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Nyse.Equities.IntegratedFeed.Pillar.v2.5.a.Script.Dissector.lua
5061 lines (3919 loc) · 226 KB
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Nyse.Equities.IntegratedFeed.Pillar.v2.5.a.Script.Dissector.lua
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-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Nyse Equities IntegratedFeed Pillar 2.5.a Protocol
local nyse_equities_integratedfeed_pillar_v2_5_a = Proto("Nyse.Equities.IntegratedFeed.Pillar.v2.5.a.Lua", "Nyse Equities IntegratedFeed Pillar 2.5.a")
-- Component Tables
local show = {}
local format = {}
local nyse_equities_integratedfeed_pillar_v2_5_a_display = {}
local nyse_equities_integratedfeed_pillar_v2_5_a_dissect = {}
local nyse_equities_integratedfeed_pillar_v2_5_a_size_of = {}
local verify = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Nyse Equities IntegratedFeed Pillar 2.5.a Fields
nyse_equities_integratedfeed_pillar_v2_5_a.fields.add_order_message = ProtoField.new("Add Order Message", "nyse.equities.integratedfeed.pillar.v2.5.a.addordermessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.add_order_refresh_message = ProtoField.new("Add Order Refresh Message", "nyse.equities.integratedfeed.pillar.v2.5.a.addorderrefreshmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.auction_interest_clearing_price = ProtoField.new("Auction Interest Clearing Price", "nyse.equities.integratedfeed.pillar.v2.5.a.auctioninterestclearingprice", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.auction_status = ProtoField.new("Auction Status", "nyse.equities.integratedfeed.pillar.v2.5.a.auctionstatus", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.auction_time = ProtoField.new("Auction Time", "nyse.equities.integratedfeed.pillar.v2.5.a.auctiontime", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.auction_type = ProtoField.new("Auction Type", "nyse.equities.integratedfeed.pillar.v2.5.a.auctiontype", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.begin_seq_num = ProtoField.new("Begin Seq Num", "nyse.equities.integratedfeed.pillar.v2.5.a.beginseqnum", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.channel_id = ProtoField.new("Channel Id", "nyse.equities.integratedfeed.pillar.v2.5.a.channelid", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.close = ProtoField.new("Close", "nyse.equities.integratedfeed.pillar.v2.5.a.close", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.continuous_book_clearing_price = ProtoField.new("Continuous Book Clearing Price", "nyse.equities.integratedfeed.pillar.v2.5.a.continuousbookclearingprice", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.cross_correction_message = ProtoField.new("Cross Correction Message", "nyse.equities.integratedfeed.pillar.v2.5.a.crosscorrectionmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.cross_id = ProtoField.new("Cross Id", "nyse.equities.integratedfeed.pillar.v2.5.a.crossid", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.cross_trade_message = ProtoField.new("Cross Trade Message", "nyse.equities.integratedfeed.pillar.v2.5.a.crosstrademessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.cross_type = ProtoField.new("Cross Type", "nyse.equities.integratedfeed.pillar.v2.5.a.crosstype", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.current_refresh_pkt = ProtoField.new("Current Refresh Pkt", "nyse.equities.integratedfeed.pillar.v2.5.a.currentrefreshpkt", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.delete_order_message = ProtoField.new("Delete Order Message", "nyse.equities.integratedfeed.pillar.v2.5.a.deleteordermessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.delivery_flag = ProtoField.new("Delivery Flag", "nyse.equities.integratedfeed.pillar.v2.5.a.deliveryflag", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.end_seq_num = ProtoField.new("End Seq Num", "nyse.equities.integratedfeed.pillar.v2.5.a.endseqnum", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.exchange_code = ProtoField.new("Exchange Code", "nyse.equities.integratedfeed.pillar.v2.5.a.exchangecode", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.firm_id = ProtoField.new("Firm Id", "nyse.equities.integratedfeed.pillar.v2.5.a.firmid", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.freeze_status = ProtoField.new("Freeze Status", "nyse.equities.integratedfeed.pillar.v2.5.a.freezestatus", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.halt_condition = ProtoField.new("Halt Condition", "nyse.equities.integratedfeed.pillar.v2.5.a.haltcondition", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.heartbeat_response_message = ProtoField.new("Heartbeat Response Message", "nyse.equities.integratedfeed.pillar.v2.5.a.heartbeatresponsemessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.high_price = ProtoField.new("High Price", "nyse.equities.integratedfeed.pillar.v2.5.a.highprice", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.id = ProtoField.new("Id", "nyse.equities.integratedfeed.pillar.v2.5.a.id", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.imbalance_message = ProtoField.new("Imbalance Message", "nyse.equities.integratedfeed.pillar.v2.5.a.imbalancemessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.imbalance_side = ProtoField.new("Imbalance Side", "nyse.equities.integratedfeed.pillar.v2.5.a.imbalanceside", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.indicative_match_price = ProtoField.new("Indicative Match Price", "nyse.equities.integratedfeed.pillar.v2.5.a.indicativematchprice", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.last_seq_num = ProtoField.new("Last Seq Num", "nyse.equities.integratedfeed.pillar.v2.5.a.lastseqnum", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.last_symbol_seq_num = ProtoField.new("Last Symbol Seq Num", "nyse.equities.integratedfeed.pillar.v2.5.a.lastsymbolseqnum", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.lot_size = ProtoField.new("Lot Size", "nyse.equities.integratedfeed.pillar.v2.5.a.lotsize", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.low_price = ProtoField.new("Low Price", "nyse.equities.integratedfeed.pillar.v2.5.a.lowprice", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.lower_collar = ProtoField.new("Lower Collar", "nyse.equities.integratedfeed.pillar.v2.5.a.lowercollar", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.market_id = ProtoField.new("Market Id", "nyse.equities.integratedfeed.pillar.v2.5.a.marketid", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.market_imbalance_qty = ProtoField.new("Market Imbalance Qty", "nyse.equities.integratedfeed.pillar.v2.5.a.marketimbalanceqty", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.market_state = ProtoField.new("Market State", "nyse.equities.integratedfeed.pillar.v2.5.a.marketstate", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.message = ProtoField.new("Message", "nyse.equities.integratedfeed.pillar.v2.5.a.message", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.message_count = ProtoField.new("Message Count", "nyse.equities.integratedfeed.pillar.v2.5.a.messagecount", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.message_header = ProtoField.new("Message Header", "nyse.equities.integratedfeed.pillar.v2.5.a.messageheader", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.message_size = ProtoField.new("Message Size", "nyse.equities.integratedfeed.pillar.v2.5.a.messagesize", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.message_type = ProtoField.new("Message Type", "nyse.equities.integratedfeed.pillar.v2.5.a.messagetype", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.message_unavailable_message = ProtoField.new("Message Unavailable Message", "nyse.equities.integratedfeed.pillar.v2.5.a.messageunavailablemessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.modify_order_message = ProtoField.new("Modify Order Message", "nyse.equities.integratedfeed.pillar.v2.5.a.modifyordermessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.mpv = ProtoField.new("Mpv", "nyse.equities.integratedfeed.pillar.v2.5.a.mpv", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.nanoseconds = ProtoField.new("Nanoseconds", "nyse.equities.integratedfeed.pillar.v2.5.a.nanoseconds", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.new_order_id = ProtoField.new("New Order Id", "nyse.equities.integratedfeed.pillar.v2.5.a.neworderid", ftypes.UINT64)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.new_price_parity_splits = ProtoField.new("New Price Parity Splits", "nyse.equities.integratedfeed.pillar.v2.5.a.newpriceparitysplits", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.next_source_seq_num = ProtoField.new("Next Source Seq Num", "nyse.equities.integratedfeed.pillar.v2.5.a.nextsourceseqnum", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.non_displayed_trade_message = ProtoField.new("Non Displayed Trade Message", "nyse.equities.integratedfeed.pillar.v2.5.a.nondisplayedtrademessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.num_extensions = ProtoField.new("Num Extensions", "nyse.equities.integratedfeed.pillar.v2.5.a.numextensions", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.open = ProtoField.new("Open", "nyse.equities.integratedfeed.pillar.v2.5.a.open", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.order_execution_message = ProtoField.new("Order Execution Message", "nyse.equities.integratedfeed.pillar.v2.5.a.orderexecutionmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.order_id = ProtoField.new("Order Id", "nyse.equities.integratedfeed.pillar.v2.5.a.orderid", ftypes.UINT64)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.packet = ProtoField.new("Packet", "nyse.equities.integratedfeed.pillar.v2.5.a.packet", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.packet_header = ProtoField.new("Packet Header", "nyse.equities.integratedfeed.pillar.v2.5.a.packetheader", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.packet_size = ProtoField.new("Packet Size", "nyse.equities.integratedfeed.pillar.v2.5.a.packetsize", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.paired_qty = ProtoField.new("Paired Qty", "nyse.equities.integratedfeed.pillar.v2.5.a.pairedqty", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.payload = ProtoField.new("Payload", "nyse.equities.integratedfeed.pillar.v2.5.a.payload", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.position_change = ProtoField.new("Position Change", "nyse.equities.integratedfeed.pillar.v2.5.a.positionchange", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.prev_close_price = ProtoField.new("Prev Close Price", "nyse.equities.integratedfeed.pillar.v2.5.a.prevcloseprice", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.prev_close_volume = ProtoField.new("Prev Close Volume", "nyse.equities.integratedfeed.pillar.v2.5.a.prevclosevolume", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.prev_price_parity_splits = ProtoField.new("Prev Price Parity Splits", "nyse.equities.integratedfeed.pillar.v2.5.a.prevpriceparitysplits", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.price = ProtoField.new("Price", "nyse.equities.integratedfeed.pillar.v2.5.a.price", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.price_1 = ProtoField.new("Price 1", "nyse.equities.integratedfeed.pillar.v2.5.a.price1", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.price_2 = ProtoField.new("Price 2", "nyse.equities.integratedfeed.pillar.v2.5.a.price2", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.price_resolution = ProtoField.new("Price Resolution", "nyse.equities.integratedfeed.pillar.v2.5.a.priceresolution", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.price_scale_code = ProtoField.new("Price Scale Code", "nyse.equities.integratedfeed.pillar.v2.5.a.pricescalecode", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.printable_flag = ProtoField.new("Printable Flag", "nyse.equities.integratedfeed.pillar.v2.5.a.printableflag", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.product_id = ProtoField.new("Product Id", "nyse.equities.integratedfeed.pillar.v2.5.a.productid", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.reference_price = ProtoField.new("Reference Price", "nyse.equities.integratedfeed.pillar.v2.5.a.referenceprice", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.refresh_header_message = ProtoField.new("Refresh Header Message", "nyse.equities.integratedfeed.pillar.v2.5.a.refreshheadermessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.refresh_request_message = ProtoField.new("Refresh Request Message", "nyse.equities.integratedfeed.pillar.v2.5.a.refreshrequestmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.replace_order_message = ProtoField.new("Replace Order Message", "nyse.equities.integratedfeed.pillar.v2.5.a.replaceordermessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.request_response_message = ProtoField.new("Request Response Message", "nyse.equities.integratedfeed.pillar.v2.5.a.requestresponsemessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.request_seq_num = ProtoField.new("Request Seq Num", "nyse.equities.integratedfeed.pillar.v2.5.a.requestseqnum", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.reserved_1 = ProtoField.new("Reserved 1", "nyse.equities.integratedfeed.pillar.v2.5.a.reserved1", ftypes.BYTES)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.reserved_11 = ProtoField.new("Reserved 11", "nyse.equities.integratedfeed.pillar.v2.5.a.reserved11", ftypes.BYTES)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.reserved_2 = ProtoField.new("Reserved 2", "nyse.equities.integratedfeed.pillar.v2.5.a.reserved2", ftypes.BYTES)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.reserved_4 = ProtoField.new("Reserved 4", "nyse.equities.integratedfeed.pillar.v2.5.a.reserved4", ftypes.BYTES)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.retail_price_improvement_message = ProtoField.new("Retail Price Improvement Message", "nyse.equities.integratedfeed.pillar.v2.5.a.retailpriceimprovementmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.retransmission_request_message = ProtoField.new("Retransmission Request Message", "nyse.equities.integratedfeed.pillar.v2.5.a.retransmissionrequestmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.retransmit_method = ProtoField.new("Retransmit Method", "nyse.equities.integratedfeed.pillar.v2.5.a.retransmitmethod", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.round_lot = ProtoField.new("Round Lot", "nyse.equities.integratedfeed.pillar.v2.5.a.roundlot", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.rpi_indicator = ProtoField.new("Rpi Indicator", "nyse.equities.integratedfeed.pillar.v2.5.a.rpiindicator", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.security_status = ProtoField.new("Security Status", "nyse.equities.integratedfeed.pillar.v2.5.a.securitystatus", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.security_status_message = ProtoField.new("Security Status Message", "nyse.equities.integratedfeed.pillar.v2.5.a.securitystatusmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.security_type = ProtoField.new("Security Type", "nyse.equities.integratedfeed.pillar.v2.5.a.securitytype", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.sequence_number = ProtoField.new("Sequence Number", "nyse.equities.integratedfeed.pillar.v2.5.a.sequencenumber", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.sequence_number_reset_message = ProtoField.new("Sequence Number Reset Message", "nyse.equities.integratedfeed.pillar.v2.5.a.sequencenumberresetmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.session_state = ProtoField.new("Session State", "nyse.equities.integratedfeed.pillar.v2.5.a.sessionstate", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.side = ProtoField.new("Side", "nyse.equities.integratedfeed.pillar.v2.5.a.side", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.significant_imbalance = ProtoField.new("Significant Imbalance", "nyse.equities.integratedfeed.pillar.v2.5.a.significantimbalance", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.source_id = ProtoField.new("Source Id", "nyse.equities.integratedfeed.pillar.v2.5.a.sourceid", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.source_time = ProtoField.new("Source Time", "nyse.equities.integratedfeed.pillar.v2.5.a.sourcetime", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.source_time_ns = ProtoField.new("Source Time Ns", "nyse.equities.integratedfeed.pillar.v2.5.a.sourcetimens", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.source_time_reference_message = ProtoField.new("Source Time Reference Message", "nyse.equities.integratedfeed.pillar.v2.5.a.sourcetimereferencemessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.ssr_filing_price = ProtoField.new("Ssr Filing Price", "nyse.equities.integratedfeed.pillar.v2.5.a.ssrfilingprice", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.ssr_state = ProtoField.new("Ssr State", "nyse.equities.integratedfeed.pillar.v2.5.a.ssrstate", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.ssr_triggering_exchange_id = ProtoField.new("Ssr Triggering Exchange Id", "nyse.equities.integratedfeed.pillar.v2.5.a.ssrtriggeringexchangeid", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.ssr_triggering_volume = ProtoField.new("Ssr Triggering Volume", "nyse.equities.integratedfeed.pillar.v2.5.a.ssrtriggeringvolume", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.status = ProtoField.new("Status", "nyse.equities.integratedfeed.pillar.v2.5.a.status", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.stock_summary_message = ProtoField.new("Stock Summary Message", "nyse.equities.integratedfeed.pillar.v2.5.a.stocksummarymessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.symbol = ProtoField.new("Symbol", "nyse.equities.integratedfeed.pillar.v2.5.a.symbol", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.symbol_clear_message = ProtoField.new("Symbol Clear Message", "nyse.equities.integratedfeed.pillar.v2.5.a.symbolclearmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.symbol_index = ProtoField.new("Symbol Index", "nyse.equities.integratedfeed.pillar.v2.5.a.symbolindex", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.symbol_index_mapping_message = ProtoField.new("Symbol Index Mapping Message", "nyse.equities.integratedfeed.pillar.v2.5.a.symbolindexmappingmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.symbol_index_mapping_request_message = ProtoField.new("Symbol Index Mapping Request Message", "nyse.equities.integratedfeed.pillar.v2.5.a.symbolindexmappingrequestmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.symbol_seq_num = ProtoField.new("Symbol Seq Num", "nyse.equities.integratedfeed.pillar.v2.5.a.symbolseqnum", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.system_id = ProtoField.new("System Id", "nyse.equities.integratedfeed.pillar.v2.5.a.systemid", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.time = ProtoField.new("Time", "nyse.equities.integratedfeed.pillar.v2.5.a.time", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.timestamp = ProtoField.new("Timestamp", "nyse.equities.integratedfeed.pillar.v2.5.a.timestamp", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.total_imbalance_qty = ProtoField.new("Total Imbalance Qty", "nyse.equities.integratedfeed.pillar.v2.5.a.totalimbalanceqty", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.total_refresh_pkts = ProtoField.new("Total Refresh Pkts", "nyse.equities.integratedfeed.pillar.v2.5.a.totalrefreshpkts", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.total_volume = ProtoField.new("Total Volume", "nyse.equities.integratedfeed.pillar.v2.5.a.totalvolume", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.trade_cancel_message = ProtoField.new("Trade Cancel Message", "nyse.equities.integratedfeed.pillar.v2.5.a.tradecancelmessage", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.trade_cond_1 = ProtoField.new("Trade Cond 1", "nyse.equities.integratedfeed.pillar.v2.5.a.tradecond1", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.trade_cond_2 = ProtoField.new("Trade Cond 2", "nyse.equities.integratedfeed.pillar.v2.5.a.tradecond2", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.trade_cond_3 = ProtoField.new("Trade Cond 3", "nyse.equities.integratedfeed.pillar.v2.5.a.tradecond3", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.trade_cond_4 = ProtoField.new("Trade Cond 4", "nyse.equities.integratedfeed.pillar.v2.5.a.tradecond4", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.trade_id = ProtoField.new("Trade Id", "nyse.equities.integratedfeed.pillar.v2.5.a.tradeid", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.unit_of_trade = ProtoField.new("Unit Of Trade", "nyse.equities.integratedfeed.pillar.v2.5.a.unitoftrade", ftypes.UINT16)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.unpaired_qty = ProtoField.new("Unpaired Qty", "nyse.equities.integratedfeed.pillar.v2.5.a.unpairedqty", ftypes.UINT8)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.unpaired_side = ProtoField.new("Unpaired Side", "nyse.equities.integratedfeed.pillar.v2.5.a.unpairedside", ftypes.STRING)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.upper_collar = ProtoField.new("Upper Collar", "nyse.equities.integratedfeed.pillar.v2.5.a.uppercollar", ftypes.UINT32)
nyse_equities_integratedfeed_pillar_v2_5_a.fields.volume = ProtoField.new("Volume", "nyse.equities.integratedfeed.pillar.v2.5.a.volume", ftypes.UINT32)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Nyse Equities IntegratedFeed Pillar 2.5.a Element Dissection Options
show.add_order_message = true
show.add_order_refresh_message = true
show.cross_correction_message = true
show.cross_trade_message = true
show.delete_order_message = true
show.heartbeat_response_message = true
show.imbalance_message = true
show.message = true
show.message_header = true
show.message_unavailable_message = true
show.modify_order_message = true
show.non_displayed_trade_message = true
show.order_execution_message = true
show.packet = true
show.packet_header = true
show.refresh_header_message = true
show.refresh_request_message = true
show.replace_order_message = true
show.request_response_message = true
show.retail_price_improvement_message = true
show.retransmission_request_message = true
show.security_status_message = true
show.sequence_number_reset_message = true
show.source_time_reference_message = true
show.stock_summary_message = true
show.symbol_clear_message = true
show.symbol_index_mapping_message = true
show.symbol_index_mapping_request_message = true
show.trade_cancel_message = true
show.payload = false
-- Register Nyse Equities IntegratedFeed Pillar 2.5.a Show Options
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_add_order_message = Pref.bool("Show Add Order Message", show.add_order_message, "Parse and add Add Order Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_add_order_refresh_message = Pref.bool("Show Add Order Refresh Message", show.add_order_refresh_message, "Parse and add Add Order Refresh Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_cross_correction_message = Pref.bool("Show Cross Correction Message", show.cross_correction_message, "Parse and add Cross Correction Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_cross_trade_message = Pref.bool("Show Cross Trade Message", show.cross_trade_message, "Parse and add Cross Trade Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_delete_order_message = Pref.bool("Show Delete Order Message", show.delete_order_message, "Parse and add Delete Order Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_a.prefs.show_imbalance_message = Pref.bool("Show Imbalance Message", show.imbalance_message, "Parse and add Imbalance Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_message = Pref.bool("Show Message", show.message, "Parse and add Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_message_header = Pref.bool("Show Message Header", show.message_header, "Parse and add Message Header to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_a.prefs.show_modify_order_message = Pref.bool("Show Modify Order Message", show.modify_order_message, "Parse and add Modify Order Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_non_displayed_trade_message = Pref.bool("Show Non Displayed Trade Message", show.non_displayed_trade_message, "Parse and add Non Displayed Trade Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_order_execution_message = Pref.bool("Show Order Execution Message", show.order_execution_message, "Parse and add Order Execution Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_a.prefs.show_replace_order_message = Pref.bool("Show Replace Order Message", show.replace_order_message, "Parse and add Replace Order Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_a.prefs.show_retail_price_improvement_message = Pref.bool("Show Retail Price Improvement Message", show.retail_price_improvement_message, "Parse and add Retail Price Improvement Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_a.prefs.show_security_status_message = Pref.bool("Show Security Status Message", show.security_status_message, "Parse and add Security Status Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_a.prefs.show_source_time_reference_message = Pref.bool("Show Source Time Reference Message", show.source_time_reference_message, "Parse and add Source Time Reference Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_stock_summary_message = Pref.bool("Show Stock Summary Message", show.stock_summary_message, "Parse and add Stock Summary Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_symbol_clear_message = Pref.bool("Show Symbol Clear Message", show.symbol_clear_message, "Parse and add Symbol Clear Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_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_integratedfeed_pillar_v2_5_a.prefs.show_trade_cancel_message = Pref.bool("Show Trade Cancel Message", show.trade_cancel_message, "Parse and add Trade Cancel Message to protocol tree")
nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
-- Handle changed preferences
function nyse_equities_integratedfeed_pillar_v2_5_a.prefs_changed()
local changed = false
-- Check if show options have changed
if show.add_order_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_add_order_message then
show.add_order_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_add_order_message
changed = true
end
if show.add_order_refresh_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_add_order_refresh_message then
show.add_order_refresh_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_add_order_refresh_message
changed = true
end
if show.cross_correction_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_cross_correction_message then
show.cross_correction_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_cross_correction_message
changed = true
end
if show.cross_trade_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_cross_trade_message then
show.cross_trade_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_cross_trade_message
changed = true
end
if show.delete_order_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_delete_order_message then
show.delete_order_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_delete_order_message
changed = true
end
if show.heartbeat_response_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_heartbeat_response_message then
show.heartbeat_response_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_heartbeat_response_message
changed = true
end
if show.imbalance_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_imbalance_message then
show.imbalance_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_imbalance_message
changed = true
end
if show.message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_message then
show.message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_message
changed = true
end
if show.message_header ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_message_header then
show.message_header = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_message_header
changed = true
end
if show.message_unavailable_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_message_unavailable_message then
show.message_unavailable_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_message_unavailable_message
changed = true
end
if show.modify_order_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_modify_order_message then
show.modify_order_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_modify_order_message
changed = true
end
if show.non_displayed_trade_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_non_displayed_trade_message then
show.non_displayed_trade_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_non_displayed_trade_message
changed = true
end
if show.order_execution_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_order_execution_message then
show.order_execution_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_order_execution_message
changed = true
end
if show.packet ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_packet then
show.packet = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_packet
changed = true
end
if show.packet_header ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_packet_header then
show.packet_header = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_packet_header
changed = true
end
if show.refresh_header_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_refresh_header_message then
show.refresh_header_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_refresh_header_message
changed = true
end
if show.refresh_request_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_refresh_request_message then
show.refresh_request_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_refresh_request_message
changed = true
end
if show.replace_order_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_replace_order_message then
show.replace_order_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_replace_order_message
changed = true
end
if show.request_response_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_request_response_message then
show.request_response_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_request_response_message
changed = true
end
if show.retail_price_improvement_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_retail_price_improvement_message then
show.retail_price_improvement_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_retail_price_improvement_message
changed = true
end
if show.retransmission_request_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_retransmission_request_message then
show.retransmission_request_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_retransmission_request_message
changed = true
end
if show.security_status_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_security_status_message then
show.security_status_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_security_status_message
changed = true
end
if show.sequence_number_reset_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_sequence_number_reset_message then
show.sequence_number_reset_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_sequence_number_reset_message
changed = true
end
if show.source_time_reference_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_source_time_reference_message then
show.source_time_reference_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_source_time_reference_message
changed = true
end
if show.stock_summary_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_stock_summary_message then
show.stock_summary_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_stock_summary_message
changed = true
end
if show.symbol_clear_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_symbol_clear_message then
show.symbol_clear_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_symbol_clear_message
changed = true
end
if show.symbol_index_mapping_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_symbol_index_mapping_message then
show.symbol_index_mapping_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_symbol_index_mapping_message
changed = true
end
if show.symbol_index_mapping_request_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_symbol_index_mapping_request_message then
show.symbol_index_mapping_request_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_symbol_index_mapping_request_message
changed = true
end
if show.trade_cancel_message ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_trade_cancel_message then
show.trade_cancel_message = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_trade_cancel_message
changed = true
end
if show.payload ~= nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_payload then
show.payload = nyse_equities_integratedfeed_pillar_v2_5_a.prefs.show_payload
changed = true
end
-- Reload on changed preference
if changed then
reload()
end
end
-----------------------------------------------------------------------
-- Dissect Nyse Equities IntegratedFeed Pillar 2.5.a
-----------------------------------------------------------------------
-- Size: Total Volume
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.total_volume = 4
-- Display: Total Volume
nyse_equities_integratedfeed_pillar_v2_5_a_display.total_volume = function(value)
return "Total Volume: "..value
end
-- Dissect: Total Volume
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.total_volume = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.total_volume
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.total_volume(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.total_volume, range, value, display)
return offset + length, value
end
-- Size: Close
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.close = 4
-- Display: Close
nyse_equities_integratedfeed_pillar_v2_5_a_display.close = function(value)
return "Close: "..value
end
-- Dissect: Close
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.close = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.close
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.close(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.close, range, value, display)
return offset + length, value
end
-- Size: Open
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.open = 4
-- Display: Open
nyse_equities_integratedfeed_pillar_v2_5_a_display.open = function(value)
return "Open: "..value
end
-- Dissect: Open
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.open = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.open
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.open(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.open, range, value, display)
return offset + length, value
end
-- Size: Low Price
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.low_price = 4
-- Display: Low Price
nyse_equities_integratedfeed_pillar_v2_5_a_display.low_price = function(value)
return "Low Price: "..value
end
-- Dissect: Low Price
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.low_price = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.low_price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.low_price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.low_price, range, value, display)
return offset + length, value
end
-- Size: High Price
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.high_price = 4
-- Display: High Price
nyse_equities_integratedfeed_pillar_v2_5_a_display.high_price = function(value)
return "High Price: "..value
end
-- Dissect: High Price
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.high_price = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.high_price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.high_price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.high_price, range, value, display)
return offset + length, value
end
-- Size: Symbol Index
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_index = 4
-- Display: Symbol Index
nyse_equities_integratedfeed_pillar_v2_5_a_display.symbol_index = function(value)
return "Symbol Index: "..value
end
-- Dissect: Symbol Index
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_index = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_index
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.symbol_index(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.symbol_index, range, value, display)
return offset + length, value
end
-- Size: Source Time Ns
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time_ns = 4
-- Display: Source Time Ns
nyse_equities_integratedfeed_pillar_v2_5_a_display.source_time_ns = function(value)
return "Source Time Ns: "..value
end
-- Dissect: Source Time Ns
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.source_time_ns = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time_ns
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.source_time_ns(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.source_time_ns, range, value, display)
return offset + length, value
end
-- Size: Source Time
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time = 4
-- Display: Source Time
nyse_equities_integratedfeed_pillar_v2_5_a_display.source_time = function(value)
return "Source Time: "..value
end
-- Dissect: Source Time
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.source_time = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.source_time(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.source_time, range, value, display)
return offset + length, value
end
-- Calculate size of: Stock Summary Message
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.stock_summary_message = function(buffer, offset)
local index = 0
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time_ns
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_index
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.high_price
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.low_price
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.open
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.close
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.total_volume
return index
end
-- Display: Stock Summary Message
nyse_equities_integratedfeed_pillar_v2_5_a_display.stock_summary_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Stock Summary Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.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_integratedfeed_pillar_v2_5_a_dissect.source_time(buffer, index, packet, parent)
-- Source Time Ns: 4 Byte Unsigned Fixed Width Integer
index, source_time_ns = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.source_time_ns(buffer, index, packet, parent)
-- Symbol Index: 4 Byte Unsigned Fixed Width Integer
index, symbol_index = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_index(buffer, index, packet, parent)
-- High Price: 4 Byte Unsigned Fixed Width Integer
index, high_price = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.high_price(buffer, index, packet, parent)
-- Low Price: 4 Byte Unsigned Fixed Width Integer
index, low_price = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.low_price(buffer, index, packet, parent)
-- Open: 4 Byte Unsigned Fixed Width Integer
index, open = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.open(buffer, index, packet, parent)
-- Close: 4 Byte Unsigned Fixed Width Integer
index, close = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.close(buffer, index, packet, parent)
-- Total Volume: 4 Byte Unsigned Fixed Width Integer
index, total_volume = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.total_volume(buffer, index, packet, parent)
return index
end
-- Dissect: Stock Summary Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.stock_summary_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.stock_summary_message then
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.stock_summary_message(buffer, offset)
local range = buffer(offset, length)
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.stock_summary_message(buffer, packet, parent)
parent = parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.stock_summary_message, range, display)
end
return nyse_equities_integratedfeed_pillar_v2_5_a_dissect.stock_summary_message_fields(buffer, offset, packet, parent)
end
-- Size: Rpi Indicator
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.rpi_indicator = 1
-- Display: Rpi Indicator
nyse_equities_integratedfeed_pillar_v2_5_a_display.rpi_indicator = function(value)
if value == " " then
return "Rpi Indicator: No Retail Interest (<whitespace>)"
end
if value == "A" then
return "Rpi Indicator: Retail Interest On The Bid Side (A)"
end
if value == "B" then
return "Rpi Indicator: Retail Interest On The Offer Side (B)"
end
if value == "C" then
return "Rpi Indicator: Retail Interest On The Bid And Offer Sides (C)"
end
return "Rpi Indicator: Unknown("..value..")"
end
-- Dissect: Rpi Indicator
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.rpi_indicator = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.rpi_indicator
local range = buffer(offset, length)
local value = range:string()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.rpi_indicator(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.rpi_indicator, range, value, display)
return offset + length, value
end
-- Size: Symbol Seq Num
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_seq_num = 4
-- Display: Symbol Seq Num
nyse_equities_integratedfeed_pillar_v2_5_a_display.symbol_seq_num = function(value)
return "Symbol Seq Num: "..value
end
-- Dissect: Symbol Seq Num
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_seq_num = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_seq_num
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.symbol_seq_num(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.symbol_seq_num, range, value, display)
return offset + length, value
end
-- Calculate size of: Retail Price Improvement Message
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.retail_price_improvement_message = function(buffer, offset)
local index = 0
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time_ns
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_index
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_seq_num
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.rpi_indicator
return index
end
-- Display: Retail Price Improvement Message
nyse_equities_integratedfeed_pillar_v2_5_a_display.retail_price_improvement_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Retail Price Improvement Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.retail_price_improvement_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Source Time Ns: 4 Byte Unsigned Fixed Width Integer
index, source_time_ns = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.source_time_ns(buffer, index, packet, parent)
-- Symbol Index: 4 Byte Unsigned Fixed Width Integer
index, symbol_index = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_index(buffer, index, packet, parent)
-- Symbol Seq Num: 4 Byte Unsigned Fixed Width Integer
index, symbol_seq_num = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_seq_num(buffer, index, packet, parent)
-- Rpi Indicator: 1 Byte Ascii String Enum with 4 values
index, rpi_indicator = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.rpi_indicator(buffer, index, packet, parent)
return index
end
-- Dissect: Retail Price Improvement Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.retail_price_improvement_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.retail_price_improvement_message then
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.retail_price_improvement_message(buffer, offset)
local range = buffer(offset, length)
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.retail_price_improvement_message(buffer, packet, parent)
parent = parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.retail_price_improvement_message, range, display)
end
return nyse_equities_integratedfeed_pillar_v2_5_a_dissect.retail_price_improvement_message_fields(buffer, offset, packet, parent)
end
-- Size: Volume
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.volume = 4
-- Display: Volume
nyse_equities_integratedfeed_pillar_v2_5_a_display.volume = function(value)
return "Volume: "..value
end
-- Dissect: Volume
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.volume = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.volume
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.volume(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.volume, range, value, display)
return offset + length, value
end
-- Size: Cross Id
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_id = 4
-- Display: Cross Id
nyse_equities_integratedfeed_pillar_v2_5_a_display.cross_id = function(value)
return "Cross Id: "..value
end
-- Dissect: Cross Id
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_id = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_id
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.cross_id(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.cross_id, range, value, display)
return offset + length, value
end
-- Calculate size of: Cross Correction Message
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_correction_message = function(buffer, offset)
local index = 0
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time_ns
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_index
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_seq_num
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_id
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.volume
return index
end
-- Display: Cross Correction Message
nyse_equities_integratedfeed_pillar_v2_5_a_display.cross_correction_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Cross Correction Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_correction_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Source Time Ns: 4 Byte Unsigned Fixed Width Integer
index, source_time_ns = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.source_time_ns(buffer, index, packet, parent)
-- Symbol Index: 4 Byte Unsigned Fixed Width Integer
index, symbol_index = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_index(buffer, index, packet, parent)
-- Symbol Seq Num: 4 Byte Unsigned Fixed Width Integer
index, symbol_seq_num = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_seq_num(buffer, index, packet, parent)
-- Cross Id: 4 Byte Unsigned Fixed Width Integer
index, cross_id = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_id(buffer, index, packet, parent)
-- Volume: 4 Byte Unsigned Fixed Width Integer
index, volume = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.volume(buffer, index, packet, parent)
return index
end
-- Dissect: Cross Correction Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_correction_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.cross_correction_message then
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_correction_message(buffer, offset)
local range = buffer(offset, length)
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.cross_correction_message(buffer, packet, parent)
parent = parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.cross_correction_message, range, display)
end
return nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_correction_message_fields(buffer, offset, packet, parent)
end
-- Size: Trade Id
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.trade_id = 4
-- Display: Trade Id
nyse_equities_integratedfeed_pillar_v2_5_a_display.trade_id = function(value)
return "Trade Id: "..value
end
-- Dissect: Trade Id
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.trade_id = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.trade_id
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.trade_id(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.trade_id, range, value, display)
return offset + length, value
end
-- Calculate size of: Trade Cancel Message
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.trade_cancel_message = function(buffer, offset)
local index = 0
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time_ns
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_index
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_seq_num
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.trade_id
return index
end
-- Display: Trade Cancel Message
nyse_equities_integratedfeed_pillar_v2_5_a_display.trade_cancel_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Trade Cancel Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.trade_cancel_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Source Time Ns: 4 Byte Unsigned Fixed Width Integer
index, source_time_ns = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.source_time_ns(buffer, index, packet, parent)
-- Symbol Index: 4 Byte Unsigned Fixed Width Integer
index, symbol_index = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_index(buffer, index, packet, parent)
-- Symbol Seq Num: 4 Byte Unsigned Fixed Width Integer
index, symbol_seq_num = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_seq_num(buffer, index, packet, parent)
-- Trade Id: 4 Byte Unsigned Fixed Width Integer
index, trade_id = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.trade_id(buffer, index, packet, parent)
return index
end
-- Dissect: Trade Cancel Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.trade_cancel_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.trade_cancel_message then
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.trade_cancel_message(buffer, offset)
local range = buffer(offset, length)
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.trade_cancel_message(buffer, packet, parent)
parent = parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.trade_cancel_message, range, display)
end
return nyse_equities_integratedfeed_pillar_v2_5_a_dissect.trade_cancel_message_fields(buffer, offset, packet, parent)
end
-- Size: Cross Type
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_type = 1
-- Display: Cross Type
nyse_equities_integratedfeed_pillar_v2_5_a_display.cross_type = function(value)
if value == "E" then
return "Cross Type: Market Center Early Opening Auction (E)"
end
if value == "O" then
return "Cross Type: Market Center Opening Auction (O)"
end
if value == "5" then
return "Cross Type: Market Center Reopening Auction (5)"
end
if value == "6" then
return "Cross Type: Market Center Closing Auction (6)"
end
return "Cross Type: Unknown("..value..")"
end
-- Dissect: Cross Type
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_type = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_type
local range = buffer(offset, length)
local value = range:string()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.cross_type(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.cross_type, range, value, display)
return offset + length, value
end
-- Size: Price
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.price = 4
-- Display: Price
nyse_equities_integratedfeed_pillar_v2_5_a_display.price = function(value)
return "Price: "..value
end
-- Dissect: Price
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.price = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.price
local range = buffer(offset, length)
local value = range:le_uint()
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.price(value, buffer, offset, packet, parent)
parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.price, range, value, display)
return offset + length, value
end
-- Calculate size of: Cross Trade Message
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_trade_message = function(buffer, offset)
local index = 0
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.source_time_ns
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_index
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.symbol_seq_num
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_id
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.price
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.volume
index = index + nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_type
return index
end
-- Display: Cross Trade Message
nyse_equities_integratedfeed_pillar_v2_5_a_display.cross_trade_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Cross Trade Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_trade_message_fields = function(buffer, offset, packet, parent)
local index = offset
-- Source Time Ns: 4 Byte Unsigned Fixed Width Integer
index, source_time_ns = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.source_time_ns(buffer, index, packet, parent)
-- Symbol Index: 4 Byte Unsigned Fixed Width Integer
index, symbol_index = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_index(buffer, index, packet, parent)
-- Symbol Seq Num: 4 Byte Unsigned Fixed Width Integer
index, symbol_seq_num = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.symbol_seq_num(buffer, index, packet, parent)
-- Cross Id: 4 Byte Unsigned Fixed Width Integer
index, cross_id = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_id(buffer, index, packet, parent)
-- Price: 4 Byte Unsigned Fixed Width Integer
index, price = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.price(buffer, index, packet, parent)
-- Volume: 4 Byte Unsigned Fixed Width Integer
index, volume = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.volume(buffer, index, packet, parent)
-- Cross Type: 1 Byte Ascii String Enum with 4 values
index, cross_type = nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_type(buffer, index, packet, parent)
return index
end
-- Dissect: Cross Trade Message
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_trade_message = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.cross_trade_message then
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.cross_trade_message(buffer, offset)
local range = buffer(offset, length)
local display = nyse_equities_integratedfeed_pillar_v2_5_a_display.cross_trade_message(buffer, packet, parent)
parent = parent:add(nyse_equities_integratedfeed_pillar_v2_5_a.fields.cross_trade_message, range, display)
end
return nyse_equities_integratedfeed_pillar_v2_5_a_dissect.cross_trade_message_fields(buffer, offset, packet, parent)
end
-- Size: Trade Cond 4
nyse_equities_integratedfeed_pillar_v2_5_a_size_of.trade_cond_4 = 1
-- Display: Trade Cond 4
nyse_equities_integratedfeed_pillar_v2_5_a_display.trade_cond_4 = function(value)
if value == " " then
return "Trade Cond 4: Not Available (<whitespace>)"
end
if value == "I" then
return "Trade Cond 4: Odd Lot Trade (I)"
end
if value == "V" then
return "Trade Cond 4: Contingent Trade (V)"
end
return "Trade Cond 4: Unknown("..value..")"
end
-- Dissect: Trade Cond 4
nyse_equities_integratedfeed_pillar_v2_5_a_dissect.trade_cond_4 = function(buffer, offset, packet, parent)
local length = nyse_equities_integratedfeed_pillar_v2_5_a_size_of.trade_cond_4