/
Nasdaq.Utdf.Output.Utp.v1.5.Script.Dissector.lua
5118 lines (4039 loc) · 225 KB
/
Nasdaq.Utdf.Output.Utp.v1.5.Script.Dissector.lua
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-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Nasdaq Utdf Output Utp 1.5 Protocol
local nasdaq_utdf_output_utp_v1_5 = Proto("Nasdaq.Utdf.Output.Utp.v1.5.Lua", "Nasdaq Utdf Output Utp 1.5")
-- Component Tables
local show = {}
local format = {}
local nasdaq_utdf_output_utp_v1_5_display = {}
local nasdaq_utdf_output_utp_v1_5_dissect = {}
local nasdaq_utdf_output_utp_v1_5_size_of = {}
local verify = {}
local translate = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Nasdaq Utdf Output Utp 1.5 Fields
nasdaq_utdf_output_utp_v1_5.fields.action_timestamp = ProtoField.new("Action Timestamp", "nasdaq.utdf.output.utp.v1.5.actiontimestamp", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.administrative = ProtoField.new("Administrative", "nasdaq.utdf.output.utp.v1.5.administrative", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.administrative_message_type = ProtoField.new("Administrative Message Type", "nasdaq.utdf.output.utp.v1.5.administrativemessagetype", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.administrative_payload = ProtoField.new("Administrative Payload", "nasdaq.utdf.output.utp.v1.5.administrativepayload", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.as_of_action = ProtoField.new("As Of Action", "nasdaq.utdf.output.utp.v1.5.asofaction", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.auction_collar_message = ProtoField.new("Auction Collar Message", "nasdaq.utdf.output.utp.v1.5.auctioncollarmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.authenticity = ProtoField.new("Authenticity", "nasdaq.utdf.output.utp.v1.5.authenticity", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.closing_trade_summary_report_message = ProtoField.new("Closing Trade Summary Report Message", "nasdaq.utdf.output.utp.v1.5.closingtradesummaryreportmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.collar_down_price = ProtoField.new("Collar Down Price", "nasdaq.utdf.output.utp.v1.5.collardownprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.collar_extension_indicator = ProtoField.new("Collar Extension Indicator", "nasdaq.utdf.output.utp.v1.5.collarextensionindicator", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.collar_reference_price = ProtoField.new("Collar Reference Price", "nasdaq.utdf.output.utp.v1.5.collarreferenceprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.collar_up_price = ProtoField.new("Collar Up Price", "nasdaq.utdf.output.utp.v1.5.collarupprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.consolidated_high_price = ProtoField.new("Consolidated High Price", "nasdaq.utdf.output.utp.v1.5.consolidatedhighprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.consolidated_last_price = ProtoField.new("Consolidated Last Price", "nasdaq.utdf.output.utp.v1.5.consolidatedlastprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.consolidated_low_price = ProtoField.new("Consolidated Low Price", "nasdaq.utdf.output.utp.v1.5.consolidatedlowprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.consolidated_price_change_indicator = ProtoField.new("Consolidated Price Change Indicator", "nasdaq.utdf.output.utp.v1.5.consolidatedpricechangeindicator", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.consolidated_volume = ProtoField.new("Consolidated Volume", "nasdaq.utdf.output.utp.v1.5.consolidatedvolume", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.control = ProtoField.new("Control", "nasdaq.utdf.output.utp.v1.5.control", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.control_message_type = ProtoField.new("Control Message Type", "nasdaq.utdf.output.utp.v1.5.controlmessagetype", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.control_payload = ProtoField.new("Control Payload", "nasdaq.utdf.output.utp.v1.5.controlpayload", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.corrected_sellers_sale_days = ProtoField.new("Corrected Sellers Sale Days", "nasdaq.utdf.output.utp.v1.5.correctedsellerssaledays", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.corrected_trade_id = ProtoField.new("Corrected Trade Id", "nasdaq.utdf.output.utp.v1.5.correctedtradeid", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.corrected_trade_price = ProtoField.new("Corrected Trade Price", "nasdaq.utdf.output.utp.v1.5.correctedtradeprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.corrected_trade_through_exempt_flag = ProtoField.new("Corrected Trade Through Exempt Flag", "nasdaq.utdf.output.utp.v1.5.correctedtradethroughexemptflag", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.corrected_volume = ProtoField.new("Corrected Volume", "nasdaq.utdf.output.utp.v1.5.correctedvolume", ftypes.UINT32)
nasdaq_utdf_output_utp_v1_5.fields.count = ProtoField.new("Count", "nasdaq.utdf.output.utp.v1.5.count", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.cross_sro_trading_action_message = ProtoField.new("Cross Sro Trading Action Message", "nasdaq.utdf.output.utp.v1.5.crosssrotradingactionmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.current_market_center_volume = ProtoField.new("Current Market Center Volume", "nasdaq.utdf.output.utp.v1.5.currentmarketcentervolume", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.daily_consolidated_closing_price = ProtoField.new("Daily Consolidated Closing Price", "nasdaq.utdf.output.utp.v1.5.dailyconsolidatedclosingprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.daily_consolidated_high_price = ProtoField.new("Daily Consolidated High Price", "nasdaq.utdf.output.utp.v1.5.dailyconsolidatedhighprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.daily_consolidated_low_price = ProtoField.new("Daily Consolidated Low Price", "nasdaq.utdf.output.utp.v1.5.dailyconsolidatedlowprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.end_of_consolidated_last_sale_eligibility = ProtoField.new("End Of Consolidated Last Sale Eligibility", "nasdaq.utdf.output.utp.v1.5.endofconsolidatedlastsaleeligibility", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.end_of_day_message = ProtoField.new("End Of Day Message", "nasdaq.utdf.output.utp.v1.5.endofdaymessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.end_of_trade_reporting_message = ProtoField.new("End Of Trade Reporting Message", "nasdaq.utdf.output.utp.v1.5.endoftradereportingmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.end_of_transmissions_message = ProtoField.new("End Of Transmissions Message", "nasdaq.utdf.output.utp.v1.5.endoftransmissionsmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.financial_status_indicator = ProtoField.new("Financial Status Indicator", "nasdaq.utdf.output.utp.v1.5.financialstatusindicator", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.finra_timestamp = ProtoField.new("Finra Timestamp", "nasdaq.utdf.output.utp.v1.5.finratimestamp", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.general_administrative_message = ProtoField.new("General Administrative Message", "nasdaq.utdf.output.utp.v1.5.generaladministrativemessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.issue_name = ProtoField.new("Issue Name", "nasdaq.utdf.output.utp.v1.5.issuename", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.issue_subtype = ProtoField.new("Issue Subtype", "nasdaq.utdf.output.utp.v1.5.issuesubtype", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.issue_symbol_directory_message = ProtoField.new("Issue Symbol Directory Message", "nasdaq.utdf.output.utp.v1.5.issuesymboldirectorymessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.issue_type = ProtoField.new("Issue Type", "nasdaq.utdf.output.utp.v1.5.issuetype", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.level_1 = ProtoField.new("Level 1", "nasdaq.utdf.output.utp.v1.5.level1", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.level_2 = ProtoField.new("Level 2", "nasdaq.utdf.output.utp.v1.5.level2", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.level_3 = ProtoField.new("Level 3", "nasdaq.utdf.output.utp.v1.5.level3", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.level_4 = ProtoField.new("Level 4", "nasdaq.utdf.output.utp.v1.5.level4", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.limit_down_price = ProtoField.new("Limit Down Price", "nasdaq.utdf.output.utp.v1.5.limitdownprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.limit_up_limit_down_price_band_message = ProtoField.new("Limit Up Limit Down Price Band Message", "nasdaq.utdf.output.utp.v1.5.limituplimitdownpricebandmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.limit_up_price = ProtoField.new("Limit Up Price", "nasdaq.utdf.output.utp.v1.5.limitupprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.luld_price_band_indicator = ProtoField.new("Luld Price Band Indicator", "nasdaq.utdf.output.utp.v1.5.luldpricebandindicator", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.luld_timestamp = ProtoField.new("Luld Timestamp", "nasdaq.utdf.output.utp.v1.5.luldtimestamp", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.market_center_close_indicator = ProtoField.new("Market Center Close Indicator", "nasdaq.utdf.output.utp.v1.5.marketcentercloseindicator", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_center_closing_price = ProtoField.new("Market Center Closing Price", "nasdaq.utdf.output.utp.v1.5.marketcenterclosingprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.market_center_closing_price_and_volume_summary = ProtoField.new("Market Center Closing Price And Volume Summary", "nasdaq.utdf.output.utp.v1.5.marketcenterclosingpriceandvolumesummary", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_center_identifier = ProtoField.new("Market Center Identifier", "nasdaq.utdf.output.utp.v1.5.marketcenteridentifier", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_center_originator_id = ProtoField.new("Market Center Originator Id", "nasdaq.utdf.output.utp.v1.5.marketcenteroriginatorid", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_center_trading_action_message = ProtoField.new("Market Center Trading Action Message", "nasdaq.utdf.output.utp.v1.5.marketcentertradingactionmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_center_volume = ProtoField.new("Market Center Volume", "nasdaq.utdf.output.utp.v1.5.marketcentervolume", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.market_center_volume_attachment = ProtoField.new("Market Center Volume Attachment", "nasdaq.utdf.output.utp.v1.5.marketcentervolumeattachment", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_participant_high_price = ProtoField.new("Market Participant High Price", "nasdaq.utdf.output.utp.v1.5.marketparticipanthighprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.market_participant_last_price = ProtoField.new("Market Participant Last Price", "nasdaq.utdf.output.utp.v1.5.marketparticipantlastprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.market_participant_low_price = ProtoField.new("Market Participant Low Price", "nasdaq.utdf.output.utp.v1.5.marketparticipantlowprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.market_participant_volume = ProtoField.new("Market Participant Volume", "nasdaq.utdf.output.utp.v1.5.marketparticipantvolume", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.market_session_close_message = ProtoField.new("Market Session Close Message", "nasdaq.utdf.output.utp.v1.5.marketsessionclosemessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_session_open_message = ProtoField.new("Market Session Open Message", "nasdaq.utdf.output.utp.v1.5.marketsessionopenmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_tier = ProtoField.new("Market Tier", "nasdaq.utdf.output.utp.v1.5.markettier", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.market_wide_circuit_breaker_decline_level_message = ProtoField.new("Market Wide Circuit Breaker Decline Level Message", "nasdaq.utdf.output.utp.v1.5.marketwidecircuitbreakerdeclinelevelmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.message = ProtoField.new("Message", "nasdaq.utdf.output.utp.v1.5.message", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.message_category = ProtoField.new("Message Category", "nasdaq.utdf.output.utp.v1.5.messagecategory", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.message_header = ProtoField.new("Message Header", "nasdaq.utdf.output.utp.v1.5.messageheader", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.message_info = ProtoField.new("Message Info", "nasdaq.utdf.output.utp.v1.5.messageinfo", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.message_length = ProtoField.new("Message Length", "nasdaq.utdf.output.utp.v1.5.messagelength", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.mwcb_level_1 = ProtoField.new("Mwcb Level 1", "nasdaq.utdf.output.utp.v1.5.mwcblevel1", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.mwcb_level_2 = ProtoField.new("Mwcb Level 2", "nasdaq.utdf.output.utp.v1.5.mwcblevel2", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.mwcb_level_3 = ProtoField.new("Mwcb Level 3", "nasdaq.utdf.output.utp.v1.5.mwcblevel3", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.number_of_market_center_summaries = ProtoField.new("Number Of Market Center Summaries", "nasdaq.utdf.output.utp.v1.5.numberofmarketcentersummaries", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.number_of_market_center_volumes = ProtoField.new("Number Of Market Center Volumes", "nasdaq.utdf.output.utp.v1.5.numberofmarketcentervolumes", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.old_symbol = ProtoField.new("Old Symbol", "nasdaq.utdf.output.utp.v1.5.oldsymbol", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.original_sellers_sale_days = ProtoField.new("Original Sellers Sale Days", "nasdaq.utdf.output.utp.v1.5.originalsellerssaledays", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.original_trade_id = ProtoField.new("Original Trade Id", "nasdaq.utdf.output.utp.v1.5.originaltradeid", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.original_trade_price = ProtoField.new("Original Trade Price", "nasdaq.utdf.output.utp.v1.5.originaltradeprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.original_trade_through_exempt_flag = ProtoField.new("Original Trade Through Exempt Flag", "nasdaq.utdf.output.utp.v1.5.originaltradethroughexemptflag", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.original_volume = ProtoField.new("Original Volume", "nasdaq.utdf.output.utp.v1.5.originalvolume", ftypes.UINT32)
nasdaq_utdf_output_utp_v1_5.fields.packet = ProtoField.new("Packet", "nasdaq.utdf.output.utp.v1.5.packet", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.packet_header = ProtoField.new("Packet Header", "nasdaq.utdf.output.utp.v1.5.packetheader", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.participant_price_change_indicator = ProtoField.new("Participant Price Change Indicator", "nasdaq.utdf.output.utp.v1.5.participantpricechangeindicator", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.participant_timestamp = ProtoField.new("Participant Timestamp", "nasdaq.utdf.output.utp.v1.5.participanttimestamp", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.participant_token = ProtoField.new("Participant Token", "nasdaq.utdf.output.utp.v1.5.participanttoken", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.payload = ProtoField.new("Payload", "nasdaq.utdf.output.utp.v1.5.payload", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.prior_day_as_of_trade_message = ProtoField.new("Prior Day As Of Trade Message", "nasdaq.utdf.output.utp.v1.5.priordayasoftrademessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.reg_sho_action = ProtoField.new("Reg Sho Action", "nasdaq.utdf.output.utp.v1.5.regshoaction", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.regulation_sho_short_sale_price_test_restricted_indicator_message = ProtoField.new("Regulation Sho Short Sale Price Test Restricted Indicator Message", "nasdaq.utdf.output.utp.v1.5.regulationshoshortsalepricetestrestrictedindicatormessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.round_lot_size = ProtoField.new("Round Lot Size", "nasdaq.utdf.output.utp.v1.5.roundlotsize", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.sale_condition = ProtoField.new("Sale Condition", "nasdaq.utdf.output.utp.v1.5.salecondition", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.sellers_sale_days = ProtoField.new("Sellers Sale Days", "nasdaq.utdf.output.utp.v1.5.sellerssaledays", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.sequence = ProtoField.new("Sequence", "nasdaq.utdf.output.utp.v1.5.sequence", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.session = ProtoField.new("Session", "nasdaq.utdf.output.utp.v1.5.session", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.short_sale_threshold_indicator = ProtoField.new("Short Sale Threshold Indicator", "nasdaq.utdf.output.utp.v1.5.shortsalethresholdindicator", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.sip_timestamp = ProtoField.new("Sip Timestamp", "nasdaq.utdf.output.utp.v1.5.siptimestamp", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.start_of_day_message = ProtoField.new("Start Of Day Message", "nasdaq.utdf.output.utp.v1.5.startofdaymessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.sub_market_center_id = ProtoField.new("Sub Market Center Id", "nasdaq.utdf.output.utp.v1.5.submarketcenterid", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.symbol = ProtoField.new("Symbol", "nasdaq.utdf.output.utp.v1.5.symbol", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.text = ProtoField.new("Text", "nasdaq.utdf.output.utp.v1.5.text", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.text_length = ProtoField.new("Text Length", "nasdaq.utdf.output.utp.v1.5.textlength", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.timestamp_of_trade = ProtoField.new("Timestamp Of Trade", "nasdaq.utdf.output.utp.v1.5.timestampoftrade", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.total_consolidated_and_market_center_volume_message = ProtoField.new("Total Consolidated And Market Center Volume Message", "nasdaq.utdf.output.utp.v1.5.totalconsolidatedandmarketcentervolumemessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.total_consolidated_volume = ProtoField.new("Total Consolidated Volume", "nasdaq.utdf.output.utp.v1.5.totalconsolidatedvolume", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.trade = ProtoField.new("Trade", "nasdaq.utdf.output.utp.v1.5.trade", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_cancel_error_message = ProtoField.new("Trade Cancel Error Message", "nasdaq.utdf.output.utp.v1.5.tradecancelerrormessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_cancellation_type = ProtoField.new("Trade Cancellation Type", "nasdaq.utdf.output.utp.v1.5.tradecancellationtype", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_correction_message = ProtoField.new("Trade Correction Message", "nasdaq.utdf.output.utp.v1.5.tradecorrectionmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_id = ProtoField.new("Trade Id", "nasdaq.utdf.output.utp.v1.5.tradeid", ftypes.UINT64)
nasdaq_utdf_output_utp_v1_5.fields.trade_message_type = ProtoField.new("Trade Message Type", "nasdaq.utdf.output.utp.v1.5.trademessagetype", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_payload = ProtoField.new("Trade Payload", "nasdaq.utdf.output.utp.v1.5.tradepayload", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_price = ProtoField.new("Trade Price", "nasdaq.utdf.output.utp.v1.5.tradeprice", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.trade_price_short = ProtoField.new("Trade Price Short", "nasdaq.utdf.output.utp.v1.5.tradepriceshort", ftypes.DOUBLE)
nasdaq_utdf_output_utp_v1_5.fields.trade_report_message_long_form_message = ProtoField.new("Trade Report Message Long Form Message", "nasdaq.utdf.output.utp.v1.5.tradereportmessagelongformmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_report_message_short_form_message = ProtoField.new("Trade Report Message Short Form Message", "nasdaq.utdf.output.utp.v1.5.tradereportmessageshortformmessage", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_through_exempt_flag = ProtoField.new("Trade Through Exempt Flag", "nasdaq.utdf.output.utp.v1.5.tradethroughexemptflag", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trade_volume = ProtoField.new("Trade Volume", "nasdaq.utdf.output.utp.v1.5.tradevolume", ftypes.UINT32)
nasdaq_utdf_output_utp_v1_5.fields.trade_volume_short = ProtoField.new("Trade Volume Short", "nasdaq.utdf.output.utp.v1.5.tradevolumeshort", ftypes.UINT16)
nasdaq_utdf_output_utp_v1_5.fields.trading_action_code = ProtoField.new("Trading Action Code", "nasdaq.utdf.output.utp.v1.5.tradingactioncode", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trading_action_indicator = ProtoField.new("Trading Action Indicator", "nasdaq.utdf.output.utp.v1.5.tradingactionindicator", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trading_action_reason = ProtoField.new("Trading Action Reason", "nasdaq.utdf.output.utp.v1.5.tradingactionreason", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.trading_action_sequence_number = ProtoField.new("Trading Action Sequence Number", "nasdaq.utdf.output.utp.v1.5.tradingactionsequencenumber", ftypes.UINT32)
nasdaq_utdf_output_utp_v1_5.fields.version = ProtoField.new("Version", "nasdaq.utdf.output.utp.v1.5.version", ftypes.UINT8)
nasdaq_utdf_output_utp_v1_5.fields.volume = ProtoField.new("Volume", "nasdaq.utdf.output.utp.v1.5.volume", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.volume_message_type = ProtoField.new("Volume Message Type", "nasdaq.utdf.output.utp.v1.5.volumemessagetype", ftypes.STRING)
nasdaq_utdf_output_utp_v1_5.fields.volume_payload = ProtoField.new("Volume Payload", "nasdaq.utdf.output.utp.v1.5.volumepayload", ftypes.STRING)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Nasdaq Utdf Output Utp 1.5 Element Dissection Options
show.administrative = true
show.auction_collar_message = true
show.closing_trade_summary_report_message = true
show.control = true
show.cross_sro_trading_action_message = true
show.end_of_consolidated_last_sale_eligibility = true
show.end_of_day_message = true
show.end_of_trade_reporting_message = true
show.end_of_transmissions_message = true
show.general_administrative_message = true
show.issue_symbol_directory_message = true
show.limit_up_limit_down_price_band_message = true
show.market_center_closing_price_and_volume_summary = true
show.market_center_trading_action_message = true
show.market_center_volume_attachment = true
show.market_session_close_message = true
show.market_session_open_message = true
show.market_wide_circuit_breaker_decline_level_message = true
show.message = true
show.message_header = true
show.message_info = true
show.packet = true
show.packet_header = true
show.prior_day_as_of_trade_message = true
show.regulation_sho_short_sale_price_test_restricted_indicator_message = true
show.sale_condition = true
show.start_of_day_message = true
show.total_consolidated_and_market_center_volume_message = true
show.trade = true
show.trade_cancel_error_message = true
show.trade_correction_message = true
show.trade_report_message_long_form_message = true
show.trade_report_message_short_form_message = true
show.volume = true
show.administrative_payload = false
show.control_payload = false
show.payload = false
show.trade_payload = false
show.volume_payload = false
-- Register Nasdaq Utdf Output Utp 1.5 Show Options
nasdaq_utdf_output_utp_v1_5.prefs.show_administrative = Pref.bool("Show Administrative", show.administrative, "Parse and add Administrative to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_auction_collar_message = Pref.bool("Show Auction Collar Message", show.auction_collar_message, "Parse and add Auction Collar Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_closing_trade_summary_report_message = Pref.bool("Show Closing Trade Summary Report Message", show.closing_trade_summary_report_message, "Parse and add Closing Trade Summary Report Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_control = Pref.bool("Show Control", show.control, "Parse and add Control to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_cross_sro_trading_action_message = Pref.bool("Show Cross Sro Trading Action Message", show.cross_sro_trading_action_message, "Parse and add Cross Sro Trading Action Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_consolidated_last_sale_eligibility = Pref.bool("Show End Of Consolidated Last Sale Eligibility", show.end_of_consolidated_last_sale_eligibility, "Parse and add End Of Consolidated Last Sale Eligibility to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_day_message = Pref.bool("Show End Of Day Message", show.end_of_day_message, "Parse and add End Of Day Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_trade_reporting_message = Pref.bool("Show End Of Trade Reporting Message", show.end_of_trade_reporting_message, "Parse and add End Of Trade Reporting Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_transmissions_message = Pref.bool("Show End Of Transmissions Message", show.end_of_transmissions_message, "Parse and add End Of Transmissions Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_general_administrative_message = Pref.bool("Show General Administrative Message", show.general_administrative_message, "Parse and add General Administrative Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_issue_symbol_directory_message = Pref.bool("Show Issue Symbol Directory Message", show.issue_symbol_directory_message, "Parse and add Issue Symbol Directory Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_limit_up_limit_down_price_band_message = Pref.bool("Show Limit Up Limit Down Price Band Message", show.limit_up_limit_down_price_band_message, "Parse and add Limit Up Limit Down Price Band Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_closing_price_and_volume_summary = Pref.bool("Show Market Center Closing Price And Volume Summary", show.market_center_closing_price_and_volume_summary, "Parse and add Market Center Closing Price And Volume Summary to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_trading_action_message = Pref.bool("Show Market Center Trading Action Message", show.market_center_trading_action_message, "Parse and add Market Center Trading Action Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_volume_attachment = Pref.bool("Show Market Center Volume Attachment", show.market_center_volume_attachment, "Parse and add Market Center Volume Attachment to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_market_session_close_message = Pref.bool("Show Market Session Close Message", show.market_session_close_message, "Parse and add Market Session Close Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_market_session_open_message = Pref.bool("Show Market Session Open Message", show.market_session_open_message, "Parse and add Market Session Open Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_market_wide_circuit_breaker_decline_level_message = Pref.bool("Show Market Wide Circuit Breaker Decline Level Message", show.market_wide_circuit_breaker_decline_level_message, "Parse and add Market Wide Circuit Breaker Decline Level Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_message = Pref.bool("Show Message", show.message, "Parse and add Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_message_header = Pref.bool("Show Message Header", show.message_header, "Parse and add Message Header to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_message_info = Pref.bool("Show Message Info", show.message_info, "Parse and add Message Info to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_prior_day_as_of_trade_message = Pref.bool("Show Prior Day As Of Trade Message", show.prior_day_as_of_trade_message, "Parse and add Prior Day As Of Trade Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_regulation_sho_short_sale_price_test_restricted_indicator_message = Pref.bool("Show Regulation Sho Short Sale Price Test Restricted Indicator Message", show.regulation_sho_short_sale_price_test_restricted_indicator_message, "Parse and add Regulation Sho Short Sale Price Test Restricted Indicator Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_sale_condition = Pref.bool("Show Sale Condition", show.sale_condition, "Parse and add Sale Condition to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_start_of_day_message = Pref.bool("Show Start Of Day Message", show.start_of_day_message, "Parse and add Start Of Day Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_total_consolidated_and_market_center_volume_message = Pref.bool("Show Total Consolidated And Market Center Volume Message", show.total_consolidated_and_market_center_volume_message, "Parse and add Total Consolidated And Market Center Volume Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_trade = Pref.bool("Show Trade", show.trade, "Parse and add Trade to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_trade_cancel_error_message = Pref.bool("Show Trade Cancel Error Message", show.trade_cancel_error_message, "Parse and add Trade Cancel Error Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_trade_correction_message = Pref.bool("Show Trade Correction Message", show.trade_correction_message, "Parse and add Trade Correction Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_trade_report_message_long_form_message = Pref.bool("Show Trade Report Message Long Form Message", show.trade_report_message_long_form_message, "Parse and add Trade Report Message Long Form Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_trade_report_message_short_form_message = Pref.bool("Show Trade Report Message Short Form Message", show.trade_report_message_short_form_message, "Parse and add Trade Report Message Short Form Message to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_volume = Pref.bool("Show Volume", show.volume, "Parse and add Volume to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_administrative_payload = Pref.bool("Show Administrative Payload", show.administrative_payload, "Parse and add Administrative Payload to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_control_payload = Pref.bool("Show Control Payload", show.control_payload, "Parse and add Control Payload to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_trade_payload = Pref.bool("Show Trade Payload", show.trade_payload, "Parse and add Trade Payload to protocol tree")
nasdaq_utdf_output_utp_v1_5.prefs.show_volume_payload = Pref.bool("Show Volume Payload", show.volume_payload, "Parse and add Volume Payload to protocol tree")
-- Handle changed preferences
function nasdaq_utdf_output_utp_v1_5.prefs_changed()
local changed = false
-- Check if show options have changed
if show.administrative ~= nasdaq_utdf_output_utp_v1_5.prefs.show_administrative then
show.administrative = nasdaq_utdf_output_utp_v1_5.prefs.show_administrative
changed = true
end
if show.auction_collar_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_auction_collar_message then
show.auction_collar_message = nasdaq_utdf_output_utp_v1_5.prefs.show_auction_collar_message
changed = true
end
if show.closing_trade_summary_report_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_closing_trade_summary_report_message then
show.closing_trade_summary_report_message = nasdaq_utdf_output_utp_v1_5.prefs.show_closing_trade_summary_report_message
changed = true
end
if show.control ~= nasdaq_utdf_output_utp_v1_5.prefs.show_control then
show.control = nasdaq_utdf_output_utp_v1_5.prefs.show_control
changed = true
end
if show.cross_sro_trading_action_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_cross_sro_trading_action_message then
show.cross_sro_trading_action_message = nasdaq_utdf_output_utp_v1_5.prefs.show_cross_sro_trading_action_message
changed = true
end
if show.end_of_consolidated_last_sale_eligibility ~= nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_consolidated_last_sale_eligibility then
show.end_of_consolidated_last_sale_eligibility = nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_consolidated_last_sale_eligibility
changed = true
end
if show.end_of_day_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_day_message then
show.end_of_day_message = nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_day_message
changed = true
end
if show.end_of_trade_reporting_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_trade_reporting_message then
show.end_of_trade_reporting_message = nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_trade_reporting_message
changed = true
end
if show.end_of_transmissions_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_transmissions_message then
show.end_of_transmissions_message = nasdaq_utdf_output_utp_v1_5.prefs.show_end_of_transmissions_message
changed = true
end
if show.general_administrative_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_general_administrative_message then
show.general_administrative_message = nasdaq_utdf_output_utp_v1_5.prefs.show_general_administrative_message
changed = true
end
if show.issue_symbol_directory_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_issue_symbol_directory_message then
show.issue_symbol_directory_message = nasdaq_utdf_output_utp_v1_5.prefs.show_issue_symbol_directory_message
changed = true
end
if show.limit_up_limit_down_price_band_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_limit_up_limit_down_price_band_message then
show.limit_up_limit_down_price_band_message = nasdaq_utdf_output_utp_v1_5.prefs.show_limit_up_limit_down_price_band_message
changed = true
end
if show.market_center_closing_price_and_volume_summary ~= nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_closing_price_and_volume_summary then
show.market_center_closing_price_and_volume_summary = nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_closing_price_and_volume_summary
changed = true
end
if show.market_center_trading_action_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_trading_action_message then
show.market_center_trading_action_message = nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_trading_action_message
changed = true
end
if show.market_center_volume_attachment ~= nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_volume_attachment then
show.market_center_volume_attachment = nasdaq_utdf_output_utp_v1_5.prefs.show_market_center_volume_attachment
changed = true
end
if show.market_session_close_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_market_session_close_message then
show.market_session_close_message = nasdaq_utdf_output_utp_v1_5.prefs.show_market_session_close_message
changed = true
end
if show.market_session_open_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_market_session_open_message then
show.market_session_open_message = nasdaq_utdf_output_utp_v1_5.prefs.show_market_session_open_message
changed = true
end
if show.market_wide_circuit_breaker_decline_level_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_market_wide_circuit_breaker_decline_level_message then
show.market_wide_circuit_breaker_decline_level_message = nasdaq_utdf_output_utp_v1_5.prefs.show_market_wide_circuit_breaker_decline_level_message
changed = true
end
if show.message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_message then
show.message = nasdaq_utdf_output_utp_v1_5.prefs.show_message
changed = true
end
if show.message_header ~= nasdaq_utdf_output_utp_v1_5.prefs.show_message_header then
show.message_header = nasdaq_utdf_output_utp_v1_5.prefs.show_message_header
changed = true
end
if show.message_info ~= nasdaq_utdf_output_utp_v1_5.prefs.show_message_info then
show.message_info = nasdaq_utdf_output_utp_v1_5.prefs.show_message_info
changed = true
end
if show.packet ~= nasdaq_utdf_output_utp_v1_5.prefs.show_packet then
show.packet = nasdaq_utdf_output_utp_v1_5.prefs.show_packet
changed = true
end
if show.packet_header ~= nasdaq_utdf_output_utp_v1_5.prefs.show_packet_header then
show.packet_header = nasdaq_utdf_output_utp_v1_5.prefs.show_packet_header
changed = true
end
if show.prior_day_as_of_trade_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_prior_day_as_of_trade_message then
show.prior_day_as_of_trade_message = nasdaq_utdf_output_utp_v1_5.prefs.show_prior_day_as_of_trade_message
changed = true
end
if show.regulation_sho_short_sale_price_test_restricted_indicator_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_regulation_sho_short_sale_price_test_restricted_indicator_message then
show.regulation_sho_short_sale_price_test_restricted_indicator_message = nasdaq_utdf_output_utp_v1_5.prefs.show_regulation_sho_short_sale_price_test_restricted_indicator_message
changed = true
end
if show.sale_condition ~= nasdaq_utdf_output_utp_v1_5.prefs.show_sale_condition then
show.sale_condition = nasdaq_utdf_output_utp_v1_5.prefs.show_sale_condition
changed = true
end
if show.start_of_day_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_start_of_day_message then
show.start_of_day_message = nasdaq_utdf_output_utp_v1_5.prefs.show_start_of_day_message
changed = true
end
if show.total_consolidated_and_market_center_volume_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_total_consolidated_and_market_center_volume_message then
show.total_consolidated_and_market_center_volume_message = nasdaq_utdf_output_utp_v1_5.prefs.show_total_consolidated_and_market_center_volume_message
changed = true
end
if show.trade ~= nasdaq_utdf_output_utp_v1_5.prefs.show_trade then
show.trade = nasdaq_utdf_output_utp_v1_5.prefs.show_trade
changed = true
end
if show.trade_cancel_error_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_trade_cancel_error_message then
show.trade_cancel_error_message = nasdaq_utdf_output_utp_v1_5.prefs.show_trade_cancel_error_message
changed = true
end
if show.trade_correction_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_trade_correction_message then
show.trade_correction_message = nasdaq_utdf_output_utp_v1_5.prefs.show_trade_correction_message
changed = true
end
if show.trade_report_message_long_form_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_trade_report_message_long_form_message then
show.trade_report_message_long_form_message = nasdaq_utdf_output_utp_v1_5.prefs.show_trade_report_message_long_form_message
changed = true
end
if show.trade_report_message_short_form_message ~= nasdaq_utdf_output_utp_v1_5.prefs.show_trade_report_message_short_form_message then
show.trade_report_message_short_form_message = nasdaq_utdf_output_utp_v1_5.prefs.show_trade_report_message_short_form_message
changed = true
end
if show.volume ~= nasdaq_utdf_output_utp_v1_5.prefs.show_volume then
show.volume = nasdaq_utdf_output_utp_v1_5.prefs.show_volume
changed = true
end
if show.administrative_payload ~= nasdaq_utdf_output_utp_v1_5.prefs.show_administrative_payload then
show.administrative_payload = nasdaq_utdf_output_utp_v1_5.prefs.show_administrative_payload
changed = true
end
if show.control_payload ~= nasdaq_utdf_output_utp_v1_5.prefs.show_control_payload then
show.control_payload = nasdaq_utdf_output_utp_v1_5.prefs.show_control_payload
changed = true
end
if show.payload ~= nasdaq_utdf_output_utp_v1_5.prefs.show_payload then
show.payload = nasdaq_utdf_output_utp_v1_5.prefs.show_payload
changed = true
end
if show.trade_payload ~= nasdaq_utdf_output_utp_v1_5.prefs.show_trade_payload then
show.trade_payload = nasdaq_utdf_output_utp_v1_5.prefs.show_trade_payload
changed = true
end
if show.volume_payload ~= nasdaq_utdf_output_utp_v1_5.prefs.show_volume_payload then
show.volume_payload = nasdaq_utdf_output_utp_v1_5.prefs.show_volume_payload
changed = true
end
-- Reload on changed preference
if changed then
reload()
end
end
-----------------------------------------------------------------------
-- Dissect Nasdaq Utdf Output Utp 1.5
-----------------------------------------------------------------------
-- Size: Participant Token
nasdaq_utdf_output_utp_v1_5_size_of.participant_token = 8
-- Display: Participant Token
nasdaq_utdf_output_utp_v1_5_display.participant_token = function(value)
return "Participant Token: "..value
end
-- Dissect: Participant Token
nasdaq_utdf_output_utp_v1_5_dissect.participant_token = function(buffer, offset, packet, parent)
local length = nasdaq_utdf_output_utp_v1_5_size_of.participant_token
local range = buffer(offset, length)
local value = range:uint64()
local display = nasdaq_utdf_output_utp_v1_5_display.participant_token(value, buffer, offset, packet, parent)
parent:add(nasdaq_utdf_output_utp_v1_5.fields.participant_token, range, value, display)
return offset + length, value
end
-- Size: Participant Timestamp
nasdaq_utdf_output_utp_v1_5_size_of.participant_timestamp = 8
-- Display: Participant Timestamp
nasdaq_utdf_output_utp_v1_5_display.participant_timestamp = function(value)
return "Participant Timestamp: "..value
end
-- Dissect: Participant Timestamp
nasdaq_utdf_output_utp_v1_5_dissect.participant_timestamp = function(buffer, offset, packet, parent)
local length = nasdaq_utdf_output_utp_v1_5_size_of.participant_timestamp
local range = buffer(offset, length)
local value = range:uint64()
local display = nasdaq_utdf_output_utp_v1_5_display.participant_timestamp(value, buffer, offset, packet, parent)
parent:add(nasdaq_utdf_output_utp_v1_5.fields.participant_timestamp, range, value, display)
return offset + length, value
end
-- Size: Sip Timestamp
nasdaq_utdf_output_utp_v1_5_size_of.sip_timestamp = 8
-- Display: Sip Timestamp
nasdaq_utdf_output_utp_v1_5_display.sip_timestamp = function(value)
return "Sip Timestamp: "..value
end
-- Dissect: Sip Timestamp
nasdaq_utdf_output_utp_v1_5_dissect.sip_timestamp = function(buffer, offset, packet, parent)
local length = nasdaq_utdf_output_utp_v1_5_size_of.sip_timestamp
local range = buffer(offset, length)
local value = range:uint64()
local display = nasdaq_utdf_output_utp_v1_5_display.sip_timestamp(value, buffer, offset, packet, parent)
parent:add(nasdaq_utdf_output_utp_v1_5.fields.sip_timestamp, range, value, display)
return offset + length, value
end
-- Size: Sub Market Center Id
nasdaq_utdf_output_utp_v1_5_size_of.sub_market_center_id = 1
-- Display: Sub Market Center Id
nasdaq_utdf_output_utp_v1_5_display.sub_market_center_id = function(value)
if value == "N" then
return "Sub Market Center Id: Nyse Trf (N)"
end
if value == "Q" then
return "Sub Market Center Id: Nasdaq Trf Carteret (Q)"
end
if value == "B" then
return "Sub Market Center Id: Nasdaq Trf Chicago (B)"
end
if value == " " then
return "Sub Market Center Id: Finra Alternative Display Facility (<whitespace>)"
end
return "Sub Market Center Id: Unknown("..value..")"
end
-- Dissect: Sub Market Center Id
nasdaq_utdf_output_utp_v1_5_dissect.sub_market_center_id = function(buffer, offset, packet, parent)
local length = nasdaq_utdf_output_utp_v1_5_size_of.sub_market_center_id
local range = buffer(offset, length)
local value = range:string()
local display = nasdaq_utdf_output_utp_v1_5_display.sub_market_center_id(value, buffer, offset, packet, parent)
parent:add(nasdaq_utdf_output_utp_v1_5.fields.sub_market_center_id, range, value, display)
return offset + length, value
end
-- Size: Market Center Originator Id
nasdaq_utdf_output_utp_v1_5_size_of.market_center_originator_id = 1
-- Display: Market Center Originator Id
nasdaq_utdf_output_utp_v1_5_display.market_center_originator_id = function(value)
if value == "Y" then
return "Market Center Originator Id: Byx (Y)"
end
if value == "Z" then
return "Market Center Originator Id: Bzx (Z)"
end
if value == "J" then
return "Market Center Originator Id: Edga (J)"
end
if value == "K" then
return "Market Center Originator Id: Edgx (K)"
end
if value == "W" then
return "Market Center Originator Id: Cboe (W)"
end
if value == "B" then
return "Market Center Originator Id: Bx (B)"
end
if value == "X" then
return "Market Center Originator Id: Phlx (X)"
end
if value == "Q" then
return "Market Center Originator Id: Nasdaq (Q)"
end
if value == "I" then
return "Market Center Originator Id: Ise (I)"
end
if value == "N" then
return "Market Center Originator Id: Nyse (N)"
end
if value == "P" then
return "Market Center Originator Id: Arca (P)"
end
if value == "A" then
return "Market Center Originator Id: American (A)"
end
if value == "C" then
return "Market Center Originator Id: National (C)"
end
if value == "M" then
return "Market Center Originator Id: Chicago (M)"
end
if value == "D" then
return "Market Center Originator Id: Finra (D)"
end
if value == "V" then
return "Market Center Originator Id: Iex (V)"
end
if value == "L" then
return "Market Center Originator Id: Ltse (L)"
end
if value == "H" then
return "Market Center Originator Id: Pearl (H)"
end
if value == "U" then
return "Market Center Originator Id: Memx (U)"
end
if value == "E" then
return "Market Center Originator Id: Market Independent (E)"
end
return "Market Center Originator Id: Unknown("..value..")"
end
-- Dissect: Market Center Originator Id
nasdaq_utdf_output_utp_v1_5_dissect.market_center_originator_id = function(buffer, offset, packet, parent)
local length = nasdaq_utdf_output_utp_v1_5_size_of.market_center_originator_id
local range = buffer(offset, length)
local value = range:string()
local display = nasdaq_utdf_output_utp_v1_5_display.market_center_originator_id(value, buffer, offset, packet, parent)
parent:add(nasdaq_utdf_output_utp_v1_5.fields.market_center_originator_id, range, value, display)
return offset + length, value
end
-- Calculate size of: Message Info
nasdaq_utdf_output_utp_v1_5_size_of.message_info = function(buffer, offset)
local index = 0
index = index + nasdaq_utdf_output_utp_v1_5_size_of.market_center_originator_id
index = index + nasdaq_utdf_output_utp_v1_5_size_of.sub_market_center_id
index = index + nasdaq_utdf_output_utp_v1_5_size_of.sip_timestamp
index = index + nasdaq_utdf_output_utp_v1_5_size_of.participant_timestamp
index = index + nasdaq_utdf_output_utp_v1_5_size_of.participant_token
return index
end
-- Display: Message Info
nasdaq_utdf_output_utp_v1_5_display.message_info = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Message Info
nasdaq_utdf_output_utp_v1_5_dissect.message_info_fields = function(buffer, offset, packet, parent)
local index = offset
-- Market Center Originator Id: 1 Byte Ascii String Enum with 20 values
index, market_center_originator_id = nasdaq_utdf_output_utp_v1_5_dissect.market_center_originator_id(buffer, index, packet, parent)
-- Sub Market Center Id: 1 Byte Ascii String Enum with 4 values
index, sub_market_center_id = nasdaq_utdf_output_utp_v1_5_dissect.sub_market_center_id(buffer, index, packet, parent)
-- Sip Timestamp: 8 Byte Unsigned Fixed Width Integer
index, sip_timestamp = nasdaq_utdf_output_utp_v1_5_dissect.sip_timestamp(buffer, index, packet, parent)
-- Participant Timestamp: 8 Byte Unsigned Fixed Width Integer
index, participant_timestamp = nasdaq_utdf_output_utp_v1_5_dissect.participant_timestamp(buffer, index, packet, parent)
-- Participant Token: 8 Byte Unsigned Fixed Width Integer
index, participant_token = nasdaq_utdf_output_utp_v1_5_dissect.participant_token(buffer, index, packet, parent)
return index
end
-- Dissect: Message Info
nasdaq_utdf_output_utp_v1_5_dissect.message_info = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.message_info then
local length = nasdaq_utdf_output_utp_v1_5_size_of.message_info(buffer, offset)
local range = buffer(offset, length)
local display = nasdaq_utdf_output_utp_v1_5_display.message_info(buffer, packet, parent)
parent = parent:add(nasdaq_utdf_output_utp_v1_5.fields.message_info, range, display)
end
return nasdaq_utdf_output_utp_v1_5_dissect.message_info_fields(buffer, offset, packet, parent)
end
-- Read runtime size of: End Of Consolidated Last Sale Eligibility
nasdaq_utdf_output_utp_v1_5_size_of.end_of_consolidated_last_sale_eligibility = function(buffer, offset)
local index = offset
-- Dependency element: Message Length
local message_length = buffer(offset - 5, 2):uint()
return message_length - 3
end
-- Display: End Of Consolidated Last Sale Eligibility
nasdaq_utdf_output_utp_v1_5_display.end_of_consolidated_last_sale_eligibility = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: End Of Consolidated Last Sale Eligibility
nasdaq_utdf_output_utp_v1_5_dissect.end_of_consolidated_last_sale_eligibility_fields = function(buffer, offset, packet, parent, size_of_end_of_consolidated_last_sale_eligibility)
local index = offset
-- Message Info: Struct of 5 fields
index, message_info = nasdaq_utdf_output_utp_v1_5_dissect.message_info(buffer, index, packet, parent)
return index
end
-- Dissect: End Of Consolidated Last Sale Eligibility
nasdaq_utdf_output_utp_v1_5_dissect.end_of_consolidated_last_sale_eligibility = function(buffer, offset, packet, parent)
-- Parse runtime size
local size_of_end_of_consolidated_last_sale_eligibility = nasdaq_utdf_output_utp_v1_5_size_of.end_of_consolidated_last_sale_eligibility(buffer, offset)
-- Optionally add struct element to protocol tree
if show.end_of_consolidated_last_sale_eligibility then
local range = buffer(offset, size_of_end_of_consolidated_last_sale_eligibility)
local display = nasdaq_utdf_output_utp_v1_5_display.end_of_consolidated_last_sale_eligibility(buffer, packet, parent)
parent = parent:add(nasdaq_utdf_output_utp_v1_5.fields.end_of_consolidated_last_sale_eligibility, range, display)
end
nasdaq_utdf_output_utp_v1_5_dissect.end_of_consolidated_last_sale_eligibility_fields(buffer, offset, packet, parent, size_of_end_of_consolidated_last_sale_eligibility)
return offset + size_of_end_of_consolidated_last_sale_eligibility
end
-- Read runtime size of: End Of Trade Reporting Message
nasdaq_utdf_output_utp_v1_5_size_of.end_of_trade_reporting_message = function(buffer, offset)
local index = offset
-- Dependency element: Message Length
local message_length = buffer(offset - 5, 2):uint()
return message_length - 3
end
-- Display: End Of Trade Reporting Message
nasdaq_utdf_output_utp_v1_5_display.end_of_trade_reporting_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: End Of Trade Reporting Message
nasdaq_utdf_output_utp_v1_5_dissect.end_of_trade_reporting_message_fields = function(buffer, offset, packet, parent, size_of_end_of_trade_reporting_message)
local index = offset
-- Message Info: Struct of 5 fields
index, message_info = nasdaq_utdf_output_utp_v1_5_dissect.message_info(buffer, index, packet, parent)
return index
end
-- Dissect: End Of Trade Reporting Message
nasdaq_utdf_output_utp_v1_5_dissect.end_of_trade_reporting_message = function(buffer, offset, packet, parent)
-- Parse runtime size
local size_of_end_of_trade_reporting_message = nasdaq_utdf_output_utp_v1_5_size_of.end_of_trade_reporting_message(buffer, offset)
-- Optionally add struct element to protocol tree
if show.end_of_trade_reporting_message then
local range = buffer(offset, size_of_end_of_trade_reporting_message)
local display = nasdaq_utdf_output_utp_v1_5_display.end_of_trade_reporting_message(buffer, packet, parent)
parent = parent:add(nasdaq_utdf_output_utp_v1_5.fields.end_of_trade_reporting_message, range, display)
end
nasdaq_utdf_output_utp_v1_5_dissect.end_of_trade_reporting_message_fields(buffer, offset, packet, parent, size_of_end_of_trade_reporting_message)
return offset + size_of_end_of_trade_reporting_message
end
-- Read runtime size of: End Of Transmissions Message
nasdaq_utdf_output_utp_v1_5_size_of.end_of_transmissions_message = function(buffer, offset)
local index = offset
-- Dependency element: Message Length
local message_length = buffer(offset - 5, 2):uint()
return message_length - 3
end
-- Display: End Of Transmissions Message
nasdaq_utdf_output_utp_v1_5_display.end_of_transmissions_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: End Of Transmissions Message
nasdaq_utdf_output_utp_v1_5_dissect.end_of_transmissions_message_fields = function(buffer, offset, packet, parent, size_of_end_of_transmissions_message)
local index = offset
-- Message Info: Struct of 5 fields
index, message_info = nasdaq_utdf_output_utp_v1_5_dissect.message_info(buffer, index, packet, parent)
return index
end
-- Dissect: End Of Transmissions Message
nasdaq_utdf_output_utp_v1_5_dissect.end_of_transmissions_message = function(buffer, offset, packet, parent)
-- Parse runtime size
local size_of_end_of_transmissions_message = nasdaq_utdf_output_utp_v1_5_size_of.end_of_transmissions_message(buffer, offset)
-- Optionally add struct element to protocol tree
if show.end_of_transmissions_message then
local range = buffer(offset, size_of_end_of_transmissions_message)
local display = nasdaq_utdf_output_utp_v1_5_display.end_of_transmissions_message(buffer, packet, parent)
parent = parent:add(nasdaq_utdf_output_utp_v1_5.fields.end_of_transmissions_message, range, display)
end
nasdaq_utdf_output_utp_v1_5_dissect.end_of_transmissions_message_fields(buffer, offset, packet, parent, size_of_end_of_transmissions_message)
return offset + size_of_end_of_transmissions_message
end
-- Read runtime size of: Market Session Close Message
nasdaq_utdf_output_utp_v1_5_size_of.market_session_close_message = function(buffer, offset)
local index = offset
-- Dependency element: Message Length
local message_length = buffer(offset - 5, 2):uint()
return message_length - 3
end
-- Display: Market Session Close Message
nasdaq_utdf_output_utp_v1_5_display.market_session_close_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Market Session Close Message
nasdaq_utdf_output_utp_v1_5_dissect.market_session_close_message_fields = function(buffer, offset, packet, parent, size_of_market_session_close_message)
local index = offset
-- Message Info: Struct of 5 fields
index, message_info = nasdaq_utdf_output_utp_v1_5_dissect.message_info(buffer, index, packet, parent)
return index
end
-- Dissect: Market Session Close Message
nasdaq_utdf_output_utp_v1_5_dissect.market_session_close_message = function(buffer, offset, packet, parent)
-- Parse runtime size
local size_of_market_session_close_message = nasdaq_utdf_output_utp_v1_5_size_of.market_session_close_message(buffer, offset)
-- Optionally add struct element to protocol tree
if show.market_session_close_message then
local range = buffer(offset, size_of_market_session_close_message)
local display = nasdaq_utdf_output_utp_v1_5_display.market_session_close_message(buffer, packet, parent)
parent = parent:add(nasdaq_utdf_output_utp_v1_5.fields.market_session_close_message, range, display)
end
nasdaq_utdf_output_utp_v1_5_dissect.market_session_close_message_fields(buffer, offset, packet, parent, size_of_market_session_close_message)
return offset + size_of_market_session_close_message
end
-- Read runtime size of: Market Session Open Message
nasdaq_utdf_output_utp_v1_5_size_of.market_session_open_message = function(buffer, offset)
local index = offset
-- Dependency element: Message Length
local message_length = buffer(offset - 5, 2):uint()
return message_length - 3
end
-- Display: Market Session Open Message
nasdaq_utdf_output_utp_v1_5_display.market_session_open_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Market Session Open Message
nasdaq_utdf_output_utp_v1_5_dissect.market_session_open_message_fields = function(buffer, offset, packet, parent, size_of_market_session_open_message)
local index = offset
-- Message Info: Struct of 5 fields
index, message_info = nasdaq_utdf_output_utp_v1_5_dissect.message_info(buffer, index, packet, parent)
return index
end
-- Dissect: Market Session Open Message
nasdaq_utdf_output_utp_v1_5_dissect.market_session_open_message = function(buffer, offset, packet, parent)
-- Parse runtime size
local size_of_market_session_open_message = nasdaq_utdf_output_utp_v1_5_size_of.market_session_open_message(buffer, offset)
-- Optionally add struct element to protocol tree
if show.market_session_open_message then
local range = buffer(offset, size_of_market_session_open_message)
local display = nasdaq_utdf_output_utp_v1_5_display.market_session_open_message(buffer, packet, parent)
parent = parent:add(nasdaq_utdf_output_utp_v1_5.fields.market_session_open_message, range, display)
end
nasdaq_utdf_output_utp_v1_5_dissect.market_session_open_message_fields(buffer, offset, packet, parent, size_of_market_session_open_message)
return offset + size_of_market_session_open_message
end
-- Read runtime size of: End Of Day Message
nasdaq_utdf_output_utp_v1_5_size_of.end_of_day_message = function(buffer, offset)
local index = offset
-- Dependency element: Message Length
local message_length = buffer(offset - 5, 2):uint()
return message_length - 3
end
-- Display: End Of Day Message
nasdaq_utdf_output_utp_v1_5_display.end_of_day_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: End Of Day Message
nasdaq_utdf_output_utp_v1_5_dissect.end_of_day_message_fields = function(buffer, offset, packet, parent, size_of_end_of_day_message)
local index = offset
-- Message Info: Struct of 5 fields
index, message_info = nasdaq_utdf_output_utp_v1_5_dissect.message_info(buffer, index, packet, parent)
return index
end
-- Dissect: End Of Day Message
nasdaq_utdf_output_utp_v1_5_dissect.end_of_day_message = function(buffer, offset, packet, parent)
-- Parse runtime size
local size_of_end_of_day_message = nasdaq_utdf_output_utp_v1_5_size_of.end_of_day_message(buffer, offset)
-- Optionally add struct element to protocol tree
if show.end_of_day_message then
local range = buffer(offset, size_of_end_of_day_message)
local display = nasdaq_utdf_output_utp_v1_5_display.end_of_day_message(buffer, packet, parent)
parent = parent:add(nasdaq_utdf_output_utp_v1_5.fields.end_of_day_message, range, display)
end
nasdaq_utdf_output_utp_v1_5_dissect.end_of_day_message_fields(buffer, offset, packet, parent, size_of_end_of_day_message)
return offset + size_of_end_of_day_message
end
-- Read runtime size of: Start Of Day Message
nasdaq_utdf_output_utp_v1_5_size_of.start_of_day_message = function(buffer, offset)
local index = offset
-- Dependency element: Message Length
local message_length = buffer(offset - 5, 2):uint()
return message_length - 3
end
-- Display: Start Of Day Message
nasdaq_utdf_output_utp_v1_5_display.start_of_day_message = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Start Of Day Message
nasdaq_utdf_output_utp_v1_5_dissect.start_of_day_message_fields = function(buffer, offset, packet, parent, size_of_start_of_day_message)
local index = offset
-- Message Info: Struct of 5 fields
index, message_info = nasdaq_utdf_output_utp_v1_5_dissect.message_info(buffer, index, packet, parent)
return index
end
-- Dissect: Start Of Day Message
nasdaq_utdf_output_utp_v1_5_dissect.start_of_day_message = function(buffer, offset, packet, parent)
-- Parse runtime size
local size_of_start_of_day_message = nasdaq_utdf_output_utp_v1_5_size_of.start_of_day_message(buffer, offset)
-- Optionally add struct element to protocol tree
if show.start_of_day_message then
local range = buffer(offset, size_of_start_of_day_message)
local display = nasdaq_utdf_output_utp_v1_5_display.start_of_day_message(buffer, packet, parent)
parent = parent:add(nasdaq_utdf_output_utp_v1_5.fields.start_of_day_message, range, display)
end
nasdaq_utdf_output_utp_v1_5_dissect.start_of_day_message_fields(buffer, offset, packet, parent, size_of_start_of_day_message)
return offset + size_of_start_of_day_message
end
-- Calculate runtime size of: Control Payload
nasdaq_utdf_output_utp_v1_5_size_of.control_payload = function(buffer, offset, control_message_type)
-- Size of Start Of Day Message
if control_message_type == "I" then
return nasdaq_utdf_output_utp_v1_5_size_of.start_of_day_message(buffer, offset)
end
-- Size of End Of Day Message
if control_message_type == "J" then
return nasdaq_utdf_output_utp_v1_5_size_of.end_of_day_message(buffer, offset)
end
-- Size of Market Session Open Message
if control_message_type == "O" then
return nasdaq_utdf_output_utp_v1_5_size_of.market_session_open_message(buffer, offset)
end
-- Size of Market Session Close Message
if control_message_type == "C" then
return nasdaq_utdf_output_utp_v1_5_size_of.market_session_close_message(buffer, offset)
end
-- Size of End Of Transmissions Message
if control_message_type == "Z" then
return nasdaq_utdf_output_utp_v1_5_size_of.end_of_transmissions_message(buffer, offset)
end
-- Size of End Of Trade Reporting Message
if control_message_type == "X" then
return nasdaq_utdf_output_utp_v1_5_size_of.end_of_trade_reporting_message(buffer, offset)
end
-- Size of End Of Consolidated Last Sale Eligibility
if control_message_type == "S" then
return nasdaq_utdf_output_utp_v1_5_size_of.end_of_consolidated_last_sale_eligibility(buffer, offset)
end
return 0
end
-- Display: Control Payload
nasdaq_utdf_output_utp_v1_5_display.control_payload = function(buffer, offset, packet, parent)
return ""
end
-- Dissect Branches: Control Payload
nasdaq_utdf_output_utp_v1_5_dissect.control_payload_branches = function(buffer, offset, packet, parent, control_message_type)
-- Dissect Start Of Day Message
if control_message_type == "I" then
return nasdaq_utdf_output_utp_v1_5_dissect.start_of_day_message(buffer, offset, packet, parent)
end
-- Dissect End Of Day Message
if control_message_type == "J" then
return nasdaq_utdf_output_utp_v1_5_dissect.end_of_day_message(buffer, offset, packet, parent)
end
-- Dissect Market Session Open Message
if control_message_type == "O" then
return nasdaq_utdf_output_utp_v1_5_dissect.market_session_open_message(buffer, offset, packet, parent)
end
-- Dissect Market Session Close Message
if control_message_type == "C" then
return nasdaq_utdf_output_utp_v1_5_dissect.market_session_close_message(buffer, offset, packet, parent)
end
-- Dissect End Of Transmissions Message
if control_message_type == "Z" then
return nasdaq_utdf_output_utp_v1_5_dissect.end_of_transmissions_message(buffer, offset, packet, parent)
end
-- Dissect End Of Trade Reporting Message
if control_message_type == "X" then