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Nyse.Amex.Equities.OpenBook.Ultra.v2.1.b.Script.Dissector.lua
1480 lines (1138 loc) · 64.2 KB
/
Nyse.Amex.Equities.OpenBook.Ultra.v2.1.b.Script.Dissector.lua
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-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Nyse Amex Equities OpenBook Ultra 2.1.b Protocol
local nyse_amex_equities_openbook_ultra_v2_1_b = Proto("Nyse.Amex.Equities.OpenBook.Ultra.v2.1.b.Lua", "Nyse Amex Equities OpenBook Ultra 2.1.b")
-- Component Tables
local show = {}
local format = {}
local nyse_amex_equities_openbook_ultra_v2_1_b_display = {}
local nyse_amex_equities_openbook_ultra_v2_1_b_dissect = {}
local nyse_amex_equities_openbook_ultra_v2_1_b_size_of = {}
local verify = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Nyse Amex Equities OpenBook Ultra 2.1.b Fields
nyse_amex_equities_openbook_ultra_v2_1_b.fields.chg_qty = ProtoField.new("Chg Qty", "nyse.amex.equities.openbook.ultra.v2.1.b.chgqty", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.delta_price_point = ProtoField.new("Delta Price Point", "nyse.amex.equities.openbook.ultra.v2.1.b.deltapricepoint", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.delta_size = ProtoField.new("Delta Size", "nyse.amex.equities.openbook.ultra.v2.1.b.deltasize", ftypes.INT16)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.delta_update_message = ProtoField.new("Delta Update Message", "nyse.amex.equities.openbook.ultra.v2.1.b.deltaupdatemessage", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.delta_update_messages = ProtoField.new("Delta Update Messages", "nyse.amex.equities.openbook.ultra.v2.1.b.deltaupdatemessages", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.full_price_point = ProtoField.new("Full Price Point", "nyse.amex.equities.openbook.ultra.v2.1.b.fullpricepoint", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.full_update_message = ProtoField.new("Full Update Message", "nyse.amex.equities.openbook.ultra.v2.1.b.fullupdatemessage", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.full_update_messages = ProtoField.new("Full Update Messages", "nyse.amex.equities.openbook.ultra.v2.1.b.fullupdatemessages", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.link_flag = ProtoField.new("Link Flag", "nyse.amex.equities.openbook.ultra.v2.1.b.linkflag", ftypes.UINT8)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.link_id_1 = ProtoField.new("Link Id 1", "nyse.amex.equities.openbook.ultra.v2.1.b.linkid1", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.link_id_2 = ProtoField.new("Link Id 2", "nyse.amex.equities.openbook.ultra.v2.1.b.linkid2", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.link_id_3 = ProtoField.new("Link Id 3", "nyse.amex.equities.openbook.ultra.v2.1.b.linkid3", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.message_count = ProtoField.new("Message Count", "nyse.amex.equities.openbook.ultra.v2.1.b.messagecount", ftypes.UINT8)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.message_type = ProtoField.new("Message Type", "nyse.amex.equities.openbook.ultra.v2.1.b.messagetype", ftypes.UINT16)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.mpv = ProtoField.new("Mpv", "nyse.amex.equities.openbook.ultra.v2.1.b.mpv", ftypes.INT16)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.next_sequence_number = ProtoField.new("Next Sequence Number", "nyse.amex.equities.openbook.ultra.v2.1.b.nextsequencenumber", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.num_orders = ProtoField.new("Num Orders", "nyse.amex.equities.openbook.ultra.v2.1.b.numorders", ftypes.INT16)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.packet = ProtoField.new("Packet", "nyse.amex.equities.openbook.ultra.v2.1.b.packet", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.packet_header = ProtoField.new("Packet Header", "nyse.amex.equities.openbook.ultra.v2.1.b.packetheader", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.packet_size = ProtoField.new("Packet Size", "nyse.amex.equities.openbook.ultra.v2.1.b.packetsize", ftypes.UINT16)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.payload = ProtoField.new("Payload", "nyse.amex.equities.openbook.ultra.v2.1.b.payload", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.price_numerator = ProtoField.new("Price Numerator", "nyse.amex.equities.openbook.ultra.v2.1.b.pricenumerator", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.price_scale_code = ProtoField.new("Price Scale Code", "nyse.amex.equities.openbook.ultra.v2.1.b.pricescalecode", ftypes.INT8)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.product_id = ProtoField.new("Product Id", "nyse.amex.equities.openbook.ultra.v2.1.b.productid", ftypes.UINT8)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.quote_condition = ProtoField.new("Quote Condition", "nyse.amex.equities.openbook.ultra.v2.1.b.quotecondition", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.reason_code = ProtoField.new("Reason Code", "nyse.amex.equities.openbook.ultra.v2.1.b.reasoncode", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.reserved_1 = ProtoField.new("Reserved 1", "nyse.amex.equities.openbook.ultra.v2.1.b.reserved1", ftypes.BYTES)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.retransmission_flag = ProtoField.new("Retransmission Flag", "nyse.amex.equities.openbook.ultra.v2.1.b.retransmissionflag", ftypes.UINT8)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.sequence_number = ProtoField.new("Sequence Number", "nyse.amex.equities.openbook.ultra.v2.1.b.sequencenumber", ftypes.UINT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.sequence_number_reset_message = ProtoField.new("Sequence Number Reset Message", "nyse.amex.equities.openbook.ultra.v2.1.b.sequencenumberresetmessage", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.side = ProtoField.new("Side", "nyse.amex.equities.openbook.ultra.v2.1.b.side", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.source_seq_num = ProtoField.new("Source Seq Num", "nyse.amex.equities.openbook.ultra.v2.1.b.sourceseqnum", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.source_session_id = ProtoField.new("Source Session Id", "nyse.amex.equities.openbook.ultra.v2.1.b.sourcesessionid", ftypes.INT8)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.source_time = ProtoField.new("Source Time", "nyse.amex.equities.openbook.ultra.v2.1.b.sourcetime", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.source_time_micro_secs = ProtoField.new("Source Time Micro Secs", "nyse.amex.equities.openbook.ultra.v2.1.b.sourcetimemicrosecs", ftypes.INT16)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.symbol = ProtoField.new("Symbol", "nyse.amex.equities.openbook.ultra.v2.1.b.symbol", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.symbol_index = ProtoField.new("Symbol Index", "nyse.amex.equities.openbook.ultra.v2.1.b.symbolindex", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.symbol_seq_num = ProtoField.new("Symbol Seq Num", "nyse.amex.equities.openbook.ultra.v2.1.b.symbolseqnum", ftypes.INT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.timestamp = ProtoField.new("Timestamp", "nyse.amex.equities.openbook.ultra.v2.1.b.timestamp", ftypes.UINT32)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.trading_status = ProtoField.new("Trading Status", "nyse.amex.equities.openbook.ultra.v2.1.b.tradingstatus", ftypes.STRING)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.update_size = ProtoField.new("Update Size", "nyse.amex.equities.openbook.ultra.v2.1.b.updatesize", ftypes.INT16)
nyse_amex_equities_openbook_ultra_v2_1_b.fields.volume = ProtoField.new("Volume", "nyse.amex.equities.openbook.ultra.v2.1.b.volume", ftypes.INT32)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Nyse Amex Equities OpenBook Ultra 2.1.b Element Dissection Options
show.delta_price_point = true
show.delta_update_message = true
show.delta_update_messages = true
show.full_price_point = true
show.full_update_message = true
show.full_update_messages = true
show.packet = true
show.packet_header = true
show.sequence_number_reset_message = true
show.payload = false
-- Register Nyse Amex Equities OpenBook Ultra 2.1.b Show Options
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_price_point = Pref.bool("Show Delta Price Point", show.delta_price_point, "Parse and add Delta Price Point to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_update_message = Pref.bool("Show Delta Update Message", show.delta_update_message, "Parse and add Delta Update Message to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_update_messages = Pref.bool("Show Delta Update Messages", show.delta_update_messages, "Parse and add Delta Update Messages to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_price_point = Pref.bool("Show Full Price Point", show.full_price_point, "Parse and add Full Price Point to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_update_message = Pref.bool("Show Full Update Message", show.full_update_message, "Parse and add Full Update Message to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_update_messages = Pref.bool("Show Full Update Messages", show.full_update_messages, "Parse and add Full Update Messages to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_sequence_number_reset_message = Pref.bool("Show Sequence Number Reset Message", show.sequence_number_reset_message, "Parse and add Sequence Number Reset Message to protocol tree")
nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
-- Handle changed preferences
function nyse_amex_equities_openbook_ultra_v2_1_b.prefs_changed()
local changed = false
-- Check if show options have changed
if show.delta_price_point ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_price_point then
show.delta_price_point = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_price_point
changed = true
end
if show.delta_update_message ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_update_message then
show.delta_update_message = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_update_message
changed = true
end
if show.delta_update_messages ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_update_messages then
show.delta_update_messages = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_delta_update_messages
changed = true
end
if show.full_price_point ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_price_point then
show.full_price_point = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_price_point
changed = true
end
if show.full_update_message ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_update_message then
show.full_update_message = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_update_message
changed = true
end
if show.full_update_messages ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_update_messages then
show.full_update_messages = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_full_update_messages
changed = true
end
if show.packet ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_packet then
show.packet = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_packet
changed = true
end
if show.packet_header ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_packet_header then
show.packet_header = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_packet_header
changed = true
end
if show.sequence_number_reset_message ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_sequence_number_reset_message then
show.sequence_number_reset_message = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_sequence_number_reset_message
changed = true
end
if show.payload ~= nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_payload then
show.payload = nyse_amex_equities_openbook_ultra_v2_1_b.prefs.show_payload
changed = true
end
-- Reload on changed preference
if changed then
reload()
end
end
-----------------------------------------------------------------------
-- Dissect Nyse Amex Equities OpenBook Ultra 2.1.b
-----------------------------------------------------------------------
-- Size: Next Sequence Number
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.next_sequence_number = 4
-- Display: Next Sequence Number
nyse_amex_equities_openbook_ultra_v2_1_b_display.next_sequence_number = function(value)
return "Next Sequence Number: "..value
end
-- Dissect: Next Sequence Number
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.next_sequence_number = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.next_sequence_number
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.next_sequence_number(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.next_sequence_number, range, value, display)
return offset + length, value
end
-- Calculate size of: Sequence Number Reset Message
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.sequence_number_reset_message = function(buffer, offset)
local index = 0
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.next_sequence_number
return index
end
-- Display: Sequence Number Reset Message
nyse_amex_equities_openbook_ultra_v2_1_b_display.sequence_number_reset_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Sequence Number Reset Message
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.sequence_number_reset_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Next Sequence Number: 4 Byte Signed Fixed Width Integer
index, next_sequence_number = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.next_sequence_number(buffer, index, packet, parent)
return index
end
-- Dissect: Sequence Number Reset Message
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.sequence_number_reset_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.sequence_number_reset_message then
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.sequence_number_reset_message(buffer, offset)
local range = buffer(offset, length)
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.sequence_number_reset_message(buffer, packet, parent)
parent = parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.sequence_number_reset_message, range, display)
end
return nyse_amex_equities_openbook_ultra_v2_1_b_dissect.sequence_number_reset_message_fields(buffer, offset, packet, parent)
end
-- Size: Link Id 3
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_3 = 4
-- Display: Link Id 3
nyse_amex_equities_openbook_ultra_v2_1_b_display.link_id_3 = function(value)
return "Link Id 3: "..value
end
-- Dissect: Link Id 3
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.link_id_3 = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_3
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.link_id_3(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.link_id_3, range, value, display)
return offset + length, value
end
-- Size: Link Id 2
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_2 = 4
-- Display: Link Id 2
nyse_amex_equities_openbook_ultra_v2_1_b_display.link_id_2 = function(value)
return "Link Id 2: "..value
end
-- Dissect: Link Id 2
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.link_id_2 = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_2
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.link_id_2(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.link_id_2, range, value, display)
return offset + length, value
end
-- Size: Link Id 1
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_1 = 4
-- Display: Link Id 1
nyse_amex_equities_openbook_ultra_v2_1_b_display.link_id_1 = function(value)
return "Link Id 1: "..value
end
-- Dissect: Link Id 1
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.link_id_1 = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_1
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.link_id_1(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.link_id_1, range, value, display)
return offset + length, value
end
-- Size: Reason Code
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.reason_code = 1
-- Display: Reason Code
nyse_amex_equities_openbook_ultra_v2_1_b_display.reason_code = function(value)
if value == "O" then
return "Reason Code: New Orderadditional Interest Added (O)"
end
if value == "C" then
return "Reason Code: Cancel (C)"
end
if value == "E" then
return "Reason Code: Execution (E)"
end
if value == "X" then
return "Reason Code: Multiple Events (X)"
end
return "Reason Code: Unknown("..value..")"
end
-- Dissect: Reason Code
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.reason_code = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.reason_code
local range = buffer(offset, length)
local value = range:string()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.reason_code(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.reason_code, range, value, display)
return offset + length, value
end
-- Size: Side
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.side = 1
-- Display: Side
nyse_amex_equities_openbook_ultra_v2_1_b_display.side = function(value)
if value == "B" then
return "Side: Buy (B)"
end
if value == "S" then
return "Side: Sell (S)"
end
return "Side: Unknown("..value..")"
end
-- Dissect: Side
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.side = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.side
local range = buffer(offset, length)
local value = range:string()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.side(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.side, range, value, display)
return offset + length, value
end
-- Size: Num Orders
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.num_orders = 2
-- Display: Num Orders
nyse_amex_equities_openbook_ultra_v2_1_b_display.num_orders = function(value)
return "Num Orders: "..value
end
-- Dissect: Num Orders
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.num_orders = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.num_orders
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.num_orders(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.num_orders, range, value, display)
return offset + length, value
end
-- Size: Chg Qty
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.chg_qty = 4
-- Display: Chg Qty
nyse_amex_equities_openbook_ultra_v2_1_b_display.chg_qty = function(value)
return "Chg Qty: "..value
end
-- Dissect: Chg Qty
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.chg_qty = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.chg_qty
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.chg_qty(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.chg_qty, range, value, display)
return offset + length, value
end
-- Size: Volume
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.volume = 4
-- Display: Volume
nyse_amex_equities_openbook_ultra_v2_1_b_display.volume = function(value)
return "Volume: "..value
end
-- Dissect: Volume
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.volume = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.volume
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.volume(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.volume, range, value, display)
return offset + length, value
end
-- Size: Price Numerator
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.price_numerator = 4
-- Display: Price Numerator
nyse_amex_equities_openbook_ultra_v2_1_b_display.price_numerator = function(value)
return "Price Numerator: "..value
end
-- Dissect: Price Numerator
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.price_numerator = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.price_numerator
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.price_numerator(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.price_numerator, range, value, display)
return offset + length, value
end
-- Calculate size of: Delta Price Point
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.delta_price_point = function(buffer, offset)
local index = 0
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.price_numerator
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.volume
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.chg_qty
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.num_orders
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.side
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.reason_code
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_1
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_2
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.link_id_3
return index
end
-- Display: Delta Price Point
nyse_amex_equities_openbook_ultra_v2_1_b_display.delta_price_point = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Delta Price Point
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_price_point_fields = function(buffer, offset, packet, parent)
local index = offset
-- Price Numerator: 4 Byte Signed Fixed Width Integer
index, price_numerator = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.price_numerator(buffer, index, packet, parent)
-- Volume: 4 Byte Signed Fixed Width Integer
index, volume = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.volume(buffer, index, packet, parent)
-- Chg Qty: 4 Byte Signed Fixed Width Integer
index, chg_qty = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.chg_qty(buffer, index, packet, parent)
-- Num Orders: 2 Byte Signed Fixed Width Integer
index, num_orders = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.num_orders(buffer, index, packet, parent)
-- Side: 1 Byte Ascii String Enum with 2 values
index, side = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.side(buffer, index, packet, parent)
-- Reason Code: 1 Byte Ascii String Enum with 4 values
index, reason_code = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.reason_code(buffer, index, packet, parent)
-- Link Id 1: 4 Byte Signed Fixed Width Integer
index, link_id_1 = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.link_id_1(buffer, index, packet, parent)
-- Link Id 2: 4 Byte Signed Fixed Width Integer
index, link_id_2 = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.link_id_2(buffer, index, packet, parent)
-- Link Id 3: 4 Byte Signed Fixed Width Integer
index, link_id_3 = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.link_id_3(buffer, index, packet, parent)
return index
end
-- Dissect: Delta Price Point
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_price_point = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.delta_price_point then
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.delta_price_point(buffer, offset)
local range = buffer(offset, length)
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.delta_price_point(buffer, packet, parent)
parent = parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.delta_price_point, range, display)
end
return nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_price_point_fields(buffer, offset, packet, parent)
end
-- Size: Price Scale Code
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.price_scale_code = 1
-- Display: Price Scale Code
nyse_amex_equities_openbook_ultra_v2_1_b_display.price_scale_code = function(value)
return "Price Scale Code: "..value
end
-- Dissect: Price Scale Code
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.price_scale_code = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.price_scale_code
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.price_scale_code(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.price_scale_code, range, value, display)
return offset + length, value
end
-- Size: Trading Status
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.trading_status = 1
-- Display: Trading Status
nyse_amex_equities_openbook_ultra_v2_1_b_display.trading_status = function(value)
if value == "P" then
return "Trading Status: Pre Opening (P)"
end
if value == "E" then
return "Trading Status: Early Session (E)"
end
if value == "O" then
return "Trading Status: Core Session (O)"
end
if value == "L" then
return "Trading Status: Late Session (L)"
end
if value == "X" then
return "Trading Status: Closed (X)"
end
if value == "H" then
return "Trading Status: Halted (H)"
end
return "Trading Status: Unknown("..value..")"
end
-- Dissect: Trading Status
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.trading_status = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.trading_status
local range = buffer(offset, length)
local value = range:string()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.trading_status(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.trading_status, range, value, display)
return offset + length, value
end
-- Size: Quote Condition
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.quote_condition = 1
-- Display: Quote Condition
nyse_amex_equities_openbook_ultra_v2_1_b_display.quote_condition = function(value)
if value == " " then
return "Quote Condition: No Special Quote Condition (<whitespace>)"
end
if value == "W" then
return "Quote Condition: Slow Quote (W)"
end
return "Quote Condition: Unknown("..value..")"
end
-- Dissect: Quote Condition
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.quote_condition = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.quote_condition
local range = buffer(offset, length)
local value = range:string()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.quote_condition(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.quote_condition, range, value, display)
return offset + length, value
end
-- Size: Source Session Id
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.source_session_id = 1
-- Display: Source Session Id
nyse_amex_equities_openbook_ultra_v2_1_b_display.source_session_id = function(value)
return "Source Session Id: "..value
end
-- Dissect: Source Session Id
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_session_id = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.source_session_id
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.source_session_id(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.source_session_id, range, value, display)
return offset + length, value
end
-- Size: Source Seq Num
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.source_seq_num = 4
-- Display: Source Seq Num
nyse_amex_equities_openbook_ultra_v2_1_b_display.source_seq_num = function(value)
return "Source Seq Num: "..value
end
-- Dissect: Source Seq Num
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_seq_num = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.source_seq_num
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.source_seq_num(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.source_seq_num, range, value, display)
return offset + length, value
end
-- Size: Source Time Micro Secs
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.source_time_micro_secs = 2
-- Display: Source Time Micro Secs
nyse_amex_equities_openbook_ultra_v2_1_b_display.source_time_micro_secs = function(value)
return "Source Time Micro Secs: "..value
end
-- Dissect: Source Time Micro Secs
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_time_micro_secs = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.source_time_micro_secs
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.source_time_micro_secs(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.source_time_micro_secs, range, value, display)
return offset + length, value
end
-- Size: Source Time
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.source_time = 4
-- Display: Source Time
nyse_amex_equities_openbook_ultra_v2_1_b_display.source_time = function(value)
return "Source Time: "..value
end
-- Dissect: Source Time
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_time = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.source_time
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.source_time(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.source_time, range, value, display)
return offset + length, value
end
-- Size: Symbol Index
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.symbol_index = 4
-- Display: Symbol Index
nyse_amex_equities_openbook_ultra_v2_1_b_display.symbol_index = function(value)
return "Symbol Index: "..value
end
-- Dissect: Symbol Index
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.symbol_index = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.symbol_index
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.symbol_index(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.symbol_index, range, value, display)
return offset + length, value
end
-- Size: Delta Size
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.delta_size = 2
-- Display: Delta Size
nyse_amex_equities_openbook_ultra_v2_1_b_display.delta_size = function(value)
return "Delta Size: "..value
end
-- Dissect: Delta Size
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_size = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.delta_size
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.delta_size(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.delta_size, range, value, display)
return offset + length, value
end
-- Display: Delta Update Message
nyse_amex_equities_openbook_ultra_v2_1_b_display.delta_update_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Delta Update Message
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_update_message_fields = function(buffer, offset, packet, parent, size_of_delta_update_message)
local index = offset
-- Delta Size: 2 Byte Signed Fixed Width Integer
index, delta_size = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_size(buffer, index, packet, parent)
-- Symbol Index: 4 Byte Signed Fixed Width Integer
index, symbol_index = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.symbol_index(buffer, index, packet, parent)
-- Source Time: 4 Byte Signed Fixed Width Integer
index, source_time = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_time(buffer, index, packet, parent)
-- Source Time Micro Secs: 2 Byte Signed Fixed Width Integer
index, source_time_micro_secs = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_time_micro_secs(buffer, index, packet, parent)
-- Source Seq Num: 4 Byte Signed Fixed Width Integer
index, source_seq_num = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_seq_num(buffer, index, packet, parent)
-- Source Session Id: 1 Byte Signed Fixed Width Integer
index, source_session_id = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_session_id(buffer, index, packet, parent)
-- Quote Condition: 1 Byte Ascii String Enum with 2 values
index, quote_condition = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.quote_condition(buffer, index, packet, parent)
-- Trading Status: 1 Byte Ascii String Enum with 6 values
index, trading_status = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.trading_status(buffer, index, packet, parent)
-- Price Scale Code: 1 Byte Signed Fixed Width Integer
index, price_scale_code = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.price_scale_code(buffer, index, packet, parent)
-- Dependency for Delta Price Point
local end_of_payload = offset + delta_size - (index - offset)
-- Delta Price Point: Struct of 9 fields
while index < end_of_payload do
index = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_price_point(buffer, index, packet, parent)
end
return index
end
-- Dissect: Delta Update Message
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_update_message = function(buffer, offset, packet, parent, size_of_delta_update_message)
-- Optionally add struct element to protocol tree
if show.delta_update_message then
local range = buffer(offset, size_of_delta_update_message)
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.delta_update_message(buffer, packet, parent)
parent = parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.delta_update_message, range, display)
end
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_update_message_fields(buffer, offset, packet, parent, size_of_delta_update_message)
return offset + size_of_delta_update_message
end
-- Size Of: Delta Update Messages
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.delta_update_messages = function(buffer, offset)
return buffer:len() - offset
end
-- Display: Delta Update Messages
nyse_amex_equities_openbook_ultra_v2_1_b_display.delta_update_messages = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Delta Update Messages
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_update_messages_fields = function(buffer, offset, packet, parent)
local index = offset
-- Dependency for Delta Update Message
local end_of_payload = buffer:len()
-- Delta Update Message: Struct of 10 fields
while index < end_of_payload do
-- Dependency element: Delta Size
local delta_size = buffer(index, 2):int()
-- Delta Update Message: Struct of 10 fields
index = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_update_message(buffer, index, packet, parent, delta_size)
end
return index
end
-- Dissect: Delta Update Messages
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_update_messages = function(buffer, offset, packet, parent)
-- Optionally add dynamic struct element to protocol tree
if show.delta_update_messages then
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.delta_update_messages(buffer, offset)
local range = buffer(offset, length)
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.delta_update_messages(buffer, packet, parent)
parent = parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.delta_update_messages, range, display)
end
return nyse_amex_equities_openbook_ultra_v2_1_b_dissect.delta_update_messages_fields(buffer, offset, packet, parent)
end
-- Size: Reserved 1
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.reserved_1 = 1
-- Display: Reserved 1
nyse_amex_equities_openbook_ultra_v2_1_b_display.reserved_1 = function(value)
return "Reserved 1: "..value
end
-- Dissect: Reserved 1
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.reserved_1 = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.reserved_1
local range = buffer(offset, length)
local value = range:bytes():tohex(false, " ")
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.reserved_1(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.reserved_1, range, value, display)
return offset + length, value
end
-- Calculate size of: Full Price Point
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.full_price_point = function(buffer, offset)
local index = 0
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.price_numerator
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.volume
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.num_orders
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.side
index = index + nyse_amex_equities_openbook_ultra_v2_1_b_size_of.reserved_1
return index
end
-- Display: Full Price Point
nyse_amex_equities_openbook_ultra_v2_1_b_display.full_price_point = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Full Price Point
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.full_price_point_fields = function(buffer, offset, packet, parent)
local index = offset
-- Price Numerator: 4 Byte Signed Fixed Width Integer
index, price_numerator = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.price_numerator(buffer, index, packet, parent)
-- Volume: 4 Byte Signed Fixed Width Integer
index, volume = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.volume(buffer, index, packet, parent)
-- Num Orders: 2 Byte Signed Fixed Width Integer
index, num_orders = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.num_orders(buffer, index, packet, parent)
-- Side: 1 Byte Ascii String Enum with 2 values
index, side = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.side(buffer, index, packet, parent)
-- Reserved 1: 1 Byte
index, reserved_1 = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.reserved_1(buffer, index, packet, parent)
return index
end
-- Dissect: Full Price Point
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.full_price_point = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.full_price_point then
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.full_price_point(buffer, offset)
local range = buffer(offset, length)
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.full_price_point(buffer, packet, parent)
parent = parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.full_price_point, range, display)
end
return nyse_amex_equities_openbook_ultra_v2_1_b_dissect.full_price_point_fields(buffer, offset, packet, parent)
end
-- Size: Mpv
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.mpv = 2
-- Display: Mpv
nyse_amex_equities_openbook_ultra_v2_1_b_display.mpv = function(value)
return "Mpv: "..value
end
-- Dissect: Mpv
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.mpv = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.mpv
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.mpv(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.mpv, range, value, display)
return offset + length, value
end
-- Size: Symbol
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.symbol = 11
-- Display: Symbol
nyse_amex_equities_openbook_ultra_v2_1_b_display.symbol = function(value)
return "Symbol: "..value
end
-- Dissect: Symbol
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.symbol = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.symbol
local range = buffer(offset, length)
local value = range:string()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.symbol(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.symbol, range, value, display)
return offset + length, value
end
-- Size: Symbol Seq Num
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.symbol_seq_num = 4
-- Display: Symbol Seq Num
nyse_amex_equities_openbook_ultra_v2_1_b_display.symbol_seq_num = function(value)
return "Symbol Seq Num: "..value
end
-- Dissect: Symbol Seq Num
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.symbol_seq_num = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.symbol_seq_num
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.symbol_seq_num(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.symbol_seq_num, range, value, display)
return offset + length, value
end
-- Size: Update Size
nyse_amex_equities_openbook_ultra_v2_1_b_size_of.update_size = 2
-- Display: Update Size
nyse_amex_equities_openbook_ultra_v2_1_b_display.update_size = function(value)
return "Update Size: "..value
end
-- Dissect: Update Size
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.update_size = function(buffer, offset, packet, parent)
local length = nyse_amex_equities_openbook_ultra_v2_1_b_size_of.update_size
local range = buffer(offset, length)
local value = range:int()
local display = nyse_amex_equities_openbook_ultra_v2_1_b_display.update_size(value, buffer, offset, packet, parent)
parent:add(nyse_amex_equities_openbook_ultra_v2_1_b.fields.update_size, range, value, display)
return offset + length, value
end
-- Display: Full Update Message
nyse_amex_equities_openbook_ultra_v2_1_b_display.full_update_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Full Update Message
nyse_amex_equities_openbook_ultra_v2_1_b_dissect.full_update_message_fields = function(buffer, offset, packet, parent, size_of_full_update_message)
local index = offset
-- Update Size: 2 Byte Signed Fixed Width Integer
index, update_size = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.update_size(buffer, index, packet, parent)
-- Symbol Index: 4 Byte Signed Fixed Width Integer
index, symbol_index = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.symbol_index(buffer, index, packet, parent)
-- Source Time: 4 Byte Signed Fixed Width Integer
index, source_time = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_time(buffer, index, packet, parent)
-- Source Time Micro Secs: 2 Byte Signed Fixed Width Integer
index, source_time_micro_secs = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_time_micro_secs(buffer, index, packet, parent)
-- Symbol Seq Num: 4 Byte Signed Fixed Width Integer
index, symbol_seq_num = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.symbol_seq_num(buffer, index, packet, parent)
-- Source Session Id: 1 Byte Signed Fixed Width Integer
index, source_session_id = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.source_session_id(buffer, index, packet, parent)
-- Symbol: 11 Byte Ascii String
index, symbol = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.symbol(buffer, index, packet, parent)
-- Price Scale Code: 1 Byte Signed Fixed Width Integer
index, price_scale_code = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.price_scale_code(buffer, index, packet, parent)
-- Quote Condition: 1 Byte Ascii String Enum with 2 values
index, quote_condition = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.quote_condition(buffer, index, packet, parent)
-- Trading Status: 1 Byte Ascii String Enum with 6 values
index, trading_status = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.trading_status(buffer, index, packet, parent)
-- Reserved 1: 1 Byte
index, reserved_1 = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.reserved_1(buffer, index, packet, parent)
-- Mpv: 2 Byte Signed Fixed Width Integer
index, mpv = nyse_amex_equities_openbook_ultra_v2_1_b_dissect.mpv(buffer, index, packet, parent)
-- Dependency for Full Price Point
local end_of_payload = offset + update_size - (index - offset)
-- Full Price Point: Struct of 5 fields