Skip to content

Commit f449e7a

Browse files
Open-Markets-InitiativeOpen-Markets-Initiative
committed
Add Cboe dissectors
1 parent c4b39a7 commit f449e7a

8 files changed

Lines changed: 8883 additions & 135 deletions

‎Cboe/Cboe_BzxOptions_ComplexMulticastTop_Pitch_v1_1_54_Dissector.lua‎

Lines changed: 2956 additions & 0 deletions
Large diffs are not rendered by default.

‎Cboe/Cboe_C1Options_AuctionFeed_Pitch_v1_1_39_Dissector.lua‎

Lines changed: 3 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -56,7 +56,6 @@ omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.symbol_extended = ProtoField
5656
omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.time = ProtoField.new("Time", "cboe.c1options.auctionfeed.pitch.v1.1.39.time", ftypes.UINT32)
5757
omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.time_offset = ProtoField.new("Time Offset", "cboe.c1options.auctionfeed.pitch.v1.1.39.timeoffset", ftypes.UINT32)
5858
omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.time_reference = ProtoField.new("Time Reference", "cboe.c1options.auctionfeed.pitch.v1.1.39.timereference", ftypes.UINT32)
59-
omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.timestamp = ProtoField.new("Timestamp", "cboe.c1options.auctionfeed.pitch.v1.1.39.timestamp", ftypes.UINT32)
6059
omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.trade_date = ProtoField.new("Trade Date", "cboe.c1options.auctionfeed.pitch.v1.1.39.tradedate", ftypes.UINT32)
6160
omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.underlying = ProtoField.new("Underlying", "cboe.c1options.auctionfeed.pitch.v1.1.39.underlying", ftypes.STRING)
6261
omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.unit = ProtoField.new("Unit", "cboe.c1options.auctionfeed.pitch.v1.1.39.unit", ftypes.UINT8)
@@ -1204,29 +1203,6 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.time_reference.dissect = function(buffe
12041203
return offset + length, value
12051204
end
12061205

1207-
-- Timestamp
1208-
cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp = {}
1209-
1210-
-- Size: Timestamp
1211-
cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.size = 4
1212-
1213-
-- Display: Timestamp
1214-
cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.display = function(value)
1215-
return "Timestamp: "..value
1216-
end
1217-
1218-
-- Dissect: Timestamp
1219-
cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect = function(buffer, offset, packet, parent)
1220-
local length = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.size
1221-
local range = buffer(offset, length)
1222-
local value = range:le_uint()
1223-
local display = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.display(value, buffer, offset, packet, parent)
1224-
1225-
parent:add(omi_cboe_c1options_auctionfeed_pitch_v1_1_39.fields.timestamp, range, value, display)
1226-
1227-
return offset + length, value
1228-
end
1229-
12301206
-- Trade Date
12311207
cboe_c1options_auctionfeed_pitch_v1_1_39.trade_date = {}
12321208

@@ -1515,7 +1491,7 @@ cboe_c1options_auctionfeed_pitch_v1_1_39.end_of_session_message = {}
15151491

15161492
-- Size: End Of Session Message
15171493
cboe_c1options_auctionfeed_pitch_v1_1_39.end_of_session_message.size =
1518-
cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.size
1494+
cboe_c1options_auctionfeed_pitch_v1_1_39.time_offset.size
15191495

15201496
-- Display: End Of Session Message
15211497
cboe_c1options_auctionfeed_pitch_v1_1_39.end_of_session_message.display = function(packet, parent, length)
@@ -1526,8 +1502,8 @@ end
15261502
cboe_c1options_auctionfeed_pitch_v1_1_39.end_of_session_message.fields = function(buffer, offset, packet, parent)
15271503
local index = offset
15281504

1529-
-- Timestamp: Binary
1530-
index, timestamp = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
1505+
-- Time Offset: Time Offset
1506+
index, time_offset = cboe_c1options_auctionfeed_pitch_v1_1_39.timestamp.dissect(buffer, index, packet, parent)
15311507

15321508
return index
15331509
end

‎Cboe/Cboe_C1Options_Flex_Pitch_v1_1_30_Dissector.lua‎

Lines changed: 3 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -79,7 +79,6 @@ omi_cboe_c1options_flex_pitch_v1_1_30.fields.symbol_condition = ProtoField.new("
7979
omi_cboe_c1options_flex_pitch_v1_1_30.fields.time = ProtoField.new("Time", "cboe.c1options.flex.pitch.v1.1.30.time", ftypes.UINT32)
8080
omi_cboe_c1options_flex_pitch_v1_1_30.fields.time_offset = ProtoField.new("Time Offset", "cboe.c1options.flex.pitch.v1.1.30.timeoffset", ftypes.UINT32)
8181
omi_cboe_c1options_flex_pitch_v1_1_30.fields.time_reference = ProtoField.new("Time Reference", "cboe.c1options.flex.pitch.v1.1.30.timereference", ftypes.UINT32)
82-
omi_cboe_c1options_flex_pitch_v1_1_30.fields.timestamp = ProtoField.new("Timestamp", "cboe.c1options.flex.pitch.v1.1.30.timestamp", ftypes.UINT32)
8382
omi_cboe_c1options_flex_pitch_v1_1_30.fields.trade_condition = ProtoField.new("Trade Condition", "cboe.c1options.flex.pitch.v1.1.30.tradecondition", ftypes.STRING)
8483
omi_cboe_c1options_flex_pitch_v1_1_30.fields.trade_date = ProtoField.new("Trade Date", "cboe.c1options.flex.pitch.v1.1.30.tradedate", ftypes.UINT32)
8584
omi_cboe_c1options_flex_pitch_v1_1_30.fields.trading_status = ProtoField.new("Trading Status", "cboe.c1options.flex.pitch.v1.1.30.tradingstatus", ftypes.STRING)
@@ -1733,29 +1732,6 @@ cboe_c1options_flex_pitch_v1_1_30.time_reference.dissect = function(buffer, offs
17331732
return offset + length, value
17341733
end
17351734

1736-
-- Timestamp
1737-
cboe_c1options_flex_pitch_v1_1_30.timestamp = {}
1738-
1739-
-- Size: Timestamp
1740-
cboe_c1options_flex_pitch_v1_1_30.timestamp.size = 4
1741-
1742-
-- Display: Timestamp
1743-
cboe_c1options_flex_pitch_v1_1_30.timestamp.display = function(value)
1744-
return "Timestamp: "..value
1745-
end
1746-
1747-
-- Dissect: Timestamp
1748-
cboe_c1options_flex_pitch_v1_1_30.timestamp.dissect = function(buffer, offset, packet, parent)
1749-
local length = cboe_c1options_flex_pitch_v1_1_30.timestamp.size
1750-
local range = buffer(offset, length)
1751-
local value = range:le_uint()
1752-
local display = cboe_c1options_flex_pitch_v1_1_30.timestamp.display(value, buffer, offset, packet, parent)
1753-
1754-
parent:add(omi_cboe_c1options_flex_pitch_v1_1_30.fields.timestamp, range, value, display)
1755-
1756-
return offset + length, value
1757-
end
1758-
17591735
-- Trade Condition
17601736
cboe_c1options_flex_pitch_v1_1_30.trade_condition = {}
17611737

@@ -1959,7 +1935,7 @@ cboe_c1options_flex_pitch_v1_1_30.end_of_session_message = {}
19591935

19601936
-- Size: End Of Session Message
19611937
cboe_c1options_flex_pitch_v1_1_30.end_of_session_message.size =
1962-
cboe_c1options_flex_pitch_v1_1_30.timestamp.size
1938+
cboe_c1options_flex_pitch_v1_1_30.time_offset.size
19631939

19641940
-- Display: End Of Session Message
19651941
cboe_c1options_flex_pitch_v1_1_30.end_of_session_message.display = function(packet, parent, length)
@@ -1970,8 +1946,8 @@ end
19701946
cboe_c1options_flex_pitch_v1_1_30.end_of_session_message.fields = function(buffer, offset, packet, parent)
19711947
local index = offset
19721948

1973-
-- Timestamp: Binary
1974-
index, timestamp = cboe_c1options_flex_pitch_v1_1_30.timestamp.dissect(buffer, index, packet, parent)
1949+
-- Time Offset: Time Offset
1950+
index, time_offset = cboe_c1options_flex_pitch_v1_1_30.timestamp.dissect(buffer, index, packet, parent)
19751951

19761952
return index
19771953
end

‎Cboe/Cboe_C1Options_MulticastDepthOfBook_Pitch_v2_41_29_Dissector.lua‎

Lines changed: 3 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -77,7 +77,6 @@ omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.symbol_extended =
7777
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.time = ProtoField.new("Time", "cboe.c1options.multicastdepthofbook.pitch.v2.41.29.time", ftypes.UINT32)
7878
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.time_offset = ProtoField.new("Time Offset", "cboe.c1options.multicastdepthofbook.pitch.v2.41.29.timeoffset", ftypes.UINT32)
7979
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.time_reference = ProtoField.new("Time Reference", "cboe.c1options.multicastdepthofbook.pitch.v2.41.29.timereference", ftypes.UINT32)
80-
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.timestamp = ProtoField.new("Timestamp", "cboe.c1options.multicastdepthofbook.pitch.v2.41.29.timestamp", ftypes.UINT32)
8180
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.trade_condition = ProtoField.new("Trade Condition", "cboe.c1options.multicastdepthofbook.pitch.v2.41.29.tradecondition", ftypes.STRING)
8281
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.trade_date = ProtoField.new("Trade Date", "cboe.c1options.multicastdepthofbook.pitch.v2.41.29.tradedate", ftypes.UINT32)
8382
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.trading_status = ProtoField.new("Trading Status", "cboe.c1options.multicastdepthofbook.pitch.v2.41.29.tradingstatus", ftypes.STRING)
@@ -1639,29 +1638,6 @@ cboe_c1options_multicastdepthofbook_pitch_v2_41_29.time_reference.dissect = func
16391638
return offset + length, value
16401639
end
16411640

1642-
-- Timestamp
1643-
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp = {}
1644-
1645-
-- Size: Timestamp
1646-
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp.size = 4
1647-
1648-
-- Display: Timestamp
1649-
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp.display = function(value)
1650-
return "Timestamp: "..value
1651-
end
1652-
1653-
-- Dissect: Timestamp
1654-
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp.dissect = function(buffer, offset, packet, parent)
1655-
local length = cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp.size
1656-
local range = buffer(offset, length)
1657-
local value = range:le_uint()
1658-
local display = cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp.display(value, buffer, offset, packet, parent)
1659-
1660-
parent:add(omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_29.fields.timestamp, range, value, display)
1661-
1662-
return offset + length, value
1663-
end
1664-
16651641
-- Trade Condition
16661642
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.trade_condition = {}
16671643

@@ -2497,7 +2473,7 @@ cboe_c1options_multicastdepthofbook_pitch_v2_41_29.end_of_session = {}
24972473

24982474
-- Size: End Of Session
24992475
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.end_of_session.size =
2500-
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp.size
2476+
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.time_offset.size
25012477

25022478
-- Display: End Of Session
25032479
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.end_of_session.display = function(packet, parent, length)
@@ -2508,8 +2484,8 @@ end
25082484
cboe_c1options_multicastdepthofbook_pitch_v2_41_29.end_of_session.fields = function(buffer, offset, packet, parent)
25092485
local index = offset
25102486

2511-
-- Timestamp: 4 Byte Unsigned Fixed Width Integer
2512-
index, timestamp = cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp.dissect(buffer, index, packet, parent)
2487+
-- Time Offset: 4 Byte Unsigned Fixed Width Integer
2488+
index, time_offset = cboe_c1options_multicastdepthofbook_pitch_v2_41_29.timestamp.dissect(buffer, index, packet, parent)
25132489

25142490
return index
25152491
end

‎Cboe/Cboe_C1Options_MulticastDepthOfBook_Pitch_v2_41_64_Dissector.lua‎

Lines changed: 3 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -78,7 +78,6 @@ omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.symbol_extended =
7878
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.time = ProtoField.new("Time", "cboe.c1options.multicastdepthofbook.pitch.v2.41.64.time", ftypes.UINT32)
7979
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.time_offset = ProtoField.new("Time Offset", "cboe.c1options.multicastdepthofbook.pitch.v2.41.64.timeoffset", ftypes.UINT32)
8080
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.time_reference = ProtoField.new("Time Reference", "cboe.c1options.multicastdepthofbook.pitch.v2.41.64.timereference", ftypes.UINT32)
81-
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.timestamp = ProtoField.new("Timestamp", "cboe.c1options.multicastdepthofbook.pitch.v2.41.64.timestamp", ftypes.UINT32)
8281
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.trade_condition = ProtoField.new("Trade Condition", "cboe.c1options.multicastdepthofbook.pitch.v2.41.64.tradecondition", ftypes.STRING)
8382
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.trade_date = ProtoField.new("Trade Date", "cboe.c1options.multicastdepthofbook.pitch.v2.41.64.tradedate", ftypes.UINT32)
8483
omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.trading_status = ProtoField.new("Trading Status", "cboe.c1options.multicastdepthofbook.pitch.v2.41.64.tradingstatus", ftypes.STRING)
@@ -1635,29 +1634,6 @@ cboe_c1options_multicastdepthofbook_pitch_v2_41_64.time_reference.dissect = func
16351634
return offset + length, value
16361635
end
16371636

1638-
-- Timestamp
1639-
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp = {}
1640-
1641-
-- Size: Timestamp
1642-
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp.size = 4
1643-
1644-
-- Display: Timestamp
1645-
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp.display = function(value)
1646-
return "Timestamp: "..value
1647-
end
1648-
1649-
-- Dissect: Timestamp
1650-
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp.dissect = function(buffer, offset, packet, parent)
1651-
local length = cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp.size
1652-
local range = buffer(offset, length)
1653-
local value = range:le_uint()
1654-
local display = cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp.display(value, buffer, offset, packet, parent)
1655-
1656-
parent:add(omi_cboe_c1options_multicastdepthofbook_pitch_v2_41_64.fields.timestamp, range, value, display)
1657-
1658-
return offset + length, value
1659-
end
1660-
16611637
-- Trade Condition
16621638
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.trade_condition = {}
16631639

@@ -2492,7 +2468,7 @@ cboe_c1options_multicastdepthofbook_pitch_v2_41_64.ox_end_of_session = {}
24922468

24932469
-- Size: Ox End Of Session
24942470
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.ox_end_of_session.size =
2495-
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp.size
2471+
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.time_offset.size
24962472

24972473
-- Display: Ox End Of Session
24982474
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.ox_end_of_session.display = function(packet, parent, length)
@@ -2503,8 +2479,8 @@ end
25032479
cboe_c1options_multicastdepthofbook_pitch_v2_41_64.ox_end_of_session.fields = function(buffer, offset, packet, parent)
25042480
local index = offset
25052481

2506-
-- Timestamp: Binary
2507-
index, timestamp = cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp.dissect(buffer, index, packet, parent)
2482+
-- Time Offset: Time Offset
2483+
index, time_offset = cboe_c1options_multicastdepthofbook_pitch_v2_41_64.timestamp.dissect(buffer, index, packet, parent)
25082484

25092485
return index
25102486
end

0 commit comments

Comments
 (0)