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Open-Markets-InitiativeOpen-Markets-Initiative
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Update nasdaq ntx protocols
1 parent dca0e82 commit dfb88f6

14 files changed

Lines changed: 9678 additions & 13939 deletions

‎.github/tests/Nasdaq-IseOptions-OrderComboFeed-Itch-v1-1-Test.sh‎

Lines changed: 5 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -4,7 +4,7 @@ set -o pipefail
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chown -R tester:tester .
55

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runuser -u tester -- tshark \
7-
-r "omi-data-packets/Nasdaq/Ise.OrderComboFeed.v1.1/ComplexStrategyAuctionMessage.pcap" \
7+
-r "omi-data-packets/Nasdaq/IseOptions.OrderComboFeed.v1.1/ComplexStrategyAuctionMessage.pcap" \
88
-X "lua_script:Nasdaq/Nasdaq_IseOptions_OrderComboFeed_Itch_v1_1_Dissector.lua" \
99
-T json \
1010
> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyAuctionMessage.json 2> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyAuctionMessage.json.stderr \
@@ -27,7 +27,7 @@ grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.auctionevent" Nasdaq.IseOptions
2727
grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.auctiontype" Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyAuctionMessage.json
2828
grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.numberofresponses" Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyAuctionMessage.json
2929
runuser -u tester -- tshark \
30-
-r "omi-data-packets/Nasdaq/Ise.OrderComboFeed.v1.1/ComplexStrategyDirectoryMessage.pcap" \
30+
-r "omi-data-packets/Nasdaq/IseOptions.OrderComboFeed.v1.1/ComplexStrategyDirectoryMessage.pcap" \
3131
-X "lua_script:Nasdaq/Nasdaq_IseOptions_OrderComboFeed_Itch_v1_1_Dissector.lua" \
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-T json \
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> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyDirectoryMessage.json 2> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyDirectoryMessage.json.stderr \
@@ -40,7 +40,7 @@ grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.source" Nasdaq.IseOptions.Order
4040
grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.underlyingsymbol" Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyDirectoryMessage.json
4141
grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.numberoflegs" Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyDirectoryMessage.json
4242
runuser -u tester -- tshark \
43-
-r "omi-data-packets/Nasdaq/Ise.OrderComboFeed.v1.1/ComplexStrategyOrderOnBookMessage.pcap" \
43+
-r "omi-data-packets/Nasdaq/IseOptions.OrderComboFeed.v1.1/ComplexStrategyOrderOnBookMessage.pcap" \
4444
-X "lua_script:Nasdaq/Nasdaq_IseOptions_OrderComboFeed_Itch_v1_1_Dissector.lua" \
4545
-T json \
4646
> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyOrderOnBookMessage.json 2> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyOrderOnBookMessage.json.stderr \
@@ -59,7 +59,7 @@ grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.ownerid" Nasdaq.IseOptions.Orde
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grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.giveup" Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyOrderOnBookMessage.json
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grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.cmta" Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.ComplexStrategyOrderOnBookMessage.json
6161
runuser -u tester -- tshark \
62-
-r "omi-data-packets/Nasdaq/Ise.OrderComboFeed.v1.1/StrategyOpenClosedMessage.pcap" \
62+
-r "omi-data-packets/Nasdaq/IseOptions.OrderComboFeed.v1.1/StrategyOpenClosedMessage.pcap" \
6363
-X "lua_script:Nasdaq/Nasdaq_IseOptions_OrderComboFeed_Itch_v1_1_Dissector.lua" \
6464
-T json \
6565
> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.StrategyOpenClosedMessage.json 2> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.StrategyOpenClosedMessage.json.stderr \
@@ -69,7 +69,7 @@ grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.timestamp" Nasdaq.IseOptions.Or
6969
grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.strategyid" Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.StrategyOpenClosedMessage.json
7070
grep "nasdaq.iseoptions.ordercombofeed.itch.v1.1.openstate" Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.StrategyOpenClosedMessage.json
7171
runuser -u tester -- tshark \
72-
-r "omi-data-packets/Nasdaq/Ise.OrderComboFeed.v1.1/StrategyTradingActionMessage.pcap" \
72+
-r "omi-data-packets/Nasdaq/IseOptions.OrderComboFeed.v1.1/StrategyTradingActionMessage.pcap" \
7373
-X "lua_script:Nasdaq/Nasdaq_IseOptions_OrderComboFeed_Itch_v1_1_Dissector.lua" \
7474
-T json \
7575
> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.StrategyTradingActionMessage.json 2> Nasdaq.IseOptions.OrderComboFeed.Itch.v1.1.StrategyTradingActionMessage.json.stderr \

‎.github/tests/Nasdaq-IseOptions-TopComboQuoteFeed-Itch-v1-0-Test.sh‎

Lines changed: 7 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -4,7 +4,7 @@ set -o pipefail
44
chown -R tester:tester .
55

66
runuser -u tester -- tshark \
7-
-r "omi-data-packets/Nasdaq/Ise.TopComboQuoteFeed.v1.0/ComplexStrategyDirectoryMessage.pcap" \
7+
-r "omi-data-packets/Nasdaq/IseOptions.TopComboQuoteFeed.v1.0/ComplexStrategyDirectoryMessage.pcap" \
88
-X "lua_script:Nasdaq/Nasdaq_IseOptions_TopComboQuoteFeed_Itch_v1_0_Dissector.lua" \
99
-T json \
1010
> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.ComplexStrategyDirectoryMessage.json 2> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.ComplexStrategyDirectoryMessage.json.stderr \
@@ -17,7 +17,7 @@ grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.source" Nasdaq.IseOptions.To
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grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.underlyingsymbol" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.ComplexStrategyDirectoryMessage.json
1818
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.numberoflegs" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.ComplexStrategyDirectoryMessage.json
1919
runuser -u tester -- tshark \
20-
-r "omi-data-packets/Nasdaq/Ise.TopComboQuoteFeed.v1.0/ComplexStrategyTickerMessage.pcap" \
20+
-r "omi-data-packets/Nasdaq/IseOptions.TopComboQuoteFeed.v1.0/ComplexStrategyTickerMessage.pcap" \
2121
-X "lua_script:Nasdaq/Nasdaq_IseOptions_TopComboQuoteFeed_Itch_v1_0_Dissector.lua" \
2222
-T json \
2323
> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.ComplexStrategyTickerMessage.json 2> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.ComplexStrategyTickerMessage.json.stderr \
@@ -33,7 +33,7 @@ grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.low" Nasdaq.IseOptions.TopCo
3333
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.first" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.ComplexStrategyTickerMessage.json
3434
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.tradecondition" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.ComplexStrategyTickerMessage.json
3535
runuser -u tester -- tshark \
36-
-r "omi-data-packets/Nasdaq/Ise.TopComboQuoteFeed.v1.0/StrategyBestAskUpdate.pcap" \
36+
-r "omi-data-packets/Nasdaq/IseOptions.TopComboQuoteFeed.v1.0/StrategyBestAskUpdate.pcap" \
3737
-X "lua_script:Nasdaq/Nasdaq_IseOptions_TopComboQuoteFeed_Itch_v1_0_Dissector.lua" \
3838
-T json \
3939
> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestAskUpdate.json 2> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestAskUpdate.json.stderr \
@@ -50,7 +50,7 @@ grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.nttsize" Nasdaq.IseOptions.T
5050
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.marketsize" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestAskUpdate.json
5151
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.nttmarketsize" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestAskUpdate.json
5252
runuser -u tester -- tshark \
53-
-r "omi-data-packets/Nasdaq/Ise.TopComboQuoteFeed.v1.0/StrategyBestBidAndAskUpdate.pcap" \
53+
-r "omi-data-packets/Nasdaq/IseOptions.TopComboQuoteFeed.v1.0/StrategyBestBidAndAskUpdate.pcap" \
5454
-X "lua_script:Nasdaq/Nasdaq_IseOptions_TopComboQuoteFeed_Itch_v1_0_Dissector.lua" \
5555
-T json \
5656
> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestBidAndAskUpdate.json 2> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestBidAndAskUpdate.json.stderr \
@@ -74,7 +74,7 @@ grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.asknttsize" Nasdaq.IseOption
7474
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.askmarketsize" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestBidAndAskUpdate.json
7575
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.asknttmarketsize" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestBidAndAskUpdate.json
7676
runuser -u tester -- tshark \
77-
-r "omi-data-packets/Nasdaq/Ise.TopComboQuoteFeed.v1.0/StrategyBestBidUpdate.pcap" \
77+
-r "omi-data-packets/Nasdaq/IseOptions.TopComboQuoteFeed.v1.0/StrategyBestBidUpdate.pcap" \
7878
-X "lua_script:Nasdaq/Nasdaq_IseOptions_TopComboQuoteFeed_Itch_v1_0_Dissector.lua" \
7979
-T json \
8080
> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestBidUpdate.json 2> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestBidUpdate.json.stderr \
@@ -91,7 +91,7 @@ grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.nttsize" Nasdaq.IseOptions.T
9191
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.marketsize" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestBidUpdate.json
9292
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.nttmarketsize" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyBestBidUpdate.json
9393
runuser -u tester -- tshark \
94-
-r "omi-data-packets/Nasdaq/Ise.TopComboQuoteFeed.v1.0/StrategyOpenClosedMessage.pcap" \
94+
-r "omi-data-packets/Nasdaq/IseOptions.TopComboQuoteFeed.v1.0/StrategyOpenClosedMessage.pcap" \
9595
-X "lua_script:Nasdaq/Nasdaq_IseOptions_TopComboQuoteFeed_Itch_v1_0_Dissector.lua" \
9696
-T json \
9797
> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyOpenClosedMessage.json 2> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyOpenClosedMessage.json.stderr \
@@ -101,7 +101,7 @@ grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.timestamp" Nasdaq.IseOptions
101101
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.strategyid" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyOpenClosedMessage.json
102102
grep "nasdaq.iseoptions.topcomboquotefeed.itch.v1.0.openstate" Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyOpenClosedMessage.json
103103
runuser -u tester -- tshark \
104-
-r "omi-data-packets/Nasdaq/Ise.TopComboQuoteFeed.v1.0/StrategyTradingActionMessage.pcap" \
104+
-r "omi-data-packets/Nasdaq/IseOptions.TopComboQuoteFeed.v1.0/StrategyTradingActionMessage.pcap" \
105105
-X "lua_script:Nasdaq/Nasdaq_IseOptions_TopComboQuoteFeed_Itch_v1_0_Dissector.lua" \
106106
-T json \
107107
> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyTradingActionMessage.json 2> Nasdaq.IseOptions.TopComboQuoteFeed.Itch.v1.0.StrategyTradingActionMessage.json.stderr \

‎.github/tests/Nasdaq-NsmEquities-Orders-Ouch-v5-0-Test.sh‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -4,7 +4,7 @@ set -o pipefail
44
chown -R tester:tester .
55

66
runuser -u tester -- tshark \
7-
-r "omi-data-packets/Nasdaq/Nasdaq.Nsm.Ouch.v5.0/CancelOrderMessage.pcap" \
7+
-r "omi-data-packets/Nasdaq/NsmEquities.Orders.v5.0/CancelOrderMessage.pcap" \
88
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_Orders_Ouch_v5_0_Dissector.lua" \
99
-T json \
1010
> Nasdaq.NsmEquities.Orders.Ouch.v5.0.CancelOrderMessage.json 2> Nasdaq.NsmEquities.Orders.Ouch.v5.0.CancelOrderMessage.json.stderr \
@@ -13,7 +13,7 @@ runuser -u tester -- tshark \
1313
grep "nasdaq.nsmequities.orders.ouch.v5.0.userrefnum" Nasdaq.NsmEquities.Orders.Ouch.v5.0.CancelOrderMessage.json
1414
grep "nasdaq.nsmequities.orders.ouch.v5.0.quantity" Nasdaq.NsmEquities.Orders.Ouch.v5.0.CancelOrderMessage.json
1515
runuser -u tester -- tshark \
16-
-r "omi-data-packets/Nasdaq/Nasdaq.Nsm.Ouch.v5.0/CanceledMessage.pcap" \
16+
-r "omi-data-packets/Nasdaq/NsmEquities.Orders.v5.0/CanceledMessage.pcap" \
1717
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_Orders_Ouch_v5_0_Dissector.lua" \
1818
-T json \
1919
> Nasdaq.NsmEquities.Orders.Ouch.v5.0.CanceledMessage.json 2> Nasdaq.NsmEquities.Orders.Ouch.v5.0.CanceledMessage.json.stderr \
@@ -24,7 +24,7 @@ grep "nasdaq.nsmequities.orders.ouch.v5.0.userrefnum" Nasdaq.NsmEquities.Orders.
2424
grep "nasdaq.nsmequities.orders.ouch.v5.0.quantity" Nasdaq.NsmEquities.Orders.Ouch.v5.0.CanceledMessage.json
2525
grep "nasdaq.nsmequities.orders.ouch.v5.0.cancelorderreason" Nasdaq.NsmEquities.Orders.Ouch.v5.0.CanceledMessage.json
2626
runuser -u tester -- tshark \
27-
-r "omi-data-packets/Nasdaq/Nasdaq.Nsm.Ouch.v5.0/EnterOrderMessage.pcap" \
27+
-r "omi-data-packets/Nasdaq/NsmEquities.Orders.v5.0/EnterOrderMessage.pcap" \
2828
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_Orders_Ouch_v5_0_Dissector.lua" \
2929
-T json \
3030
> Nasdaq.NsmEquities.Orders.Ouch.v5.0.EnterOrderMessage.json 2> Nasdaq.NsmEquities.Orders.Ouch.v5.0.EnterOrderMessage.json.stderr \
@@ -43,7 +43,7 @@ grep "nasdaq.nsmequities.orders.ouch.v5.0.crosstype" Nasdaq.NsmEquities.Orders.O
4343
grep "nasdaq.nsmequities.orders.ouch.v5.0.clordid" Nasdaq.NsmEquities.Orders.Ouch.v5.0.EnterOrderMessage.json
4444
grep "nasdaq.nsmequities.orders.ouch.v5.0.appendagelength" Nasdaq.NsmEquities.Orders.Ouch.v5.0.EnterOrderMessage.json
4545
runuser -u tester -- tshark \
46-
-r "omi-data-packets/Nasdaq/Nasdaq.Nsm.Ouch.v5.0/OrderAcceptedMessage.pcap" \
46+
-r "omi-data-packets/Nasdaq/NsmEquities.Orders.v5.0/OrderAcceptedMessage.pcap" \
4747
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_Orders_Ouch_v5_0_Dissector.lua" \
4848
-T json \
4949
> Nasdaq.NsmEquities.Orders.Ouch.v5.0.OrderAcceptedMessage.json 2> Nasdaq.NsmEquities.Orders.Ouch.v5.0.OrderAcceptedMessage.json.stderr \

‎.github/tests/Nasdaq-NsmEquities-TotalView-Itch-v5-0-2017-Test.sh‎

Lines changed: 7 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -4,7 +4,7 @@ set -o pipefail
44
chown -R tester:tester .
55

66
runuser -u tester -- tshark \
7-
-r "omi-data-packets/Nasdaq/Nasdaq.Equities.TotalView.Itch.v5.0/AddOrderNoMpidAttributionMessage.pcap" \
7+
-r "omi-data-packets/Nasdaq/NsmEquities.TotalView.v5.0/AddOrderNoMpidAttributionMessage.pcap" \
88
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_TotalView_Itch_v5_0_2017_Dissector.lua" \
99
-T json \
1010
> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.AddOrderNoMpidAttributionMessage.json 2> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.AddOrderNoMpidAttributionMessage.json.stderr \
@@ -19,7 +19,7 @@ grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.shares" Nasdaq.NsmEquities.Tot
1919
grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.stock" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.AddOrderNoMpidAttributionMessage.json
2020
grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.price" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.AddOrderNoMpidAttributionMessage.json
2121
runuser -u tester -- tshark \
22-
-r "omi-data-packets/Nasdaq/Nasdaq.Equities.TotalView.Itch.v5.0/MarketParticipantPositionMessage.pcap" \
22+
-r "omi-data-packets/Nasdaq/NsmEquities.TotalView.v5.0/MarketParticipantPositionMessage.pcap" \
2323
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_TotalView_Itch_v5_0_2017_Dissector.lua" \
2424
-T json \
2525
> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.MarketParticipantPositionMessage.json 2> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.MarketParticipantPositionMessage.json.stderr \
@@ -34,7 +34,7 @@ grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.primarymarketmaker" Nasdaq.Nsm
3434
grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.marketmakermode" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.MarketParticipantPositionMessage.json
3535
grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.marketparticipantstate" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.MarketParticipantPositionMessage.json
3636
runuser -u tester -- tshark \
37-
-r "omi-data-packets/Nasdaq/Nasdaq.Equities.TotalView.Itch.v5.0/NetOrderImbalanceIndicatorMessage.pcap" \
37+
-r "omi-data-packets/Nasdaq/NsmEquities.TotalView.v5.0/NetOrderImbalanceIndicatorMessage.pcap" \
3838
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_TotalView_Itch_v5_0_2017_Dissector.lua" \
3939
-T json \
4040
> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.NetOrderImbalanceIndicatorMessage.json 2> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.NetOrderImbalanceIndicatorMessage.json.stderr \
@@ -53,7 +53,7 @@ grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.currentreferenceprice" Nasdaq.
5353
grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.crosstype" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.NetOrderImbalanceIndicatorMessage.json
5454
grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.pricevariationindicator" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.NetOrderImbalanceIndicatorMessage.json
5555
runuser -u tester -- tshark \
56-
-r "omi-data-packets/Nasdaq/Nasdaq.Equities.TotalView.Itch.v5.0/OrderDeleteMessage.pcap" \
56+
-r "omi-data-packets/Nasdaq/NsmEquities.TotalView.v5.0/OrderDeleteMessage.pcap" \
5757
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_TotalView_Itch_v5_0_2017_Dissector.lua" \
5858
-T json \
5959
> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderDeleteMessage.json 2> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderDeleteMessage.json.stderr \
@@ -64,7 +64,7 @@ grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.trackingnumber" Nasdaq.NsmEqui
6464
grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.timestamp" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderDeleteMessage.json
6565
grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.orderreferencenumber" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderDeleteMessage.json
6666
runuser -u tester -- tshark \
67-
-r "omi-data-packets/Nasdaq/Nasdaq.Equities.TotalView.Itch.v5.0/OrderExecutedMessage.pcap" \
67+
-r "omi-data-packets/Nasdaq/NsmEquities.TotalView.v5.0/OrderExecutedMessage.pcap" \
6868
-X "lua_script:Nasdaq/Nasdaq_NsmEquities_TotalView_Itch_v5_0_2017_Dissector.lua" \
6969
-T json \
7070
> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderExecutedMessage.json 2> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderExecutedMessage.json.stderr \
@@ -77,7 +77,7 @@ grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.orderreferencenumber" Nasdaq.N
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grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.executedshares" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderExecutedMessage.json
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grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.matchnumber" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderExecutedMessage.json
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runuser -u tester -- tshark \
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-r "omi-data-packets/Nasdaq/Nasdaq.Equities.TotalView.Itch.v5.0/OrderReplaceMessage.pcap" \
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-r "omi-data-packets/Nasdaq/NsmEquities.TotalView.v5.0/OrderReplaceMessage.pcap" \
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-X "lua_script:Nasdaq/Nasdaq_NsmEquities_TotalView_Itch_v5_0_2017_Dissector.lua" \
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-T json \
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> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderReplaceMessage.json 2> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderReplaceMessage.json.stderr \
@@ -91,7 +91,7 @@ grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.neworderreferencenumber" Nasda
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grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.shares" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderReplaceMessage.json
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grep "nasdaq.nsmequities.totalview.itch.v5.0.2017.price" Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.OrderReplaceMessage.json
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runuser -u tester -- tshark \
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-r "omi-data-packets/Nasdaq/Nasdaq.Equities.TotalView.Itch.v5.0/StockTradingActionMessage.pcap" \
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-r "omi-data-packets/Nasdaq/NsmEquities.TotalView.v5.0/StockTradingActionMessage.pcap" \
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-X "lua_script:Nasdaq/Nasdaq_NsmEquities_TotalView_Itch_v5_0_2017_Dissector.lua" \
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-T json \
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> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.StockTradingActionMessage.json 2> Nasdaq.NsmEquities.TotalView.Itch.v5.0.2017.StockTradingActionMessage.json.stderr \

‎.github/tests/Nasdaq-Uqdf-Output-Utp-v1-5-Test.sh‎

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -4,7 +4,7 @@ set -o pipefail
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chown -R tester:tester .
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runuser -u tester -- tshark \
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-r "omi-data-packets/Nasdaq/Uqdf.Output.Utp.v1.5/LimitUpLimitDownPriceBandMessage.pcap" \
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-r "omi-data-packets/Nasdaq/Uqdf.Output.v1.5/LimitUpLimitDownPriceBandMessage.pcap" \
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-X "lua_script:Nasdaq/Nasdaq_Uqdf_Output_Utp_v1_5_Dissector.lua" \
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-T json \
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> Nasdaq.Uqdf.Output.Utp.v1.5.LimitUpLimitDownPriceBandMessage.json 2> Nasdaq.Uqdf.Output.Utp.v1.5.LimitUpLimitDownPriceBandMessage.json.stderr \
@@ -16,7 +16,7 @@ grep "nasdaq.uqdf.output.utp.v1.5.luldtimestamp" Nasdaq.Uqdf.Output.Utp.v1.5.Lim
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grep "nasdaq.uqdf.output.utp.v1.5.limitdownprice" Nasdaq.Uqdf.Output.Utp.v1.5.LimitUpLimitDownPriceBandMessage.json
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grep "nasdaq.uqdf.output.utp.v1.5.limitupprice" Nasdaq.Uqdf.Output.Utp.v1.5.LimitUpLimitDownPriceBandMessage.json
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runuser -u tester -- tshark \
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-r "omi-data-packets/Nasdaq/Uqdf.Output.Utp.v1.5/QuoteLongFormMessage.pcap" \
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-r "omi-data-packets/Nasdaq/Uqdf.Output.v1.5/QuoteLongFormMessage.pcap" \
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-X "lua_script:Nasdaq/Nasdaq_Uqdf_Output_Utp_v1_5_Dissector.lua" \
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-T json \
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> Nasdaq.Uqdf.Output.Utp.v1.5.QuoteLongFormMessage.json 2> Nasdaq.Uqdf.Output.Utp.v1.5.QuoteLongFormMessage.json.stderr \
@@ -36,7 +36,7 @@ grep "nasdaq.uqdf.output.utp.v1.5.nbboappendageindicator" Nasdaq.Uqdf.Output.Utp
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grep "nasdaq.uqdf.output.utp.v1.5.luldnationalbboindicator" Nasdaq.Uqdf.Output.Utp.v1.5.QuoteLongFormMessage.json
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grep "nasdaq.uqdf.output.utp.v1.5.finraadfmpidappendageindicator" Nasdaq.Uqdf.Output.Utp.v1.5.QuoteLongFormMessage.json
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runuser -u tester -- tshark \
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-r "omi-data-packets/Nasdaq/Uqdf.Output.Utp.v1.5/QuoteShortFormMessage.pcap" \
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-r "omi-data-packets/Nasdaq/Uqdf.Output.v1.5/QuoteShortFormMessage.pcap" \
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-X "lua_script:Nasdaq/Nasdaq_Uqdf_Output_Utp_v1_5_Dissector.lua" \
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-T json \
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> Nasdaq.Uqdf.Output.Utp.v1.5.QuoteShortFormMessage.json 2> Nasdaq.Uqdf.Output.Utp.v1.5.QuoteShortFormMessage.json.stderr \

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