Update cboe timestamps

Author: Open-Markets-Initiative

Cboe/Cboe_BxeEquities_MulticastDepthOfBook_Pitch_v6_67_Dissector.lua

@@ -76,14 +76,14 @@ omi_cboe_c1options_auctionfeed_pitch_v1_1_1.fields.timestamp = ProtoField.new("T
 -----------------------------------------------------------------------
 
 -- timestamp format
-local timestamp_format_enum = {
+local time_offset_format_enum = {
   { 1, "Raw", 0 },
   { 2, "Time of Day", 1 },
   { 3, "Full DateTime", 2 }
 }
 
 -- 0=Raw, 1=TimeOfDay, 2=FullDateTime
-cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp_format = 2
+cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset_format = 2
 
 -- Hours behind UTC (EST) for midnight calculation
 cboe_c1options_auctionfeed_pitch_v1_1_1.utc_offset_hours = 5
@@ -111,7 +111,7 @@ omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.show_packet = Pref.bool("Show
 omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
 omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.show_message_index = Pref.bool("Show Message Index", show.message_index, "Show generated message index in protocol tree")
 
-omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.timestamp_format = Pref.enum("Timestamp Format", 2, "Timestamp display format", timestamp_format_enum, false)
+omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.time_offset_format = Pref.enum("Time Offset Format", 2, "Time Offset display format", time_offset_format_enum, false)
 omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.utc_offset_hours = Pref.uint("UTC Offset (hours)", 5, "Hours behind UTC (EST) for midnight calculation")
 
 -- Handle changed preferences
@@ -136,8 +136,8 @@ function omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs_changed()
   if show.message_index ~= omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.show_message_index then
     show.message_index = omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.show_message_index
   end
-  if cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp_format ~= omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.timestamp_format then
-    cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp_format = omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.timestamp_format
+  if cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset_format ~= omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.time_offset_format then
+    cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset_format = omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.time_offset_format
   end
   if cboe_c1options_auctionfeed_pitch_v1_1_1.utc_offset_hours ~= omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.utc_offset_hours then
     cboe_c1options_auctionfeed_pitch_v1_1_1.utc_offset_hours = omi_cboe_c1options_auctionfeed_pitch_v1_1_1.prefs.utc_offset_hours
@@ -1131,44 +1131,44 @@ end
 cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp = {}
 
 -- Translate: Timestamp
-cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.translate = function(timestamp, stored_time)
+cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.translate = function(time_offset, stored_time)
   return UInt64.new(stored_time * 1000000000 + time_offset)
 end
 
 -- Display: Timestamp
-cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.display = function(timestamp, stored_time, packet)
+cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.display = function(time_offset, stored_time, packet)
   -- Raw display mode
-  if cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp_format == 0 then
-    return "Timestamp: "..(stored_time * 1000000000 + timestamp)
+  if cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset_format == 0 then
+    return "Timestamp: "..(stored_time * 1000000000 + time_offset)
   end
 
   -- Full datetime mode (calculate from capture date + UTC offset)
-  if cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp_format == 2 and packet then
+  if cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset_format == 2 and packet then
     local capture_time = type(packet.abs_ts) == "number" and packet.abs_ts or packet.abs_ts:tonumber()
     local utc_offset_seconds = cboe_c1options_auctionfeed_pitch_v1_1_1.utc_offset_hours * 3600
     local local_midnight = math.floor((capture_time - utc_offset_seconds) / 86400) * 86400
     local full_seconds = local_midnight + stored_time
 
-    return "Timestamp: "..os.date("!%Y-%m-%d %H:%M:%S.", full_seconds)..string.format("%09d", timestamp)
+    return "Timestamp: "..os.date("!%Y-%m-%d %H:%M:%S.", full_seconds)..string.format("%09d", time_offset)
   end
 
   -- Time of day mode
-  return "Timestamp: "..os.date("!%H:%M:%S.", stored_time)..string.format("%09d", timestamp)
+  return "Timestamp: "..os.date("!%H:%M:%S.", stored_time)..string.format("%09d", time_offset)
 end
 
 -- Composite: Timestamp
 cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.composite = function(buffer, offset, stored_time, packet, parent)
-  local length = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.size
+  local length = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.size
   local range = buffer(offset, length)
-  local timestamp = range:le_uint()
-  local value = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.translate(timestamp, stored_time)
-  local display = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.display(timestamp, stored_time, packet)
+  local time_offset = range:le_uint()
+  local value = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.translate(time_offset, stored_time)
+  local display = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.display(time_offset, stored_time, packet)
   parent = parent:add(omi_cboe_c1options_auctionfeed_pitch_v1_1_1.fields.timestamp, range, value, display)
 
   cboe_c1options_auctionfeed_pitch_v1_1_1.time.generated(stored_time, range, packet, parent)
 
-  display = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.display(timestamp)
-  parent:add(omi_cboe_c1options_auctionfeed_pitch_v1_1_1.fields.timestamp, range, timestamp, display)
+  display = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.display(time_offset)
+  parent:add(omi_cboe_c1options_auctionfeed_pitch_v1_1_1.fields.time_offset, range, time_offset, display)
 
   return offset + length, value
 end
@@ -1181,7 +1181,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect = function(buffer, off
     return cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.composite(buffer, offset, stored_time, packet, parent)
   end
 
-  return cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect(buffer, offset, packet, parent)
+  return cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.dissect(buffer, offset, packet, parent)
 end
 
 
@@ -1301,7 +1301,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_1.width_update_message.fields = function(b
   local index = offset
 
   -- Time Offset: 4 Byte Unsigned Fixed Width Integer
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect(buffer, index, packet, parent)
 
   -- Underlying: 8 Byte Ascii String
   index, underlying = cboe_c1options_auctionfeed_pitch_v1_1_1.underlying.dissect(buffer, index, packet, parent)
@@ -1354,7 +1354,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_1.auction_summary_message.fields = functio
   local index = offset
 
   -- Time Offset: 4 Byte Unsigned Fixed Width Integer
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect(buffer, index, packet, parent)
 
   -- Symbol Extended: 8 Byte Ascii String
   index, symbol_extended = cboe_c1options_auctionfeed_pitch_v1_1_1.symbol_extended.dissect(buffer, index, packet, parent)
@@ -1414,7 +1414,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_1.auction_update_message.fields = function
   local index = offset
 
   -- Time Offset: 4 Byte Unsigned Fixed Width Integer
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect(buffer, index, packet, parent)
 
   -- Symbol Extended: 8 Byte Ascii String
   index, symbol_extended = cboe_c1options_auctionfeed_pitch_v1_1_1.symbol_extended.dissect(buffer, index, packet, parent)
@@ -1482,7 +1482,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_1.auction_trade_message.fields = function(
   local index = offset
 
   -- Time Offset: 4 Byte Unsigned Fixed Width Integer
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect(buffer, index, packet, parent)
 
   -- Auction Id: 8 Byte Unsigned Fixed Width Integer
   index, auction_id = cboe_c1options_auctionfeed_pitch_v1_1_1.auction_id.dissect(buffer, index, packet, parent)
@@ -1535,7 +1535,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_1.auction_cancel_message.fields = function
   local index = offset
 
   -- Time Offset: 4 Byte Unsigned Fixed Width Integer
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect(buffer, index, packet, parent)
 
   -- Auction Id: 8 Byte Unsigned Fixed Width Integer
   index, auction_id = cboe_c1options_auctionfeed_pitch_v1_1_1.auction_id.dissect(buffer, index, packet, parent)
@@ -1588,7 +1588,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_1.auction_notification_message.fields = fu
   local index = offset
 
   -- Time Offset: 4 Byte Unsigned Fixed Width Integer
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect(buffer, index, packet, parent)
 
   -- Symbol: 6 Byte Ascii String
   index, symbol = cboe_c1options_auctionfeed_pitch_v1_1_1.symbol.dissect(buffer, index, packet, parent)
@@ -1658,7 +1658,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_1.unit_clear_message.fields = function(buf
   local index = offset
 
   -- Time Offset: 4 Byte Unsigned Fixed Width Integer
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_1.timestamp.dissect(buffer, index, packet, parent)
 
   return index
 end

Cboe/Cboe_ByxEquities_MulticastDepthOfBook_Pitch_v2_41_29_Dissector.lua

@@ -1359,28 +1359,28 @@ end
 cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp = {}
 
 -- Translate: Timestamp
-cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.translate = function(timestamp, stored_midnight_reference, stored_time)
+cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.translate = function(time_offset, stored_midnight_reference, stored_time)
   return UInt64.new(stored_midnight_reference + stored_time * 1000000000 + time_offset)
 end
 
 -- Display: Timestamp
-cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.display = function(timestamp, stored_midnight_reference, stored_time)
-  return "Timestamp: "..os.date("%Y-%m-%d %H:%M:%S.", stored_midnight_reference + stored_time)..string.format("%09d", timestamp)
+cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.display = function(time_offset, stored_midnight_reference, stored_time)
+  return "Timestamp: "..os.date("%Y-%m-%d %H:%M:%S.", stored_midnight_reference + stored_time)..string.format("%09d", time_offset)
 end
 
 -- Composite: Timestamp
 cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.composite = function(buffer, offset, stored_midnight_reference, stored_time, packet, parent)
-  local length = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.size
+  local length = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.size
   local range = buffer(offset, length)
-  local timestamp = range:le_uint()
-  local value = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.translate(timestamp, stored_midnight_reference, stored_time)
-  local display = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.display(timestamp, stored_midnight_reference, stored_time)
+  local time_offset = range:le_uint()
+  local value = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.translate(time_offset, stored_midnight_reference, stored_time)
+  local display = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.display(time_offset, stored_midnight_reference, stored_time)
   parent = parent:add(omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.timestamp, range, value, display)
 
   cboe_c1options_auctionfeed_pitch_v1_1_39.time.generated(stored_time, range, packet, parent)
 
-  display = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.display(timestamp)
-  parent:add(omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.timestamp, range, timestamp, display)
+  display = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.display(time_offset)
+  parent:add(omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.time_offset, range, time_offset, display)
 
   return offset + length, value
 end
@@ -1394,7 +1394,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect = function(buffer, of
     return cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.composite(buffer, offset, stored_midnight_reference, stored_time, packet, parent)
   end
 
-  return cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, offset, packet, parent)
+  return cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, offset, packet, parent)
 end
 
 
@@ -1478,7 +1478,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.soq_strike_range_update_message.fields
   local index = offset
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   -- Soq Identifier: Printable ASCII
   index, soq_identifier = cboe_c1options_auctionfeed_pitch_v1_1_39.soq_identifier.dissect(buffer, index, packet, parent)
@@ -1622,7 +1622,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.width_update_message.fields = function(
   local index = offset
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   -- Underlying: Printable ASCII
   index, underlying = cboe_c1options_auctionfeed_pitch_v1_1_39.underlying.dissect(buffer, index, packet, parent)
@@ -1675,7 +1675,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.auction_summary_message.fields = functi
   local index = offset
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   -- Symbol Extended: Printable ASCII
   index, symbol_extended = cboe_c1options_auctionfeed_pitch_v1_1_39.symbol_extended.dissect(buffer, index, packet, parent)
@@ -1737,7 +1737,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.options_auction_update_message.fields =
   local index = offset
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   -- Symbol Extended: Printable ASCII
   index, symbol_extended = cboe_c1options_auctionfeed_pitch_v1_1_39.symbol_extended.dissect(buffer, index, packet, parent)
@@ -1811,7 +1811,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.auction_trade_message.fields = function
   local index = offset
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   -- Auction Id: Binary
   index, auction_id = cboe_c1options_auctionfeed_pitch_v1_1_39.auction_id.dissect(buffer, index, packet, parent)
@@ -1864,7 +1864,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.auction_cancel_message.fields = functio
   local index = offset
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   -- Auction Id: Binary
   index, auction_id = cboe_c1options_auctionfeed_pitch_v1_1_39.auction_id.dissect(buffer, index, packet, parent)
@@ -1917,7 +1917,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.auction_notification_message.fields = f
   local index = offset
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   -- Symbol: Printable ASCII
   index, symbol = cboe_c1options_auctionfeed_pitch_v1_1_39.symbol.dissect(buffer, index, packet, parent)
@@ -1987,7 +1987,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.unit_clear_message.fields = function(bu
   local index = offset
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   return index
 end
@@ -2087,7 +2087,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.time_reference_message.fields = functio
   index, time_reference = cboe_c1options_auctionfeed_pitch_v1_1_39.time_reference.dissect(buffer, index, packet, parent)
 
   -- Time Offset: Time Offset
-  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.dissect(buffer, index, packet, parent)
+  index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
 
   -- Trade Date: Binary Date
   index, trade_date = cboe_c1options_auctionfeed_pitch_v1_1_39.trade_date.dissect(buffer, index, packet, parent)