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Nyse.Equities.Bqt.Xdp.v2.1.a.Script.Dissector.lua
4516 lines (3540 loc) · 182 KB
/
Nyse.Equities.Bqt.Xdp.v2.1.a.Script.Dissector.lua
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-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Nyse Equities Bqt Xdp 2.1.a Protocol
local nyse_equities_bqt_xdp_v2_1_a = Proto("Nyse.Equities.Bqt.Xdp.v2.1.a.Lua", "Nyse Equities Bqt Xdp 2.1.a")
-- Component Tables
local show = {}
local format = {}
local nyse_equities_bqt_xdp_v2_1_a_display = {}
local nyse_equities_bqt_xdp_v2_1_a_dissect = {}
local nyse_equities_bqt_xdp_v2_1_a_size_of = {}
local verify = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Nyse Equities Bqt Xdp 2.1.a Fields
nyse_equities_bqt_xdp_v2_1_a.fields.ask_price = ProtoField.new("Ask Price", "nyse.equities.bqt.xdp.v2.1.a.askprice", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.ask_quote_condition = ProtoField.new("Ask Quote Condition", "nyse.equities.bqt.xdp.v2.1.a.askquotecondition", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.ask_volume = ProtoField.new("Ask Volume", "nyse.equities.bqt.xdp.v2.1.a.askvolume", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.begin_seq_num = ProtoField.new("Begin Seq Num", "nyse.equities.bqt.xdp.v2.1.a.beginseqnum", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.bid_price = ProtoField.new("Bid Price", "nyse.equities.bqt.xdp.v2.1.a.bidprice", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.bid_quote_condition = ProtoField.new("Bid Quote Condition", "nyse.equities.bqt.xdp.v2.1.a.bidquotecondition", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.bid_volume = ProtoField.new("Bid Volume", "nyse.equities.bqt.xdp.v2.1.a.bidvolume", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.bqt_message = ProtoField.new("Bqt Message", "nyse.equities.bqt.xdp.v2.1.a.bqtmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.channel_id = ProtoField.new("Channel Id", "nyse.equities.bqt.xdp.v2.1.a.channelid", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.close_price = ProtoField.new("Close Price", "nyse.equities.bqt.xdp.v2.1.a.closeprice", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.closing_price = ProtoField.new("Closing Price", "nyse.equities.bqt.xdp.v2.1.a.closingprice", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.complete = ProtoField.new("Complete", "nyse.equities.bqt.xdp.v2.1.a.complete", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_security_status_message = ProtoField.new("Consolidated Security Status Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedsecuritystatusmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_single_sided_quote_message = ProtoField.new("Consolidated Single Sided Quote Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedsinglesidedquotemessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_stock_summary_message = ProtoField.new("Consolidated Stock Summary Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedstocksummarymessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_symbol_clear_message = ProtoField.new("Consolidated Symbol Clear Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedsymbolclearmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_trade_cancel_message = ProtoField.new("Consolidated Trade Cancel Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedtradecancelmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_trade_correction_message = ProtoField.new("Consolidated Trade Correction Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedtradecorrectionmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_trade_message = ProtoField.new("Consolidated Trade Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedtrademessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_trading_session_change_message = ProtoField.new("Consolidated Trading Session Change Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedtradingsessionchangemessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_volume_message = ProtoField.new("Consolidated Volume Message", "nyse.equities.bqt.xdp.v2.1.a.consolidatedvolumemessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.current_refresh_pkt = ProtoField.new("Current Refresh Pkt", "nyse.equities.bqt.xdp.v2.1.a.currentrefreshpkt", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.delivery_flag = ProtoField.new("Delivery Flag", "nyse.equities.bqt.xdp.v2.1.a.deliveryflag", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.end_seq_num = ProtoField.new("End Seq Num", "nyse.equities.bqt.xdp.v2.1.a.endseqnum", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.exchange_code = ProtoField.new("Exchange Code", "nyse.equities.bqt.xdp.v2.1.a.exchangecode", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.halt_condition = ProtoField.new("Halt Condition", "nyse.equities.bqt.xdp.v2.1.a.haltcondition", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.heartbeat_response_message = ProtoField.new("Heartbeat Response Message", "nyse.equities.bqt.xdp.v2.1.a.heartbeatresponsemessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.high_price = ProtoField.new("High Price", "nyse.equities.bqt.xdp.v2.1.a.highprice", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.last_seq_num = ProtoField.new("Last Seq Num", "nyse.equities.bqt.xdp.v2.1.a.lastseqnum", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.last_symbol_seq_num = ProtoField.new("Last Symbol Seq Num", "nyse.equities.bqt.xdp.v2.1.a.lastsymbolseqnum", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.lot_size = ProtoField.new("Lot Size", "nyse.equities.bqt.xdp.v2.1.a.lotsize", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.low_price = ProtoField.new("Low Price", "nyse.equities.bqt.xdp.v2.1.a.lowprice", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.market_id = ProtoField.new("Market Id", "nyse.equities.bqt.xdp.v2.1.a.marketid", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_best_ask = ProtoField.new("Market Id Of Best Ask", "nyse.equities.bqt.xdp.v2.1.a.marketidofbestask", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_best_bid = ProtoField.new("Market Id Of Best Bid", "nyse.equities.bqt.xdp.v2.1.a.marketidofbestbid", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_high_price = ProtoField.new("Market Id Of High Price", "nyse.equities.bqt.xdp.v2.1.a.marketidofhighprice", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_low_price = ProtoField.new("Market Id Of Low Price", "nyse.equities.bqt.xdp.v2.1.a.marketidoflowprice", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_open_price = ProtoField.new("Market Id Of Open Price", "nyse.equities.bqt.xdp.v2.1.a.marketidofopenprice", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_the_close = ProtoField.new("Market ID of the Close", "nyse.equities.bqt.xdp.v2.1.a.marketidoftheclose", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.market_state = ProtoField.new("Market State", "nyse.equities.bqt.xdp.v2.1.a.marketstate", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.message = ProtoField.new("Message", "nyse.equities.bqt.xdp.v2.1.a.message", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.message_count = ProtoField.new("Message Count", "nyse.equities.bqt.xdp.v2.1.a.messagecount", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.message_header = ProtoField.new("Message Header", "nyse.equities.bqt.xdp.v2.1.a.messageheader", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.message_size = ProtoField.new("Message Size", "nyse.equities.bqt.xdp.v2.1.a.messagesize", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.message_type = ProtoField.new("Message Type", "nyse.equities.bqt.xdp.v2.1.a.messagetype", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.message_unavailable_message = ProtoField.new("Message Unavailable Message", "nyse.equities.bqt.xdp.v2.1.a.messageunavailablemessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.mpv = ProtoField.new("Mpv", "nyse.equities.bqt.xdp.v2.1.a.mpv", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.nanoseconds = ProtoField.new("Nanoseconds", "nyse.equities.bqt.xdp.v2.1.a.nanoseconds", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.next_source_seq_num = ProtoField.new("Next Source Seq Num", "nyse.equities.bqt.xdp.v2.1.a.nextsourceseqnum", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.number_of_close_prices = ProtoField.new("Number Of Close Prices", "nyse.equities.bqt.xdp.v2.1.a.numberofcloseprices", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.ok_for_late_hours = ProtoField.new("Ok For Late Hours", "nyse.equities.bqt.xdp.v2.1.a.okforlatehours", ftypes.UINT8, {[1]="Yes",[0]="No"}, base.DEC, 0x04)
nyse_equities_bqt_xdp_v2_1_a.fields.ok_for_morning_hours = ProtoField.new("Ok For Morning Hours", "nyse.equities.bqt.xdp.v2.1.a.okformorninghours", ftypes.UINT8, {[1]="Yes",[0]="No"}, base.DEC, 0x01)
nyse_equities_bqt_xdp_v2_1_a.fields.ok_for_national_hours = ProtoField.new("Ok For National Hours", "nyse.equities.bqt.xdp.v2.1.a.okfornationalhours", ftypes.UINT8, {[1]="Yes",[0]="No"}, base.DEC, 0x02)
nyse_equities_bqt_xdp_v2_1_a.fields.open = ProtoField.new("Open", "nyse.equities.bqt.xdp.v2.1.a.open", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.original_trade_id = ProtoField.new("Original Trade Id", "nyse.equities.bqt.xdp.v2.1.a.originaltradeid", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.packet = ProtoField.new("Packet", "nyse.equities.bqt.xdp.v2.1.a.packet", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.packet_header = ProtoField.new("Packet Header", "nyse.equities.bqt.xdp.v2.1.a.packetheader", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.packet_size = ProtoField.new("Packet Size", "nyse.equities.bqt.xdp.v2.1.a.packetsize", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.payload = ProtoField.new("Payload", "nyse.equities.bqt.xdp.v2.1.a.payload", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.prev_close_price = ProtoField.new("Prev Close Price", "nyse.equities.bqt.xdp.v2.1.a.prevcloseprice", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.prev_close_volume = ProtoField.new("Prev Close Volume", "nyse.equities.bqt.xdp.v2.1.a.prevclosevolume", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.price = ProtoField.new("Price", "nyse.equities.bqt.xdp.v2.1.a.price", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.price_1 = ProtoField.new("Price 1", "nyse.equities.bqt.xdp.v2.1.a.price1", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.price_2 = ProtoField.new("Price 2", "nyse.equities.bqt.xdp.v2.1.a.price2", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.price_resolution = ProtoField.new("Price Resolution", "nyse.equities.bqt.xdp.v2.1.a.priceresolution", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.price_scale_code = ProtoField.new("Price Scale Code", "nyse.equities.bqt.xdp.v2.1.a.pricescalecode", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.product_id = ProtoField.new("Product Id", "nyse.equities.bqt.xdp.v2.1.a.productid", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.quote_condition = ProtoField.new("Quote Condition", "nyse.equities.bqt.xdp.v2.1.a.quotecondition", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.reason = ProtoField.new("Reason", "nyse.equities.bqt.xdp.v2.1.a.reason", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.refresh_header_message = ProtoField.new("Refresh Header Message", "nyse.equities.bqt.xdp.v2.1.a.refreshheadermessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.refresh_request_message = ProtoField.new("Refresh Request Message", "nyse.equities.bqt.xdp.v2.1.a.refreshrequestmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.request_response_message = ProtoField.new("Request Response Message", "nyse.equities.bqt.xdp.v2.1.a.requestresponsemessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.request_seq_num = ProtoField.new("Request Seq Num", "nyse.equities.bqt.xdp.v2.1.a.requestseqnum", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.reserved = ProtoField.new("Reserved", "nyse.equities.bqt.xdp.v2.1.a.reserved", ftypes.UINT8, nil, base.DEC, 0xF8)
nyse_equities_bqt_xdp_v2_1_a.fields.reserved_1 = ProtoField.new("Reserved 1", "nyse.equities.bqt.xdp.v2.1.a.reserved1", ftypes.BYTES)
nyse_equities_bqt_xdp_v2_1_a.fields.reserved_2 = ProtoField.new("Reserved 2", "nyse.equities.bqt.xdp.v2.1.a.reserved2", ftypes.BYTES)
nyse_equities_bqt_xdp_v2_1_a.fields.retail_pricing_indicator = ProtoField.new("Retail Pricing Indicator", "nyse.equities.bqt.xdp.v2.1.a.retailpricingindicator", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.retransmission_request_message = ProtoField.new("Retransmission Request Message", "nyse.equities.bqt.xdp.v2.1.a.retransmissionrequestmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.retransmit_method = ProtoField.new("Retransmit Method", "nyse.equities.bqt.xdp.v2.1.a.retransmitmethod", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.round_lot = ProtoField.new("Round Lot", "nyse.equities.bqt.xdp.v2.1.a.roundlot", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.rpi_indicator = ProtoField.new("Rpi Indicator", "nyse.equities.bqt.xdp.v2.1.a.rpiindicator", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.security_status = ProtoField.new("Security Status", "nyse.equities.bqt.xdp.v2.1.a.securitystatus", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.security_type = ProtoField.new("Security Type", "nyse.equities.bqt.xdp.v2.1.a.securitytype", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.sequence_number = ProtoField.new("Sequence Number", "nyse.equities.bqt.xdp.v2.1.a.sequencenumber", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.sequence_number_reset_message = ProtoField.new("Sequence Number Reset Message", "nyse.equities.bqt.xdp.v2.1.a.sequencenumberresetmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.session_state = ProtoField.new("Session State", "nyse.equities.bqt.xdp.v2.1.a.sessionstate", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.side = ProtoField.new("Side", "nyse.equities.bqt.xdp.v2.1.a.side", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.source_id = ProtoField.new("Source Id", "nyse.equities.bqt.xdp.v2.1.a.sourceid", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.source_time = ProtoField.new("Source Time", "nyse.equities.bqt.xdp.v2.1.a.sourcetime", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.source_time_ns = ProtoField.new("Source Time Ns", "nyse.equities.bqt.xdp.v2.1.a.sourcetimens", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.ssr_state = ProtoField.new("Ssr State", "nyse.equities.bqt.xdp.v2.1.a.ssrstate", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.ssr_triggering_exchange_id = ProtoField.new("Ssr Triggering Exchange Id", "nyse.equities.bqt.xdp.v2.1.a.ssrtriggeringexchangeid", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.ssr_triggering_volume = ProtoField.new("Ssr Triggering Volume", "nyse.equities.bqt.xdp.v2.1.a.ssrtriggeringvolume", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.status = ProtoField.new("Status", "nyse.equities.bqt.xdp.v2.1.a.status", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.symbol = ProtoField.new("Symbol", "nyse.equities.bqt.xdp.v2.1.a.symbol", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.symbol_index = ProtoField.new("Symbol Index", "nyse.equities.bqt.xdp.v2.1.a.symbolindex", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.symbol_index_mapping_message = ProtoField.new("Symbol Index Mapping Message", "nyse.equities.bqt.xdp.v2.1.a.symbolindexmappingmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.symbol_index_mapping_request_message = ProtoField.new("Symbol Index Mapping Request Message", "nyse.equities.bqt.xdp.v2.1.a.symbolindexmappingrequestmessage", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.symbol_seq_num = ProtoField.new("Symbol Seq Num", "nyse.equities.bqt.xdp.v2.1.a.symbolseqnum", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.symbol_seq_number = ProtoField.new("Symbol Seq Number", "nyse.equities.bqt.xdp.v2.1.a.symbolseqnumber", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.system_id = ProtoField.new("System Id", "nyse.equities.bqt.xdp.v2.1.a.systemid", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.time = ProtoField.new("Time", "nyse.equities.bqt.xdp.v2.1.a.time", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.timestamp = ProtoField.new("Timestamp", "nyse.equities.bqt.xdp.v2.1.a.timestamp", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.total_refresh_pkts = ProtoField.new("Total Refresh Pkts", "nyse.equities.bqt.xdp.v2.1.a.totalrefreshpkts", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.total_volume = ProtoField.new("Total Volume", "nyse.equities.bqt.xdp.v2.1.a.totalvolume", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.trade_condition_1 = ProtoField.new("Trade Condition 1", "nyse.equities.bqt.xdp.v2.1.a.tradecondition1", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.trade_condition_2 = ProtoField.new("Trade Condition 2", "nyse.equities.bqt.xdp.v2.1.a.tradecondition2", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.trade_condition_3 = ProtoField.new("Trade Condition 3", "nyse.equities.bqt.xdp.v2.1.a.tradecondition3", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.trade_condition_4 = ProtoField.new("Trade Condition 4", "nyse.equities.bqt.xdp.v2.1.a.tradecondition4", ftypes.STRING)
nyse_equities_bqt_xdp_v2_1_a.fields.trade_id = ProtoField.new("Trade Id", "nyse.equities.bqt.xdp.v2.1.a.tradeid", ftypes.UINT32)
nyse_equities_bqt_xdp_v2_1_a.fields.trade_session = ProtoField.new("Trade Session", "nyse.equities.bqt.xdp.v2.1.a.tradesession", ftypes.UINT8)
nyse_equities_bqt_xdp_v2_1_a.fields.unit_of_trade = ProtoField.new("Unit Of Trade", "nyse.equities.bqt.xdp.v2.1.a.unitoftrade", ftypes.UINT16)
nyse_equities_bqt_xdp_v2_1_a.fields.volume = ProtoField.new("Volume", "nyse.equities.bqt.xdp.v2.1.a.volume", ftypes.UINT32)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Nyse Equities Bqt Xdp 2.1.a Element Dissection Options
show.bqt_message = true
show.close_price = true
show.consolidated_security_status_message = true
show.consolidated_single_sided_quote_message = true
show.consolidated_stock_summary_message = true
show.consolidated_symbol_clear_message = true
show.consolidated_trade_cancel_message = true
show.consolidated_trade_correction_message = true
show.consolidated_trade_message = true
show.consolidated_trading_session_change_message = true
show.consolidated_volume_message = true
show.heartbeat_response_message = true
show.message = true
show.message_header = true
show.message_unavailable_message = true
show.packet = true
show.packet_header = true
show.refresh_header_message = true
show.refresh_request_message = true
show.request_response_message = true
show.retransmission_request_message = true
show.sequence_number_reset_message = true
show.symbol_index_mapping_message = true
show.symbol_index_mapping_request_message = true
show.trade_session = true
show.payload = false
-- Register Nyse Equities Bqt Xdp 2.1.a Show Options
nyse_equities_bqt_xdp_v2_1_a.prefs.show_bqt_message = Pref.bool("Show Bqt Message", show.bqt_message, "Parse and add Bqt Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_close_price = Pref.bool("Show Close Price", show.close_price, "Parse and add Close Price to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_security_status_message = Pref.bool("Show Consolidated Security Status Message", show.consolidated_security_status_message, "Parse and add Consolidated Security Status Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_single_sided_quote_message = Pref.bool("Show Consolidated Single Sided Quote Message", show.consolidated_single_sided_quote_message, "Parse and add Consolidated Single Sided Quote Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_stock_summary_message = Pref.bool("Show Consolidated Stock Summary Message", show.consolidated_stock_summary_message, "Parse and add Consolidated Stock Summary Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_symbol_clear_message = Pref.bool("Show Consolidated Symbol Clear Message", show.consolidated_symbol_clear_message, "Parse and add Consolidated Symbol Clear Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_cancel_message = Pref.bool("Show Consolidated Trade Cancel Message", show.consolidated_trade_cancel_message, "Parse and add Consolidated Trade Cancel Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_correction_message = Pref.bool("Show Consolidated Trade Correction Message", show.consolidated_trade_correction_message, "Parse and add Consolidated Trade Correction Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_message = Pref.bool("Show Consolidated Trade Message", show.consolidated_trade_message, "Parse and add Consolidated Trade Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trading_session_change_message = Pref.bool("Show Consolidated Trading Session Change Message", show.consolidated_trading_session_change_message, "Parse and add Consolidated Trading Session Change Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_volume_message = Pref.bool("Show Consolidated Volume Message", show.consolidated_volume_message, "Parse and add Consolidated Volume Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_heartbeat_response_message = Pref.bool("Show Heartbeat Response Message", show.heartbeat_response_message, "Parse and add Heartbeat Response Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_message = Pref.bool("Show Message", show.message, "Parse and add Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_message_header = Pref.bool("Show Message Header", show.message_header, "Parse and add Message Header to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_message_unavailable_message = Pref.bool("Show Message Unavailable Message", show.message_unavailable_message, "Parse and add Message Unavailable Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_refresh_header_message = Pref.bool("Show Refresh Header Message", show.refresh_header_message, "Parse and add Refresh Header Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_refresh_request_message = Pref.bool("Show Refresh Request Message", show.refresh_request_message, "Parse and add Refresh Request Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_request_response_message = Pref.bool("Show Request Response Message", show.request_response_message, "Parse and add Request Response Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_retransmission_request_message = Pref.bool("Show Retransmission Request Message", show.retransmission_request_message, "Parse and add Retransmission Request Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.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_equities_bqt_xdp_v2_1_a.prefs.show_symbol_index_mapping_message = Pref.bool("Show Symbol Index Mapping Message", show.symbol_index_mapping_message, "Parse and add Symbol Index Mapping Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_symbol_index_mapping_request_message = Pref.bool("Show Symbol Index Mapping Request Message", show.symbol_index_mapping_request_message, "Parse and add Symbol Index Mapping Request Message to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_trade_session = Pref.bool("Show Trade Session", show.trade_session, "Parse and add Trade Session to protocol tree")
nyse_equities_bqt_xdp_v2_1_a.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
-- Handle changed preferences
function nyse_equities_bqt_xdp_v2_1_a.prefs_changed()
local changed = false
-- Check if show options have changed
if show.bqt_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_bqt_message then
show.bqt_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_bqt_message
changed = true
end
if show.close_price ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_close_price then
show.close_price = nyse_equities_bqt_xdp_v2_1_a.prefs.show_close_price
changed = true
end
if show.consolidated_security_status_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_security_status_message then
show.consolidated_security_status_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_security_status_message
changed = true
end
if show.consolidated_single_sided_quote_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_single_sided_quote_message then
show.consolidated_single_sided_quote_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_single_sided_quote_message
changed = true
end
if show.consolidated_stock_summary_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_stock_summary_message then
show.consolidated_stock_summary_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_stock_summary_message
changed = true
end
if show.consolidated_symbol_clear_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_symbol_clear_message then
show.consolidated_symbol_clear_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_symbol_clear_message
changed = true
end
if show.consolidated_trade_cancel_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_cancel_message then
show.consolidated_trade_cancel_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_cancel_message
changed = true
end
if show.consolidated_trade_correction_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_correction_message then
show.consolidated_trade_correction_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_correction_message
changed = true
end
if show.consolidated_trade_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_message then
show.consolidated_trade_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trade_message
changed = true
end
if show.consolidated_trading_session_change_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trading_session_change_message then
show.consolidated_trading_session_change_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_trading_session_change_message
changed = true
end
if show.consolidated_volume_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_volume_message then
show.consolidated_volume_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_consolidated_volume_message
changed = true
end
if show.heartbeat_response_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_heartbeat_response_message then
show.heartbeat_response_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_heartbeat_response_message
changed = true
end
if show.message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_message then
show.message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_message
changed = true
end
if show.message_header ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_message_header then
show.message_header = nyse_equities_bqt_xdp_v2_1_a.prefs.show_message_header
changed = true
end
if show.message_unavailable_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_message_unavailable_message then
show.message_unavailable_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_message_unavailable_message
changed = true
end
if show.packet ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_packet then
show.packet = nyse_equities_bqt_xdp_v2_1_a.prefs.show_packet
changed = true
end
if show.packet_header ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_packet_header then
show.packet_header = nyse_equities_bqt_xdp_v2_1_a.prefs.show_packet_header
changed = true
end
if show.refresh_header_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_refresh_header_message then
show.refresh_header_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_refresh_header_message
changed = true
end
if show.refresh_request_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_refresh_request_message then
show.refresh_request_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_refresh_request_message
changed = true
end
if show.request_response_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_request_response_message then
show.request_response_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_request_response_message
changed = true
end
if show.retransmission_request_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_retransmission_request_message then
show.retransmission_request_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_retransmission_request_message
changed = true
end
if show.sequence_number_reset_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_sequence_number_reset_message then
show.sequence_number_reset_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_sequence_number_reset_message
changed = true
end
if show.symbol_index_mapping_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_symbol_index_mapping_message then
show.symbol_index_mapping_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_symbol_index_mapping_message
changed = true
end
if show.symbol_index_mapping_request_message ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_symbol_index_mapping_request_message then
show.symbol_index_mapping_request_message = nyse_equities_bqt_xdp_v2_1_a.prefs.show_symbol_index_mapping_request_message
changed = true
end
if show.trade_session ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_trade_session then
show.trade_session = nyse_equities_bqt_xdp_v2_1_a.prefs.show_trade_session
changed = true
end
if show.payload ~= nyse_equities_bqt_xdp_v2_1_a.prefs.show_payload then
show.payload = nyse_equities_bqt_xdp_v2_1_a.prefs.show_payload
changed = true
end
-- Reload on changed preference
if changed then
reload()
end
end
-----------------------------------------------------------------------
-- Dissect Nyse Equities Bqt Xdp 2.1.a
-----------------------------------------------------------------------
-- Size: Complete
nyse_equities_bqt_xdp_v2_1_a_size_of.complete = 1
-- Display: Complete
nyse_equities_bqt_xdp_v2_1_a_display.complete = function(value)
if value == 0 then
return "Complete: Normal (0)"
end
if value == 1 then
return "Complete: Abnormal (1)"
end
return "Complete: Unknown("..value..")"
end
-- Dissect: Complete
nyse_equities_bqt_xdp_v2_1_a_dissect.complete = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.complete
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.complete(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.complete, range, value, display)
return offset + length, value
end
-- Size: Reason
nyse_equities_bqt_xdp_v2_1_a_size_of.reason = 1
-- Display: Reason
nyse_equities_bqt_xdp_v2_1_a_display.reason = function(value)
if value == 0 then
return "Reason: New Trade (0)"
end
if value == 1 then
return "Reason: Trade Cancellation (1)"
end
if value == 2 then
return "Reason: Trade Error (2)"
end
if value == 3 then
return "Reason: Trade Correction (3)"
end
if value == 4 then
return "Reason: Closing End Trade Summary (4)"
end
return "Reason: Unknown("..value..")"
end
-- Dissect: Reason
nyse_equities_bqt_xdp_v2_1_a_dissect.reason = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.reason
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.reason(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.reason, range, value, display)
return offset + length, value
end
-- Size: Total Volume
nyse_equities_bqt_xdp_v2_1_a_size_of.total_volume = 4
-- Display: Total Volume
nyse_equities_bqt_xdp_v2_1_a_display.total_volume = function(value)
return "Total Volume: "..value
end
-- Dissect: Total Volume
nyse_equities_bqt_xdp_v2_1_a_dissect.total_volume = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.total_volume
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.total_volume(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.total_volume, range, value, display)
return offset + length, value
end
-- Size: Symbol Seq Number
nyse_equities_bqt_xdp_v2_1_a_size_of.symbol_seq_number = 4
-- Display: Symbol Seq Number
nyse_equities_bqt_xdp_v2_1_a_display.symbol_seq_number = function(value)
return "Symbol Seq Number: "..value
end
-- Dissect: Symbol Seq Number
nyse_equities_bqt_xdp_v2_1_a_dissect.symbol_seq_number = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.symbol_seq_number
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.symbol_seq_number(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.symbol_seq_number, range, value, display)
return offset + length, value
end
-- Size: Symbol Index
nyse_equities_bqt_xdp_v2_1_a_size_of.symbol_index = 4
-- Display: Symbol Index
nyse_equities_bqt_xdp_v2_1_a_display.symbol_index = function(value)
return "Symbol Index: "..value
end
-- Dissect: Symbol Index
nyse_equities_bqt_xdp_v2_1_a_dissect.symbol_index = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.symbol_index
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.symbol_index(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.symbol_index, range, value, display)
return offset + length, value
end
-- Calculate size of: Consolidated Volume Message
nyse_equities_bqt_xdp_v2_1_a_size_of.consolidated_volume_message = function(buffer, offset)
local index = 0
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.symbol_index
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.symbol_seq_number
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.total_volume
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.reason
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.complete
return index
end
-- Display: Consolidated Volume Message
nyse_equities_bqt_xdp_v2_1_a_display.consolidated_volume_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Consolidated Volume Message
nyse_equities_bqt_xdp_v2_1_a_dissect.consolidated_volume_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Symbol Index: 4 Byte Unsigned Fixed Width Integer
index, symbol_index = nyse_equities_bqt_xdp_v2_1_a_dissect.symbol_index(buffer, index, packet, parent)
-- Symbol Seq Number: 4 Byte Unsigned Fixed Width Integer
index, symbol_seq_number = nyse_equities_bqt_xdp_v2_1_a_dissect.symbol_seq_number(buffer, index, packet, parent)
-- Total Volume: 4 Byte Unsigned Fixed Width Integer
index, total_volume = nyse_equities_bqt_xdp_v2_1_a_dissect.total_volume(buffer, index, packet, parent)
-- Reason: 1 Byte Unsigned Fixed Width Integer Enum with 5 values
index, reason = nyse_equities_bqt_xdp_v2_1_a_dissect.reason(buffer, index, packet, parent)
-- Complete: 1 Byte Unsigned Fixed Width Integer Enum with 2 values
index, complete = nyse_equities_bqt_xdp_v2_1_a_dissect.complete(buffer, index, packet, parent)
return index
end
-- Dissect: Consolidated Volume Message
nyse_equities_bqt_xdp_v2_1_a_dissect.consolidated_volume_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.consolidated_volume_message then
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.consolidated_volume_message(buffer, offset)
local range = buffer(offset, length)
local display = nyse_equities_bqt_xdp_v2_1_a_display.consolidated_volume_message(buffer, packet, parent)
parent = parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_volume_message, range, display)
end
return nyse_equities_bqt_xdp_v2_1_a_dissect.consolidated_volume_message_fields(buffer, offset, packet, parent)
end
-- Size: Closing Price
nyse_equities_bqt_xdp_v2_1_a_size_of.closing_price = 4
-- Display: Closing Price
nyse_equities_bqt_xdp_v2_1_a_display.closing_price = function(value)
return "Closing Price: "..value
end
-- Dissect: Closing Price
nyse_equities_bqt_xdp_v2_1_a_dissect.closing_price = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.closing_price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.closing_price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.closing_price, range, value, display)
return offset + length, value
end
-- Size: Market ID of the Close
nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_the_close = 2
-- Display: Market ID of the Close
nyse_equities_bqt_xdp_v2_1_a_display.market_id_of_the_close = function(value)
if value == 0 then
return "Market ID of the Close: Nyse Group Bqt (0)"
end
if value == 1 then
return "Market ID of the Close: Nyse (1)"
end
if value == 3 then
return "Market ID of the Close: Nyse Arca (3)"
end
if value == 9 then
return "Market ID of the Close: Nyse American (9)"
end
return "Market ID of the Close: Unknown("..value..")"
end
-- Dissect: Market ID of the Close
nyse_equities_bqt_xdp_v2_1_a_dissect.market_id_of_the_close = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_the_close
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.market_id_of_the_close(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_the_close, range, value, display)
return offset + length, value
end
-- Calculate size of: Close Price
nyse_equities_bqt_xdp_v2_1_a_size_of.close_price = function(buffer, offset)
local index = 0
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_the_close
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.closing_price
return index
end
-- Display: Close Price
nyse_equities_bqt_xdp_v2_1_a_display.close_price = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Close Price
nyse_equities_bqt_xdp_v2_1_a_dissect.close_price_fields = function(buffer, offset, packet, parent)
local index = offset
-- Market ID of the Close: 2 Byte Unsigned Fixed Width Integer Enum with 4 values
index, market_id_of_the_close = nyse_equities_bqt_xdp_v2_1_a_dissect.market_id_of_the_close(buffer, index, packet, parent)
-- Closing Price: 4 Byte Unsigned Fixed Width Integer
index, closing_price = nyse_equities_bqt_xdp_v2_1_a_dissect.closing_price(buffer, index, packet, parent)
return index
end
-- Dissect: Close Price
nyse_equities_bqt_xdp_v2_1_a_dissect.close_price = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.close_price then
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.close_price(buffer, offset)
local range = buffer(offset, length)
local display = nyse_equities_bqt_xdp_v2_1_a_display.close_price(buffer, packet, parent)
parent = parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.close_price, range, display)
end
return nyse_equities_bqt_xdp_v2_1_a_dissect.close_price_fields(buffer, offset, packet, parent)
end
-- Size: Number Of Close Prices
nyse_equities_bqt_xdp_v2_1_a_size_of.number_of_close_prices = 1
-- Display: Number Of Close Prices
nyse_equities_bqt_xdp_v2_1_a_display.number_of_close_prices = function(value)
return "Number Of Close Prices: "..value
end
-- Dissect: Number Of Close Prices
nyse_equities_bqt_xdp_v2_1_a_dissect.number_of_close_prices = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.number_of_close_prices
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.number_of_close_prices(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.number_of_close_prices, range, value, display)
return offset + length, value
end
-- Size: Market Id Of Open Price
nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_open_price = 2
-- Display: Market Id Of Open Price
nyse_equities_bqt_xdp_v2_1_a_display.market_id_of_open_price = function(value)
if value == 0 then
return "Market Id Of Open Price: Nyse Group Bqt (0)"
end
if value == 1 then
return "Market Id Of Open Price: Nyse (1)"
end
if value == 3 then
return "Market Id Of Open Price: Nyse Arca (3)"
end
if value == 9 then
return "Market Id Of Open Price: Nyse American (9)"
end
return "Market Id Of Open Price: Unknown("..value..")"
end
-- Dissect: Market Id Of Open Price
nyse_equities_bqt_xdp_v2_1_a_dissect.market_id_of_open_price = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_open_price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.market_id_of_open_price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_open_price, range, value, display)
return offset + length, value
end
-- Size: Market Id Of Low Price
nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_low_price = 2
-- Display: Market Id Of Low Price
nyse_equities_bqt_xdp_v2_1_a_display.market_id_of_low_price = function(value)
if value == 0 then
return "Market Id Of Low Price: Nyse Group Bqt (0)"
end
if value == 1 then
return "Market Id Of Low Price: Nyse (1)"
end
if value == 3 then
return "Market Id Of Low Price: Nyse Arca (3)"
end
if value == 9 then
return "Market Id Of Low Price: Nyse American (9)"
end
return "Market Id Of Low Price: Unknown("..value..")"
end
-- Dissect: Market Id Of Low Price
nyse_equities_bqt_xdp_v2_1_a_dissect.market_id_of_low_price = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_low_price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.market_id_of_low_price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_low_price, range, value, display)
return offset + length, value
end
-- Size: Market Id Of High Price
nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_high_price = 2
-- Display: Market Id Of High Price
nyse_equities_bqt_xdp_v2_1_a_display.market_id_of_high_price = function(value)
if value == 0 then
return "Market Id Of High Price: Nyse Group Bqt (0)"
end
if value == 1 then
return "Market Id Of High Price: Nyse (1)"
end
if value == 3 then
return "Market Id Of High Price: Nyse Arca (3)"
end
if value == 9 then
return "Market Id Of High Price: Nyse American (9)"
end
return "Market Id Of High Price: Unknown("..value..")"
end
-- Dissect: Market Id Of High Price
nyse_equities_bqt_xdp_v2_1_a_dissect.market_id_of_high_price = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_high_price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.market_id_of_high_price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.market_id_of_high_price, range, value, display)
return offset + length, value
end
-- Size: Open
nyse_equities_bqt_xdp_v2_1_a_size_of.open = 4
-- Display: Open
nyse_equities_bqt_xdp_v2_1_a_display.open = function(value)
return "Open: "..value
end
-- Dissect: Open
nyse_equities_bqt_xdp_v2_1_a_dissect.open = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.open
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.open(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.open, range, value, display)
return offset + length, value
end
-- Size: Low Price
nyse_equities_bqt_xdp_v2_1_a_size_of.low_price = 4
-- Display: Low Price
nyse_equities_bqt_xdp_v2_1_a_display.low_price = function(value)
return "Low Price: "..value
end
-- Dissect: Low Price
nyse_equities_bqt_xdp_v2_1_a_dissect.low_price = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.low_price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.low_price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.low_price, range, value, display)
return offset + length, value
end
-- Size: High Price
nyse_equities_bqt_xdp_v2_1_a_size_of.high_price = 4
-- Display: High Price
nyse_equities_bqt_xdp_v2_1_a_display.high_price = function(value)
return "High Price: "..value
end
-- Dissect: High Price
nyse_equities_bqt_xdp_v2_1_a_dissect.high_price = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.high_price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.high_price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.high_price, range, value, display)
return offset + length, value
end
-- Size: Source Time Ns
nyse_equities_bqt_xdp_v2_1_a_size_of.source_time_ns = 4
-- Display: Source Time Ns
nyse_equities_bqt_xdp_v2_1_a_display.source_time_ns = function(value)
return "Source Time Ns: "..value
end
-- Dissect: Source Time Ns
nyse_equities_bqt_xdp_v2_1_a_dissect.source_time_ns = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.source_time_ns
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.source_time_ns(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.source_time_ns, range, value, display)
return offset + length, value
end
-- Size: Source Time
nyse_equities_bqt_xdp_v2_1_a_size_of.source_time = 4
-- Display: Source Time
nyse_equities_bqt_xdp_v2_1_a_display.source_time = function(value)
return "Source Time: "..value
end
-- Dissect: Source Time
nyse_equities_bqt_xdp_v2_1_a_dissect.source_time = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.source_time
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.source_time(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.source_time, range, value, display)
return offset + length, value
end
-- Calculate size of: Consolidated Stock Summary Message
nyse_equities_bqt_xdp_v2_1_a_size_of.consolidated_stock_summary_message = function(buffer, offset)
local index = 0
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.source_time
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.source_time_ns
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.symbol_index
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.high_price
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.low_price
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.open
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.total_volume
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_high_price
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_low_price
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.market_id_of_open_price
index = index + nyse_equities_bqt_xdp_v2_1_a_size_of.number_of_close_prices
-- Calculate field size from count
local close_price_count = buffer(offset + index - 1, 1):le_uint()
index = index + close_price_count * 6
return index
end
-- Display: Consolidated Stock Summary Message
nyse_equities_bqt_xdp_v2_1_a_display.consolidated_stock_summary_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Consolidated Stock Summary Message
nyse_equities_bqt_xdp_v2_1_a_dissect.consolidated_stock_summary_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Source Time: 4 Byte Unsigned Fixed Width Integer
index, source_time = nyse_equities_bqt_xdp_v2_1_a_dissect.source_time(buffer, index, packet, parent)
-- Source Time Ns: 4 Byte Unsigned Fixed Width Integer
index, source_time_ns = nyse_equities_bqt_xdp_v2_1_a_dissect.source_time_ns(buffer, index, packet, parent)
-- Symbol Index: 4 Byte Unsigned Fixed Width Integer
index, symbol_index = nyse_equities_bqt_xdp_v2_1_a_dissect.symbol_index(buffer, index, packet, parent)
-- High Price: 4 Byte Unsigned Fixed Width Integer
index, high_price = nyse_equities_bqt_xdp_v2_1_a_dissect.high_price(buffer, index, packet, parent)
-- Low Price: 4 Byte Unsigned Fixed Width Integer
index, low_price = nyse_equities_bqt_xdp_v2_1_a_dissect.low_price(buffer, index, packet, parent)
-- Open: 4 Byte Unsigned Fixed Width Integer
index, open = nyse_equities_bqt_xdp_v2_1_a_dissect.open(buffer, index, packet, parent)
-- Total Volume: 4 Byte Unsigned Fixed Width Integer
index, total_volume = nyse_equities_bqt_xdp_v2_1_a_dissect.total_volume(buffer, index, packet, parent)
-- Market Id Of High Price: 2 Byte Unsigned Fixed Width Integer Enum with 4 values
index, market_id_of_high_price = nyse_equities_bqt_xdp_v2_1_a_dissect.market_id_of_high_price(buffer, index, packet, parent)
-- Market Id Of Low Price: 2 Byte Unsigned Fixed Width Integer Enum with 4 values
index, market_id_of_low_price = nyse_equities_bqt_xdp_v2_1_a_dissect.market_id_of_low_price(buffer, index, packet, parent)
-- Market Id Of Open Price: 2 Byte Unsigned Fixed Width Integer Enum with 4 values
index, market_id_of_open_price = nyse_equities_bqt_xdp_v2_1_a_dissect.market_id_of_open_price(buffer, index, packet, parent)
-- Number Of Close Prices: 1 Byte Unsigned Fixed Width Integer
index, number_of_close_prices = nyse_equities_bqt_xdp_v2_1_a_dissect.number_of_close_prices(buffer, index, packet, parent)
-- Close Price: Struct of 2 fields
for i = 1, number_of_close_prices do
index = nyse_equities_bqt_xdp_v2_1_a_dissect.close_price(buffer, index, packet, parent)
end
return index
end
-- Dissect: Consolidated Stock Summary Message
nyse_equities_bqt_xdp_v2_1_a_dissect.consolidated_stock_summary_message = function(buffer, offset, packet, parent)
-- Optionally add dynamic struct element to protocol tree
if show.consolidated_stock_summary_message then
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.consolidated_stock_summary_message(buffer, offset)
local range = buffer(offset, length)
local display = nyse_equities_bqt_xdp_v2_1_a_display.consolidated_stock_summary_message(buffer, packet, parent)
parent = parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.consolidated_stock_summary_message, range, display)
end
return nyse_equities_bqt_xdp_v2_1_a_dissect.consolidated_stock_summary_message_fields(buffer, offset, packet, parent)
end
-- Size: Market Id
nyse_equities_bqt_xdp_v2_1_a_size_of.market_id = 2
-- Display: Market Id
nyse_equities_bqt_xdp_v2_1_a_display.market_id = function(value)
if value == 0 then
return "Market Id: Nyse Group Bqt (0)"
end
if value == 1 then
return "Market Id: Nyse (1)"
end
if value == 3 then
return "Market Id: Nyse Arca (3)"
end
if value == 4 then
return "Market Id: Nyse Arca Options (4)"
end
if value == 5 then
return "Market Id: Nyse Bonds (5)"
end
if value == 6 then
return "Market Id: Global Otc (6)"
end
if value == 8 then
return "Market Id: Nyse Amex Options (8)"
end
if value == 9 then
return "Market Id: Nyse American (9)"
end
if value == 10 then
return "Market Id: Nyse National (10)"
end
return "Market Id: Unknown("..value..")"
end
-- Dissect: Market Id
nyse_equities_bqt_xdp_v2_1_a_dissect.market_id = function(buffer, offset, packet, parent)
local length = nyse_equities_bqt_xdp_v2_1_a_size_of.market_id
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_bqt_xdp_v2_1_a_display.market_id(value, buffer, offset, packet, parent)
parent:add(nyse_equities_bqt_xdp_v2_1_a.fields.market_id, range, value, display)
return offset + length, value
end
-- Size: Trade Condition 4
nyse_equities_bqt_xdp_v2_1_a_size_of.trade_condition_4 = 1
-- Display: Trade Condition 4
nyse_equities_bqt_xdp_v2_1_a_display.trade_condition_4 = function(value)
if value == " " then
return "Trade Condition 4: Na (<whitespace>)"
end
if value == "@" then
return "Trade Condition 4: Regular Sale (@)"
end
if value == "B" then
return "Trade Condition 4: Average Price Trade (B)"
end
if value == "E" then
return "Trade Condition 4: Automatic Execution (E)"
end
if value == "H" then
return "Trade Condition 4: Price Variation Trade (H)"
end
if value == "I" then
return "Trade Condition 4: Odd Lot Trade (I)"
end
if value == "K" then
return "Trade Condition 4: Rule 127 Nyse Only Or Rule 155 Nyse American Only (K)"
end
if value == "M" then
return "Trade Condition 4: Official Closing Price (M)"
end
if value == "P" then
return "Trade Condition 4: Prior Reference Price (P)"
end
if value == "Q" then
return "Trade Condition 4: Official Open Price (Q)"
end
if value == "V" then
return "Trade Condition 4: Stock Option Trade (V)"
end
if value == "X" then
return "Trade Condition 4: Cross Trade (X)"
end
return "Trade Condition 4: Unknown("..value..")"
end