_nom_bono_itch_v3_2.fields.ask_price_2 = ProtoField.new("Ask Price 2", "nasdaq.nom.bono.itch.v3.2.askprice2", ftypes.DOUBLE)
nasdaq_nom_bono_itch_v3_2.fields.ask_price_4 = ProtoField.new("Ask Price 4", "nasdaq.nom.bono.itch.v3.2.askprice4", ftypes.DOUBLE)
nasdaq_nom_bono_itch_v3_2.fields.ask_size_2 = ProtoField.new("Ask Size 2", "nasdaq.nom.bono.itch.v3.2.asksize2", ftypes.UINT16)
nasdaq_nom_bono_itch_v3_2.fields.ask_size_4 = ProtoField.new("Ask Size 4", "nasdaq.nom.bono.itch.v3.2.asksize4", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.bid_price_2 = ProtoField.new("Bid Price 2", "nasdaq.nom.bono.itch.v3.2.bidprice2", ftypes.DOUBLE)
nasdaq_nom_bono_itch_v3_2.fields.bid_price_4 = ProtoField.new("Bid Price 4", "nasdaq.nom.bono.itch.v3.2.bidprice4", ftypes.DOUBLE)
nasdaq_nom_bono_itch_v3_2.fields.bid_size_2 = ProtoField.new("Bid Size 2", "nasdaq.nom.bono.itch.v3.2.bidsize2", ftypes.UINT16)
nasdaq_nom_bono_itch_v3_2.fields.bid_size_4 = ProtoField.new("Bid Size 4", "nasdaq.nom.bono.itch.v3.2.bidsize4", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.broken_trade_report_message = ProtoField.new("Broken Trade Report Message", "nasdaq.nom.bono.itch.v3.2.brokentradereportmessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.count = ProtoField.new("Count", "nasdaq.nom.bono.itch.v3.2.count", ftypes.UINT16)
nasdaq_nom_bono_itch_v3_2.fields.cross_id = ProtoField.new("Cross Id", "nasdaq.nom.bono.itch.v3.2.crossid", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.current_trading_state = ProtoField.new("Current Trading State", "nasdaq.nom.bono.itch.v3.2.currenttradingstate", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.event_code = ProtoField.new("Event Code", "nasdaq.nom.bono.itch.v3.2.eventcode", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.expiration_day = ProtoField.new("Expiration Day", "nasdaq.nom.bono.itch.v3.2.expirationday", ftypes.UINT8)
nasdaq_nom_bono_itch_v3_2.fields.expiration_month = ProtoField.new("Expiration Month", "nasdaq.nom.bono.itch.v3.2.expirationmonth", ftypes.UINT8)
nasdaq_nom_bono_itch_v3_2.fields.expiration_year = ProtoField.new("Expiration Year", "nasdaq.nom.bono.itch.v3.2.expirationyear", ftypes.UINT8)
nasdaq_nom_bono_itch_v3_2.fields.length = ProtoField.new("Length", "nasdaq.nom.bono.itch.v3.2.length", ftypes.UINT16)
nasdaq_nom_bono_itch_v3_2.fields.long_best_ask_update_message = ProtoField.new("Long Best Ask Update Message", "nasdaq.nom.bono.itch.v3.2.longbestaskupdatemessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.long_best_bid_and_ask_update_message = ProtoField.new("Long Best Bid And Ask Update Message", "nasdaq.nom.bono.itch.v3.2.longbestbidandaskupdatemessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.long_best_bid_update_message = ProtoField.new("Long Best Bid Update Message", "nasdaq.nom.bono.itch.v3.2.longbestbidupdatemessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.message = ProtoField.new("Message", "nasdaq.nom.bono.itch.v3.2.message", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.message_header = ProtoField.new("Message Header", "nasdaq.nom.bono.itch.v3.2.messageheader", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.message_type = ProtoField.new("Message Type", "nasdaq.nom.bono.itch.v3.2.messagetype", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.mpv = ProtoField.new("Mpv", "nasdaq.nom.bono.itch.v3.2.mpv", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.nanoseconds = ProtoField.new("Nanoseconds", "nasdaq.nom.bono.itch.v3.2.nanoseconds", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.open_state = ProtoField.new("Open State", "nasdaq.nom.bono.itch.v3.2.openstate", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.option_closing_type = ProtoField.new("Option Closing Type", "nasdaq.nom.bono.itch.v3.2.optionclosingtype", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.option_id = ProtoField.new("Option Id", "nasdaq.nom.bono.itch.v3.2.optionid", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.option_type = ProtoField.new("Option Type", "nasdaq.nom.bono.itch.v3.2.optiontype", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.options_directory_message = ProtoField.new("Options Directory Message", "nasdaq.nom.bono.itch.v3.2.optionsdirectorymessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.original_cross_id = ProtoField.new("Original Cross Id", "nasdaq.nom.bono.itch.v3.2.originalcrossid", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.original_price = ProtoField.new("Original Price", "nasdaq.nom.bono.itch.v3.2.originalprice", ftypes.DOUBLE)
nasdaq_nom_bono_itch_v3_2.fields.original_volume = ProtoField.new("Original Volume", "nasdaq.nom.bono.itch.v3.2.originalvolume", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.packet = ProtoField.new("Packet", "nasdaq.nom.bono.itch.v3.2.packet", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.packet_header = ProtoField.new("Packet Header", "nasdaq.nom.bono.itch.v3.2.packetheader", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.payload = ProtoField.new("Payload", "nasdaq.nom.bono.itch.v3.2.payload", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.price_2 = ProtoField.new("Price 2", "nasdaq.nom.bono.itch.v3.2.price2", ftypes.DOUBLE)
nasdaq_nom_bono_itch_v3_2.fields.price_4 = ProtoField.new("Price 4", "nasdaq.nom.bono.itch.v3.2.price4", ftypes.DOUBLE)
nasdaq_nom_bono_itch_v3_2.fields.quote_condition = ProtoField.new("Quote Condition", "nasdaq.nom.bono.itch.v3.2.quotecondition", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.seconds = ProtoField.new("Seconds", "nasdaq.nom.bono.itch.v3.2.seconds", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.security_open_closed_message = ProtoField.new("Security Open Closed Message", "nasdaq.nom.bono.itch.v3.2.securityopenclosedmessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.security_symbol = ProtoField.new("Security Symbol", "nasdaq.nom.bono.itch.v3.2.securitysymbol", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.sequence = ProtoField.new("Sequence", "nasdaq.nom.bono.itch.v3.2.sequence", ftypes.UINT64)
nasdaq_nom_bono_itch_v3_2.fields.session = ProtoField.new("Session", "nasdaq.nom.bono.itch.v3.2.session", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.short_best_ask_update_message = ProtoField.new("Short Best Ask Update Message", "nasdaq.nom.bono.itch.v3.2.shortbestaskupdatemessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.short_best_bid_and_ask_update_message = ProtoField.new("Short Best Bid And Ask Update Message", "nasdaq.nom.bono.itch.v3.2.shortbestbidandaskupdatemessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.short_best_bid_update_message = ProtoField.new("Short Best Bid Update Message", "nasdaq.nom.bono.itch.v3.2.shortbestbidupdatemessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.size_2 = ProtoField.new("Size 2", "nasdaq.nom.bono.itch.v3.2.size2", ftypes.UINT16)
nasdaq_nom_bono_itch_v3_2.fields.size_4 = ProtoField.new("Size 4", "nasdaq.nom.bono.itch.v3.2.size4", ftypes.UINT32)
nasdaq_nom_bono_itch_v3_2.fields.source = ProtoField.new("Source", "nasdaq.nom.bono.itch.v3.2.source", ftypes.UINT8)
nasdaq_nom_bono_itch_v3_2.fields.strike_price = ProtoField.new("Strike Price", "nasdaq.nom.bono.itch.v3.2.strikeprice", ftypes.DOUBLE)
nasdaq_nom_bono_itch_v3_2.fields.subversion = ProtoField.new("Subversion", "nasdaq.nom.bono.itch.v3.2.subversion", ftypes.UINT8)
nasdaq_nom_bono_itch_v3_2.fields.system_event_message = ProtoField.new("System Event Message", "nasdaq.nom.bono.itch.v3.2.systemeventmessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.timestamp_message = ProtoField.new("Timestamp Message", "nasdaq.nom.bono.itch.v3.2.timestampmessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.tradable = ProtoField.new("Tradable", "nasdaq.nom.bono.itch.v3.2.tradable", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.trade_condition = ProtoField.new("Trade Condition", "nasdaq.nom.bono.itch.v3.2.tradecondition", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.trade_report_message = ProtoField.new("Trade Report Message", "nasdaq.nom.bono.itch.v3.2.tradereportmessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.trading_action_message = ProtoField.new("Trading Action Message", "nasdaq.nom.bono.itch.v3.2.tradingactionmessage", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.underlying_symbol = ProtoField.new("Underlying Symbol", "nasdaq.nom.bono.itch.v3.2.underlyingsymbol", ftypes.STRING)
nasdaq_nom_bono_itch_v3_2.fields.version = ProtoField.new("Version", "nasdaq.nom.bono.itch.v3.2.version", ftypes.UINT8)
nasdaq_nom_bono_itch_v3_2.fields.volume = ProtoField.new("Volume", "nasdaq.nom.bono.itch.v3.2.volume", ftypes.UINT32)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Nasdaq Nom Bono Itch 3.2 Element Dissection Options
show.broken_trade_report_message = true
show.long_best_ask_update_message = true
show.long_best_bid_and_ask_update_message = true
show.long_best_bid_update_message = true
show.message = true
show.message_header = true
show.options_directory_message = true
show.packet = true
show.packet_header = true
show.security_open_closed_message = true
show.short_best_ask_update_message = true
show.short_best_bid_and_ask_update_message = true
show.short_best_bid_update_message = true
show.system_event_message = true
show.timestamp_message = true
show.trade_report_message = true
show.trading_action_message = true
show.payload = false
-- Register Nasdaq Nom Bono Itch 3.2 Show Options
nasdaq_nom_bono_itch_v3_2.prefs.show_broken_trade_report_message = Pref.bool("Show Broken Trade Report Message", show.broken_trade_report_message, "Parse and add Broken Trade Report Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_ask_update_message = Pref.bool("Show Long Best Ask Update Message", show.long_best_ask_update_message, "Parse and add Long Best Ask Update Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_bid_and_ask_update_message = Pref.bool("Show Long Best Bid And Ask Update Message", show.long_best_bid_and_ask_update_message, "Parse and add Long Best Bid And Ask Update Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_bid_update_message = Pref.bool("Show Long Best Bid Update Message", show.long_best_bid_update_message, "Parse and add Long Best Bid Update Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_message = Pref.bool("Show Message", show.message, "Parse and add Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_message_header = Pref.bool("Show Message Header", show.message_header, "Parse and add Message Header to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_options_directory_message = Pref.bool("Show Options Directory Message", show.options_directory_message, "Parse and add Options Directory Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_security_open_closed_message = Pref.bool("Show Security Open Closed Message", show.security_open_closed_message, "Parse and add Security Open Closed Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_ask_update_message = Pref.bool("Show Short Best Ask Update Message", show.short_best_ask_update_message, "Parse and add Short Best Ask Update Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_bid_and_ask_update_message = Pref.bool("Show Short Best Bid And Ask Update Message", show.short_best_bid_and_ask_update_message, "Parse and add Short Best Bid And Ask Update Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_bid_update_message = Pref.bool("Show Short Best Bid Update Message", show.short_best_bid_update_message, "Parse and add Short Best Bid Update Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.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_nom_bono_itch_v3_2.prefs.show_timestamp_message = Pref.bool("Show Timestamp Message", show.timestamp_message, "Parse and add Timestamp Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_trade_report_message = Pref.bool("Show Trade Report Message", show.trade_report_message, "Parse and add Trade Report Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_trading_action_message = Pref.bool("Show Trading Action Message", show.trading_action_message, "Parse and add Trading Action Message to protocol tree")
nasdaq_nom_bono_itch_v3_2.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
-- Handle changed preferences
function nasdaq_nom_bono_itch_v3_2.prefs_changed()
local changed = false
-- Check if show options have changed
if show.broken_trade_report_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_broken_trade_report_message then
show.broken_trade_report_message = nasdaq_nom_bono_itch_v3_2.prefs.show_broken_trade_report_message
changed = true
end
if show.long_best_ask_update_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_ask_update_message then
show.long_best_ask_update_message = nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_ask_update_message
changed = true
end
if show.long_best_bid_and_ask_update_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_bid_and_ask_update_message then
show.long_best_bid_and_ask_update_message = nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_bid_and_ask_update_message
changed = true
end
if show.long_best_bid_update_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_bid_update_message then
show.long_best_bid_update_message = nasdaq_nom_bono_itch_v3_2.prefs.show_long_best_bid_update_message
changed = true
end
if show.message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_message then
show.message = nasdaq_nom_bono_itch_v3_2.prefs.show_message
changed = true
end
if show.message_header ~= nasdaq_nom_bono_itch_v3_2.prefs.show_message_header then
show.message_header = nasdaq_nom_bono_itch_v3_2.prefs.show_message_header
changed = true
end
if show.options_directory_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_options_directory_message then
show.options_directory_message = nasdaq_nom_bono_itch_v3_2.prefs.show_options_directory_message
changed = true
end
if show.packet ~= nasdaq_nom_bono_itch_v3_2.prefs.show_packet then
show.packet = nasdaq_nom_bono_itch_v3_2.prefs.show_packet
changed = true
end
if show.packet_header ~= nasdaq_nom_bono_itch_v3_2.prefs.show_packet_header then
show.packet_header = nasdaq_nom_bono_itch_v3_2.prefs.show_packet_header
changed = true
end
if show.security_open_closed_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_security_open_closed_message then
show.security_open_closed_message = nasdaq_nom_bono_itch_v3_2.prefs.show_security_open_closed_message
changed = true
end
if show.short_best_ask_update_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_ask_update_message then
show.short_best_ask_update_message = nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_ask_update_message
changed = true
end
if show.short_best_bid_and_ask_update_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_bid_and_ask_update_message then
show.short_best_bid_and_ask_update_message = nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_bid_and_ask_update_message
changed = true
end
if show.short_best_bid_update_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_bid_update_message then
show.short_best_bid_update_message = nasdaq_nom_bono_itch_v3_2.prefs.show_short_best_bid_update_message
changed = true
end
if show.system_event_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_system_event_message then
show.system_event_message = nasdaq_nom_bono_itch_v3_2.prefs.show_system_event_message
changed = true
end
if show.timestamp_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_timestamp_message then
show.timestamp_message = nasdaq_nom_bono_itch_v3_2.prefs.show_timestamp_message
changed = true
end
if show.trade_report_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_trade_report_message then
show.trade_report_message = nasdaq_nom_bono_itch_v3_2.prefs.show_trade_report_message
changed = true
end
if show.trading_action_message ~= nasdaq_nom_bono_itch_v3_2.prefs.show_trading_action_message then
show.trading_action_message = nasdaq_nom_bono_itch_v3_2.prefs.show_trading_action_message
changed = true
end
if show.payload ~= nasdaq_nom_bono_itch_v3_2.prefs.show_payload then
show.payload = nasdaq_nom_bono_itch_v3_2.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 Nom Bono Itch 3.2
-----------------------------------------------------------------------
-- Size: Original Volume
nasdaq_nom_bono_itch_v3_2_size_of.original_volume = 4
-- Display: Original Volume
nasdaq_nom_bono_itch_v3_2_display.original_volume = function(value)
return "Original Volume: "..value
end
-- Dissect: Original Volume
nasdaq_nom_bono_itch_v3_2_dissect.original_volume = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.original_volume
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.original_volume(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.original_volume, range, value, display)
return offset + length, value
end
-- Size: Original Price
nasdaq_nom_bono_itch_v3_2_size_of.original_price = 4
-- Display: Original Price
nasdaq_nom_bono_itch_v3_2_display.original_price = function(value)
return "Original Price: "..value
end
-- Translate: Original Price
translate.original_price = function(raw)
return raw/10000
end
-- Dissect: Original Price
nasdaq_nom_bono_itch_v3_2_dissect.original_price = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.original_price
local range = buffer(offset, length)
local raw = range:int()
local value = translate.original_price(raw)
local display = nasdaq_nom_bono_itch_v3_2_display.original_price(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.original_price, range, value, display)
return offset + length, value
end
-- Size: Original Cross Id
nasdaq_nom_bono_itch_v3_2_size_of.original_cross_id = 4
-- Display: Original Cross Id
nasdaq_nom_bono_itch_v3_2_display.original_cross_id = function(value)
return "Original Cross Id: "..value
end
-- Dissect: Original Cross Id
nasdaq_nom_bono_itch_v3_2_dissect.original_cross_id = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.original_cross_id
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.original_cross_id(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.original_cross_id, range, value, display)
return offset + length, value
end
-- Size: Option Id
nasdaq_nom_bono_itch_v3_2_size_of.option_id = 4
-- Display: Option Id
nasdaq_nom_bono_itch_v3_2_display.option_id = function(value)
return "Option Id: "..value
end
-- Dissect: Option Id
nasdaq_nom_bono_itch_v3_2_dissect.option_id = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.option_id
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.option_id(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.option_id, range, value, display)
return offset + length, value
end
-- Size: Nanoseconds
nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds = 4
-- Display: Nanoseconds
nasdaq_nom_bono_itch_v3_2_display.nanoseconds = function(value)
return "Nanoseconds: "..value
end
-- Dissect: Nanoseconds
nasdaq_nom_bono_itch_v3_2_dissect.nanoseconds = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.nanoseconds(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.nanoseconds, range, value, display)
return offset + length, value
end
-- Calculate size of: Broken Trade Report Message
nasdaq_nom_bono_itch_v3_2_size_of.broken_trade_report_message = function(buffer, offset)
local index = 0
index = index + nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds
index = index + nasdaq_nom_bono_itch_v3_2_size_of.option_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.original_cross_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.original_price
index = index + nasdaq_nom_bono_itch_v3_2_size_of.original_volume
return index
end
-- Display: Broken Trade Report Message
nasdaq_nom_bono_itch_v3_2_display.broken_trade_report_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Broken Trade Report Message
nasdaq_nom_bono_itch_v3_2_dissect.broken_trade_report_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Nanoseconds: 4 Byte Unsigned Fixed Width Integer
index, nanoseconds = nasdaq_nom_bono_itch_v3_2_dissect.nanoseconds(buffer, index, packet, parent)
-- Option Id: 4 Byte Unsigned Fixed Width Integer
index, option_id = nasdaq_nom_bono_itch_v3_2_dissect.option_id(buffer, index, packet, parent)
-- Original Cross Id: 4 Byte Unsigned Fixed Width Integer
index, original_cross_id = nasdaq_nom_bono_itch_v3_2_dissect.original_cross_id(buffer, index, packet, parent)
-- Original Price: 4 Byte Signed Fixed Width Integer
index, original_price = nasdaq_nom_bono_itch_v3_2_dissect.original_price(buffer, index, packet, parent)
-- Original Volume: 4 Byte Unsigned Fixed Width Integer
index, original_volume = nasdaq_nom_bono_itch_v3_2_dissect.original_volume(buffer, index, packet, parent)
return index
end
-- Dissect: Broken Trade Report Message
nasdaq_nom_bono_itch_v3_2_dissect.broken_trade_report_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.broken_trade_report_message then
local length = nasdaq_nom_bono_itch_v3_2_size_of.broken_trade_report_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_nom_bono_itch_v3_2_display.broken_trade_report_message(buffer, packet, parent)
parent = parent:add(nasdaq_nom_bono_itch_v3_2.fields.broken_trade_report_message, range, display)
end
return nasdaq_nom_bono_itch_v3_2_dissect.broken_trade_report_message_fields(buffer, offset, packet, parent)
end
-- Size: Volume
nasdaq_nom_bono_itch_v3_2_size_of.volume = 4
-- Display: Volume
nasdaq_nom_bono_itch_v3_2_display.volume = function(value)
return "Volume: "..value
end
-- Dissect: Volume
nasdaq_nom_bono_itch_v3_2_dissect.volume = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.volume
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.volume(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.volume, range, value, display)
return offset + length, value
end
-- Size: Price 4
nasdaq_nom_bono_itch_v3_2_size_of.price_4 = 4
-- Display: Price 4
nasdaq_nom_bono_itch_v3_2_display.price_4 = function(value)
return "Price 4: "..value
end
-- Translate: Price 4
translate.price_4 = function(raw)
return raw/10000
end
-- Dissect: Price 4
nasdaq_nom_bono_itch_v3_2_dissect.price_4 = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.price_4
local range = buffer(offset, length)
local raw = range:int()
local value = translate.price_4(raw)
local display = nasdaq_nom_bono_itch_v3_2_display.price_4(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.price_4, range, value, display)
return offset + length, value
end
-- Size: Trade Condition
nasdaq_nom_bono_itch_v3_2_size_of.trade_condition = 1
-- Display: Trade Condition
nasdaq_nom_bono_itch_v3_2_display.trade_condition = function(value)
return "Trade Condition: "..value
end
-- Dissect: Trade Condition
nasdaq_nom_bono_itch_v3_2_dissect.trade_condition = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.trade_condition
local range = buffer(offset, length)
local value = range:string()
local display = nasdaq_nom_bono_itch_v3_2_display.trade_condition(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.trade_condition, range, value, display)
return offset + length, value
end
-- Size: Cross Id
nasdaq_nom_bono_itch_v3_2_size_of.cross_id = 4
-- Display: Cross Id
nasdaq_nom_bono_itch_v3_2_display.cross_id = function(value)
return "Cross Id: "..value
end
-- Dissect: Cross Id
nasdaq_nom_bono_itch_v3_2_dissect.cross_id = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.cross_id
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.cross_id(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.cross_id, range, value, display)
return offset + length, value
end
-- Calculate size of: Trade Report Message
nasdaq_nom_bono_itch_v3_2_size_of.trade_report_message = function(buffer, offset)
local index = 0
index = index + nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds
index = index + nasdaq_nom_bono_itch_v3_2_size_of.option_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.cross_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.trade_condition
index = index + nasdaq_nom_bono_itch_v3_2_size_of.price_4
index = index + nasdaq_nom_bono_itch_v3_2_size_of.volume
return index
end
-- Display: Trade Report Message
nasdaq_nom_bono_itch_v3_2_display.trade_report_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Trade Report Message
nasdaq_nom_bono_itch_v3_2_dissect.trade_report_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Nanoseconds: 4 Byte Unsigned Fixed Width Integer
index, nanoseconds = nasdaq_nom_bono_itch_v3_2_dissect.nanoseconds(buffer, index, packet, parent)
-- Option Id: 4 Byte Unsigned Fixed Width Integer
index, option_id = nasdaq_nom_bono_itch_v3_2_dissect.option_id(buffer, index, packet, parent)
-- Cross Id: 4 Byte Unsigned Fixed Width Integer
index, cross_id = nasdaq_nom_bono_itch_v3_2_dissect.cross_id(buffer, index, packet, parent)
-- Trade Condition: 1 Byte Ascii String
index, trade_condition = nasdaq_nom_bono_itch_v3_2_dissect.trade_condition(buffer, index, packet, parent)
-- Price 4: 4 Byte Signed Fixed Width Integer
index, price_4 = nasdaq_nom_bono_itch_v3_2_dissect.price_4(buffer, index, packet, parent)
-- Volume: 4 Byte Unsigned Fixed Width Integer
index, volume = nasdaq_nom_bono_itch_v3_2_dissect.volume(buffer, index, packet, parent)
return index
end
-- Dissect: Trade Report Message
nasdaq_nom_bono_itch_v3_2_dissect.trade_report_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.trade_report_message then
local length = nasdaq_nom_bono_itch_v3_2_size_of.trade_report_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_nom_bono_itch_v3_2_display.trade_report_message(buffer, packet, parent)
parent = parent:add(nasdaq_nom_bono_itch_v3_2.fields.trade_report_message, range, display)
end
return nasdaq_nom_bono_itch_v3_2_dissect.trade_report_message_fields(buffer, offset, packet, parent)
end
-- Size: Size 4
nasdaq_nom_bono_itch_v3_2_size_of.size_4 = 4
-- Display: Size 4
nasdaq_nom_bono_itch_v3_2_display.size_4 = function(value)
return "Size 4: "..value
end
-- Dissect: Size 4
nasdaq_nom_bono_itch_v3_2_dissect.size_4 = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.size_4
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.size_4(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.size_4, range, value, display)
return offset + length, value
end
-- Size: Quote Condition
nasdaq_nom_bono_itch_v3_2_size_of.quote_condition = 1
-- Display: Quote Condition
nasdaq_nom_bono_itch_v3_2_display.quote_condition = function(value)
if value == "" then
return "Quote Condition: Regular Quoteautox Eligible (<whitespace>)"
end
if value == "R" then
return "Quote Condition: Rotational Quote (R)"
end
if value == "X" then
return "Quote Condition: Bid Side Firm (X)"
end
if value == "Y" then
return "Quote Condition: Ask Side Firm (Y)"
end
return "Quote Condition: Unknown("..value..")"
end
-- Dissect: Quote Condition
nasdaq_nom_bono_itch_v3_2_dissect.quote_condition = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.quote_condition
local range = buffer(offset, length)
local value = range:string()
local display = nasdaq_nom_bono_itch_v3_2_display.quote_condition(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.quote_condition, range, value, display)
return offset + length, value
end
-- Calculate size of: Long Best Bid Update Message
nasdaq_nom_bono_itch_v3_2_size_of.long_best_bid_update_message = function(buffer, offset)
local index = 0
index = index + nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds
index = index + nasdaq_nom_bono_itch_v3_2_size_of.option_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.quote_condition
index = index + nasdaq_nom_bono_itch_v3_2_size_of.price_4
index = index + nasdaq_nom_bono_itch_v3_2_size_of.size_4
return index
end
-- Display: Long Best Bid Update Message
nasdaq_nom_bono_itch_v3_2_display.long_best_bid_update_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Long Best Bid Update Message
nasdaq_nom_bono_itch_v3_2_dissect.long_best_bid_update_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Nanoseconds: 4 Byte Unsigned Fixed Width Integer
index, nanoseconds = nasdaq_nom_bono_itch_v3_2_dissect.nanoseconds(buffer, index, packet, parent)
-- Option Id: 4 Byte Unsigned Fixed Width Integer
index, option_id = nasdaq_nom_bono_itch_v3_2_dissect.option_id(buffer, index, packet, parent)
-- Quote Condition: 1 Byte Ascii String Enum with 4 values
index, quote_condition = nasdaq_nom_bono_itch_v3_2_dissect.quote_condition(buffer, index, packet, parent)
-- Price 4: 4 Byte Signed Fixed Width Integer
index, price_4 = nasdaq_nom_bono_itch_v3_2_dissect.price_4(buffer, index, packet, parent)
-- Size 4: 4 Byte Unsigned Fixed Width Integer
index, size_4 = nasdaq_nom_bono_itch_v3_2_dissect.size_4(buffer, index, packet, parent)
return index
end
-- Dissect: Long Best Bid Update Message
nasdaq_nom_bono_itch_v3_2_dissect.long_best_bid_update_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.long_best_bid_update_message then
local length = nasdaq_nom_bono_itch_v3_2_size_of.long_best_bid_update_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_nom_bono_itch_v3_2_display.long_best_bid_update_message(buffer, packet, parent)
parent = parent:add(nasdaq_nom_bono_itch_v3_2.fields.long_best_bid_update_message, range, display)
end
return nasdaq_nom_bono_itch_v3_2_dissect.long_best_bid_update_message_fields(buffer, offset, packet, parent)
end
-- Calculate size of: Long Best Ask Update Message
nasdaq_nom_bono_itch_v3_2_size_of.long_best_ask_update_message = function(buffer, offset)
local index = 0
index = index + nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds
index = index + nasdaq_nom_bono_itch_v3_2_size_of.option_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.quote_condition
index = index + nasdaq_nom_bono_itch_v3_2_size_of.price_4
index = index + nasdaq_nom_bono_itch_v3_2_size_of.size_4
return index
end
-- Display: Long Best Ask Update Message
nasdaq_nom_bono_itch_v3_2_display.long_best_ask_update_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Long Best Ask Update Message
nasdaq_nom_bono_itch_v3_2_dissect.long_best_ask_update_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Nanoseconds: 4 Byte Unsigned Fixed Width Integer
index, nanoseconds = nasdaq_nom_bono_itch_v3_2_dissect.nanoseconds(buffer, index, packet, parent)
-- Option Id: 4 Byte Unsigned Fixed Width Integer
index, option_id = nasdaq_nom_bono_itch_v3_2_dissect.option_id(buffer, index, packet, parent)
-- Quote Condition: 1 Byte Ascii String Enum with 4 values
index, quote_condition = nasdaq_nom_bono_itch_v3_2_dissect.quote_condition(buffer, index, packet, parent)
-- Price 4: 4 Byte Signed Fixed Width Integer
index, price_4 = nasdaq_nom_bono_itch_v3_2_dissect.price_4(buffer, index, packet, parent)
-- Size 4: 4 Byte Unsigned Fixed Width Integer
index, size_4 = nasdaq_nom_bono_itch_v3_2_dissect.size_4(buffer, index, packet, parent)
return index
end
-- Dissect: Long Best Ask Update Message
nasdaq_nom_bono_itch_v3_2_dissect.long_best_ask_update_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.long_best_ask_update_message then
local length = nasdaq_nom_bono_itch_v3_2_size_of.long_best_ask_update_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_nom_bono_itch_v3_2_display.long_best_ask_update_message(buffer, packet, parent)
parent = parent:add(nasdaq_nom_bono_itch_v3_2.fields.long_best_ask_update_message, range, display)
end
return nasdaq_nom_bono_itch_v3_2_dissect.long_best_ask_update_message_fields(buffer, offset, packet, parent)
end
-- Size: Size 2
nasdaq_nom_bono_itch_v3_2_size_of.size_2 = 2
-- Display: Size 2
nasdaq_nom_bono_itch_v3_2_display.size_2 = function(value)
return "Size 2: "..value
end
-- Dissect: Size 2
nasdaq_nom_bono_itch_v3_2_dissect.size_2 = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.size_2
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.size_2(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.size_2, range, value, display)
return offset + length, value
end
-- Size: Price 2
nasdaq_nom_bono_itch_v3_2_size_of.price_2 = 2
-- Display: Price 2
nasdaq_nom_bono_itch_v3_2_display.price_2 = function(value)
return "Price 2: "..value
end
-- Translate: Price 2
translate.price_2 = function(raw)
return raw/100
end
-- Dissect: Price 2
nasdaq_nom_bono_itch_v3_2_dissect.price_2 = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.price_2
local range = buffer(offset, length)
local raw = range:int()
local value = translate.price_2(raw)
local display = nasdaq_nom_bono_itch_v3_2_display.price_2(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.price_2, range, value, display)
return offset + length, value
end
-- Calculate size of: Short Best Bid Update Message
nasdaq_nom_bono_itch_v3_2_size_of.short_best_bid_update_message = function(buffer, offset)
local index = 0
index = index + nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds
index = index + nasdaq_nom_bono_itch_v3_2_size_of.option_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.quote_condition
index = index + nasdaq_nom_bono_itch_v3_2_size_of.price_2
index = index + nasdaq_nom_bono_itch_v3_2_size_of.size_2
return index
end
-- Display: Short Best Bid Update Message
nasdaq_nom_bono_itch_v3_2_display.short_best_bid_update_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Short Best Bid Update Message
nasdaq_nom_bono_itch_v3_2_dissect.short_best_bid_update_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Nanoseconds: 4 Byte Unsigned Fixed Width Integer
index, nanoseconds = nasdaq_nom_bono_itch_v3_2_dissect.nanoseconds(buffer, index, packet, parent)
-- Option Id: 4 Byte Unsigned Fixed Width Integer
index, option_id = nasdaq_nom_bono_itch_v3_2_dissect.option_id(buffer, index, packet, parent)
-- Quote Condition: 1 Byte Ascii String Enum with 4 values
index, quote_condition = nasdaq_nom_bono_itch_v3_2_dissect.quote_condition(buffer, index, packet, parent)
-- Price 2: 2 Byte Signed Fixed Width Integer
index, price_2 = nasdaq_nom_bono_itch_v3_2_dissect.price_2(buffer, index, packet, parent)
-- Size 2: 2 Byte Unsigned Fixed Width Integer
index, size_2 = nasdaq_nom_bono_itch_v3_2_dissect.size_2(buffer, index, packet, parent)
return index
end
-- Dissect: Short Best Bid Update Message
nasdaq_nom_bono_itch_v3_2_dissect.short_best_bid_update_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.short_best_bid_update_message then
local length = nasdaq_nom_bono_itch_v3_2_size_of.short_best_bid_update_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_nom_bono_itch_v3_2_display.short_best_bid_update_message(buffer, packet, parent)
parent = parent:add(nasdaq_nom_bono_itch_v3_2.fields.short_best_bid_update_message, range, display)
end
return nasdaq_nom_bono_itch_v3_2_dissect.short_best_bid_update_message_fields(buffer, offset, packet, parent)
end
-- Calculate size of: Short Best Ask Update Message
nasdaq_nom_bono_itch_v3_2_size_of.short_best_ask_update_message = function(buffer, offset)
local index = 0
index = index + nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds
index = index + nasdaq_nom_bono_itch_v3_2_size_of.option_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.quote_condition
index = index + nasdaq_nom_bono_itch_v3_2_size_of.price_2
index = index + nasdaq_nom_bono_itch_v3_2_size_of.size_2
return index
end
-- Display: Short Best Ask Update Message
nasdaq_nom_bono_itch_v3_2_display.short_best_ask_update_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Short Best Ask Update Message
nasdaq_nom_bono_itch_v3_2_dissect.short_best_ask_update_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Nanoseconds: 4 Byte Unsigned Fixed Width Integer
index, nanoseconds = nasdaq_nom_bono_itch_v3_2_dissect.nanoseconds(buffer, index, packet, parent)
-- Option Id: 4 Byte Unsigned Fixed Width Integer
index, option_id = nasdaq_nom_bono_itch_v3_2_dissect.option_id(buffer, index, packet, parent)
-- Quote Condition: 1 Byte Ascii String Enum with 4 values
index, quote_condition = nasdaq_nom_bono_itch_v3_2_dissect.quote_condition(buffer, index, packet, parent)
-- Price 2: 2 Byte Signed Fixed Width Integer
index, price_2 = nasdaq_nom_bono_itch_v3_2_dissect.price_2(buffer, index, packet, parent)
-- Size 2: 2 Byte Unsigned Fixed Width Integer
index, size_2 = nasdaq_nom_bono_itch_v3_2_dissect.size_2(buffer, index, packet, parent)
return index
end
-- Dissect: Short Best Ask Update Message
nasdaq_nom_bono_itch_v3_2_dissect.short_best_ask_update_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.short_best_ask_update_message then
local length = nasdaq_nom_bono_itch_v3_2_size_of.short_best_ask_update_message(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_nom_bono_itch_v3_2_display.short_best_ask_update_message(buffer, packet, parent)
parent = parent:add(nasdaq_nom_bono_itch_v3_2.fields.short_best_ask_update_message, range, display)
end
return nasdaq_nom_bono_itch_v3_2_dissect.short_best_ask_update_message_fields(buffer, offset, packet, parent)
end
-- Size: Ask Size 4
nasdaq_nom_bono_itch_v3_2_size_of.ask_size_4 = 4
-- Display: Ask Size 4
nasdaq_nom_bono_itch_v3_2_display.ask_size_4 = function(value)
return "Ask Size 4: "..value
end
-- Dissect: Ask Size 4
nasdaq_nom_bono_itch_v3_2_dissect.ask_size_4 = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.ask_size_4
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.ask_size_4(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.ask_size_4, range, value, display)
return offset + length, value
end
-- Size: Ask Price 4
nasdaq_nom_bono_itch_v3_2_size_of.ask_price_4 = 4
-- Display: Ask Price 4
nasdaq_nom_bono_itch_v3_2_display.ask_price_4 = function(value)
return "Ask Price 4: "..value
end
-- Translate: Ask Price 4
translate.ask_price_4 = function(raw)
return raw/10000
end
-- Dissect: Ask Price 4
nasdaq_nom_bono_itch_v3_2_dissect.ask_price_4 = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.ask_price_4
local range = buffer(offset, length)
local raw = range:int()
local value = translate.ask_price_4(raw)
local display = nasdaq_nom_bono_itch_v3_2_display.ask_price_4(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.ask_price_4, range, value, display)
return offset + length, value
end
-- Size: Bid Size 4
nasdaq_nom_bono_itch_v3_2_size_of.bid_size_4 = 4
-- Display: Bid Size 4
nasdaq_nom_bono_itch_v3_2_display.bid_size_4 = function(value)
return "Bid Size 4: "..value
end
-- Dissect: Bid Size 4
nasdaq_nom_bono_itch_v3_2_dissect.bid_size_4 = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.bid_size_4
local range = buffer(offset, length)
local value = range:uint()
local display = nasdaq_nom_bono_itch_v3_2_display.bid_size_4(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.bid_size_4, range, value, display)
return offset + length, value
end
-- Size: Bid Price 4
nasdaq_nom_bono_itch_v3_2_size_of.bid_price_4 = 4
-- Display: Bid Price 4
nasdaq_nom_bono_itch_v3_2_display.bid_price_4 = function(value)
return "Bid Price 4: "..value
end
-- Translate: Bid Price 4
translate.bid_price_4 = function(raw)
return raw/10000
end
-- Dissect: Bid Price 4
nasdaq_nom_bono_itch_v3_2_dissect.bid_price_4 = function(buffer, offset, packet, parent)
local length = nasdaq_nom_bono_itch_v3_2_size_of.bid_price_4
local range = buffer(offset, length)
local raw = range:int()
local value = translate.bid_price_4(raw)
local display = nasdaq_nom_bono_itch_v3_2_display.bid_price_4(value, buffer, offset, packet, parent)
parent:add(nasdaq_nom_bono_itch_v3_2.fields.bid_price_4, range, value, display)
return offset + length, value
end
-- Calculate size of: Long Best Bid And Ask Update Message
nasdaq_nom_bono_itch_v3_2_size_of.long_best_bid_and_ask_update_message = function(buffer, offset)
local index = 0
index = index + nasdaq_nom_bono_itch_v3_2_size_of.nanoseconds
index = index + nasdaq_nom_bono_itch_v3_2_size_of.option_id
index = index + nasdaq_nom_bono_itch_v3_2_size_of.quote_condition
index = index + nasdaq_nom_bono_itch_v3_2_size_of.bid_price_4
index = index + nasdaq_nom_bono_itch_v3_2_size_of.bid_size_4
index = index + nasdaq_nom_bono_itch_v3_2_size_of.ask_price_4
index = index + nasdaq_nom_bono_itch_v3_2_size_of.ask_size_4
return index
end
-- Display: Long Best Bid And Ask Update Message
nasdaq_nom_bono_itch_v3_2_display.long_best_bid_and_ask_update_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Long Best Bid And Ask Update Message
nasdaq_nom_bono_itch_v3_2_dissect.long_best_bid_and_ask_update_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Nanoseconds: 4 Byte Unsigned Fixed Width Integer
index, nanoseconds = nasdaq_nom_bono_itch_v3_2_dissect.nanoseconds(buffer, index, packet, parent)
-- Option Id: 4 Byte Unsigned Fixed Width Integer