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Copy pathEurex.Derivatives.Eobi.T7.v6.0.Script.Dissector.lua
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Eurex.Derivatives.Eobi.T7.v6.0.Script.Dissector.lua
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-----------------------------------------------------------------------
-- Lua Script Wireshark Dissector
--
-- Please see end of file for rules and regulations
-----------------------------------------------------------------------
-- Eurex Derivatives Eobi T7 6.0 Protocol
local eurex_derivatives_eobi_t7_v6_0 = Proto("Eurex.Derivatives.Eobi.T7.v6.0.Lua", "Eurex Derivatives Eobi T7 6.0")
-- Component Tables
local show = {}
local format = {}
local display = {}
local dissect = {}
local size_of = {}
local verify = {}
-----------------------------------------------------------------------
-- Declare Protocol Fields
-----------------------------------------------------------------------
-- Eurex Derivatives Eobi T7 6.0 Fields
eurex_derivatives_eobi_t7_v6_0.fields.add_complex_instrument = ProtoField.new("Add Complex Instrument", "eurex.derivatives.eobi.t7.v6.0.addcomplexinstrument", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.aggressor_side = ProtoField.new("Aggressor Side", "eurex.derivatives.eobi.t7.v6.0.aggressorside", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.aggressor_time = ProtoField.new("Aggressor Time", "eurex.derivatives.eobi.t7.v6.0.aggressortime", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.algorithmic_trade_indicator = ProtoField.new("Algorithmic Trade Indicator", "eurex.derivatives.eobi.t7.v6.0.algorithmictradeindicator", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.application_sequence_number = ProtoField.new("Application Sequence Number", "eurex.derivatives.eobi.t7.v6.0.applicationsequencenumber", ftypes.UINT32)
eurex_derivatives_eobi_t7_v6_0.fields.application_sequence_reset_indicator = ProtoField.new("Application Sequence Reset Indicator", "eurex.derivatives.eobi.t7.v6.0.applicationsequenceresetindicator", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.auction_bbo = ProtoField.new("Auction Bbo", "eurex.derivatives.eobi.t7.v6.0.auctionbbo", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.auction_clearing_price = ProtoField.new("Auction Clearing Price", "eurex.derivatives.eobi.t7.v6.0.auctionclearingprice", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.bid_px = ProtoField.new("Bid Px", "eurex.derivatives.eobi.t7.v6.0.bidpx", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.bid_size = ProtoField.new("Bid Size", "eurex.derivatives.eobi.t7.v6.0.bidsize", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.body_len = ProtoField.new("Body Len", "eurex.derivatives.eobi.t7.v6.0.bodylen", ftypes.UINT16)
eurex_derivatives_eobi_t7_v6_0.fields.completion_indicator = ProtoField.new("Completion Indicator", "eurex.derivatives.eobi.t7.v6.0.completionindicator", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.cross_request = ProtoField.new("Cross Request", "eurex.derivatives.eobi.t7.v6.0.crossrequest", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.display_qty = ProtoField.new("Display Qty", "eurex.derivatives.eobi.t7.v6.0.displayqty", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.exec_id = ProtoField.new("Exec Id", "eurex.derivatives.eobi.t7.v6.0.execid", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.execution_summary = ProtoField.new("Execution Summary", "eurex.derivatives.eobi.t7.v6.0.executionsummary", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.fast_market_indicator = ProtoField.new("Fast Market Indicator", "eurex.derivatives.eobi.t7.v6.0.fastmarketindicator", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.full_order_execution = ProtoField.new("Full Order Execution", "eurex.derivatives.eobi.t7.v6.0.fullorderexecution", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.header_length = ProtoField.new("Header Length", "eurex.derivatives.eobi.t7.v6.0.headerlength", ftypes.UINT16)
eurex_derivatives_eobi_t7_v6_0.fields.heartbeat = ProtoField.new("Heartbeat", "eurex.derivatives.eobi.t7.v6.0.heartbeat", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.imbalance_qty = ProtoField.new("Imbalance Qty", "eurex.derivatives.eobi.t7.v6.0.imbalanceqty", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.implied_market_indicator = ProtoField.new("Implied Market Indicator", "eurex.derivatives.eobi.t7.v6.0.impliedmarketindicator", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.instrmt_leg_grp = ProtoField.new("Instrmt Leg Grp", "eurex.derivatives.eobi.t7.v6.0.instrmtleggrp", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.instrument_state_change = ProtoField.new("Instrument State Change", "eurex.derivatives.eobi.t7.v6.0.instrumentstatechange", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.instrument_summary = ProtoField.new("Instrument Summary", "eurex.derivatives.eobi.t7.v6.0.instrumentsummary", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.last_msg_seq_num_processed = ProtoField.new("Last Msg Seq Num Processed", "eurex.derivatives.eobi.t7.v6.0.lastmsgseqnumprocessed", ftypes.UINT32)
eurex_derivatives_eobi_t7_v6_0.fields.last_px = ProtoField.new("Last Px", "eurex.derivatives.eobi.t7.v6.0.lastpx", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.last_qty = ProtoField.new("Last Qty", "eurex.derivatives.eobi.t7.v6.0.lastqty", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.last_update_time = ProtoField.new("Last Update Time", "eurex.derivatives.eobi.t7.v6.0.lastupdatetime", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.leg_ratio_qty = ProtoField.new("Leg Ratio Qty", "eurex.derivatives.eobi.t7.v6.0.legratioqty", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.leg_security_id = ProtoField.new("Leg Security Id", "eurex.derivatives.eobi.t7.v6.0.legsecurityid", ftypes.INT64)
eurex_derivatives_eobi_t7_v6_0.fields.leg_side = ProtoField.new("Leg Side", "eurex.derivatives.eobi.t7.v6.0.legside", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.leg_symbol = ProtoField.new("Leg Symbol", "eurex.derivatives.eobi.t7.v6.0.legsymbol", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.market_condition = ProtoField.new("Market Condition", "eurex.derivatives.eobi.t7.v6.0.marketcondition", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.market_segment_id = ProtoField.new("Market Segment Id", "eurex.derivatives.eobi.t7.v6.0.marketsegmentid", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.match_sub_type = ProtoField.new("Match Sub Type", "eurex.derivatives.eobi.t7.v6.0.matchsubtype", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.match_type = ProtoField.new("Match Type", "eurex.derivatives.eobi.t7.v6.0.matchtype", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.md_entry_px = ProtoField.new("Md Entry Px", "eurex.derivatives.eobi.t7.v6.0.mdentrypx", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.md_entry_size = ProtoField.new("Md Entry Size", "eurex.derivatives.eobi.t7.v6.0.mdentrysize", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.md_entry_type = ProtoField.new("Md Entry Type", "eurex.derivatives.eobi.t7.v6.0.mdentrytype", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.md_instrument_entry_grp = ProtoField.new("Md Instrument Entry Grp", "eurex.derivatives.eobi.t7.v6.0.mdinstrumententrygrp", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.md_trade_entry_grp = ProtoField.new("Md Trade Entry Grp", "eurex.derivatives.eobi.t7.v6.0.mdtradeentrygrp", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.message = ProtoField.new("Message", "eurex.derivatives.eobi.t7.v6.0.message", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.message_header = ProtoField.new("Message Header", "eurex.derivatives.eobi.t7.v6.0.messageheader", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.msg_seq_num = ProtoField.new("Msg Seq Num", "eurex.derivatives.eobi.t7.v6.0.msgseqnum", ftypes.UINT32)
eurex_derivatives_eobi_t7_v6_0.fields.no_legs = ProtoField.new("No Legs", "eurex.derivatives.eobi.t7.v6.0.nolegs", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.no_md_entries = ProtoField.new("No Md Entries", "eurex.derivatives.eobi.t7.v6.0.nomdentries", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.offer_px = ProtoField.new("Offer Px", "eurex.derivatives.eobi.t7.v6.0.offerpx", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.offer_size = ProtoField.new("Offer Size", "eurex.derivatives.eobi.t7.v6.0.offersize", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.ord_type = ProtoField.new("Ord Type", "eurex.derivatives.eobi.t7.v6.0.ordtype", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.order_add = ProtoField.new("Order Add", "eurex.derivatives.eobi.t7.v6.0.orderadd", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.order_delete = ProtoField.new("Order Delete", "eurex.derivatives.eobi.t7.v6.0.orderdelete", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.order_details = ProtoField.new("Order Details", "eurex.derivatives.eobi.t7.v6.0.orderdetails", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.order_mass_delete = ProtoField.new("Order Mass Delete", "eurex.derivatives.eobi.t7.v6.0.ordermassdelete", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.order_modify = ProtoField.new("Order Modify", "eurex.derivatives.eobi.t7.v6.0.ordermodify", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.order_modify_same_prio = ProtoField.new("Order Modify Same Prio", "eurex.derivatives.eobi.t7.v6.0.ordermodifysameprio", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.packet = ProtoField.new("Packet", "eurex.derivatives.eobi.t7.v6.0.packet", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.packet_header = ProtoField.new("Packet Header", "eurex.derivatives.eobi.t7.v6.0.packetheader", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.packet_id = ProtoField.new("Packet Id", "eurex.derivatives.eobi.t7.v6.0.packetid", ftypes.UINT16)
eurex_derivatives_eobi_t7_v6_0.fields.packet_info = ProtoField.new("Packet Info", "eurex.derivatives.eobi.t7.v6.0.packetinfo", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.packet_seq_num = ProtoField.new("Packet Seq Num", "eurex.derivatives.eobi.t7.v6.0.packetseqnum", ftypes.UINT32)
eurex_derivatives_eobi_t7_v6_0.fields.pad_1 = ProtoField.new("Pad 1", "eurex.derivatives.eobi.t7.v6.0.pad1", ftypes.BYTES)
eurex_derivatives_eobi_t7_v6_0.fields.pad_2 = ProtoField.new("Pad 2", "eurex.derivatives.eobi.t7.v6.0.pad2", ftypes.BYTES)
eurex_derivatives_eobi_t7_v6_0.fields.pad_3 = ProtoField.new("Pad 3", "eurex.derivatives.eobi.t7.v6.0.pad3", ftypes.BYTES)
eurex_derivatives_eobi_t7_v6_0.fields.pad_4 = ProtoField.new("Pad 4", "eurex.derivatives.eobi.t7.v6.0.pad4", ftypes.BYTES)
eurex_derivatives_eobi_t7_v6_0.fields.pad_5 = ProtoField.new("Pad 5", "eurex.derivatives.eobi.t7.v6.0.pad5", ftypes.BYTES)
eurex_derivatives_eobi_t7_v6_0.fields.pad_6 = ProtoField.new("Pad 6", "eurex.derivatives.eobi.t7.v6.0.pad6", ftypes.BYTES)
eurex_derivatives_eobi_t7_v6_0.fields.pad_7 = ProtoField.new("Pad 7", "eurex.derivatives.eobi.t7.v6.0.pad7", ftypes.BYTES)
eurex_derivatives_eobi_t7_v6_0.fields.partial_order_execution = ProtoField.new("Partial Order Execution", "eurex.derivatives.eobi.t7.v6.0.partialorderexecution", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.partition_id = ProtoField.new("Partition Id", "eurex.derivatives.eobi.t7.v6.0.partitionid", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.payload = ProtoField.new("Payload", "eurex.derivatives.eobi.t7.v6.0.payload", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.potential_security_trading_event = ProtoField.new("Potential Security Trading Event", "eurex.derivatives.eobi.t7.v6.0.potentialsecuritytradingevent", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.prev_display_qty = ProtoField.new("Prev Display Qty", "eurex.derivatives.eobi.t7.v6.0.prevdisplayqty", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.prev_price = ProtoField.new("Prev Price", "eurex.derivatives.eobi.t7.v6.0.prevprice", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.price = ProtoField.new("Price", "eurex.derivatives.eobi.t7.v6.0.price", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.product_complex = ProtoField.new("Product Complex", "eurex.derivatives.eobi.t7.v6.0.productcomplex", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.product_state_change = ProtoField.new("Product State Change", "eurex.derivatives.eobi.t7.v6.0.productstatechange", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.product_summary = ProtoField.new("Product Summary", "eurex.derivatives.eobi.t7.v6.0.productsummary", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.quote_request = ProtoField.new("Quote Request", "eurex.derivatives.eobi.t7.v6.0.quoterequest", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.request_time = ProtoField.new("Request Time", "eurex.derivatives.eobi.t7.v6.0.requesttime", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.resting_cxl_qty = ProtoField.new("Resting Cxl Qty", "eurex.derivatives.eobi.t7.v6.0.restingcxlqty", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.resting_hidden_qty = ProtoField.new("Resting Hidden Qty", "eurex.derivatives.eobi.t7.v6.0.restinghiddenqty", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.security_id = ProtoField.new("Security Id", "eurex.derivatives.eobi.t7.v6.0.securityid", ftypes.INT64)
eurex_derivatives_eobi_t7_v6_0.fields.security_status = ProtoField.new("Security Status", "eurex.derivatives.eobi.t7.v6.0.securitystatus", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.security_sub_type = ProtoField.new("Security Sub Type", "eurex.derivatives.eobi.t7.v6.0.securitysubtype", ftypes.INT32)
eurex_derivatives_eobi_t7_v6_0.fields.security_trading_event = ProtoField.new("Security Trading Event", "eurex.derivatives.eobi.t7.v6.0.securitytradingevent", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.security_trading_status = ProtoField.new("Security Trading Status", "eurex.derivatives.eobi.t7.v6.0.securitytradingstatus", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.side = ProtoField.new("Side", "eurex.derivatives.eobi.t7.v6.0.side", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.snapshot_order = ProtoField.new("Snapshot Order", "eurex.derivatives.eobi.t7.v6.0.snapshotorder", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.template_id = ProtoField.new("Template Id", "eurex.derivatives.eobi.t7.v6.0.templateid", ftypes.UINT16)
eurex_derivatives_eobi_t7_v6_0.fields.top_of_book = ProtoField.new("Top Of Book", "eurex.derivatives.eobi.t7.v6.0.topofbook", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.tot_no_orders = ProtoField.new("Tot No Orders", "eurex.derivatives.eobi.t7.v6.0.totnoorders", ftypes.UINT16)
eurex_derivatives_eobi_t7_v6_0.fields.trad_ses_status = ProtoField.new("Trad Ses Status", "eurex.derivatives.eobi.t7.v6.0.tradsesstatus", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.trade_condition = ProtoField.new("Trade Condition", "eurex.derivatives.eobi.t7.v6.0.tradecondition", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.trade_report = ProtoField.new("Trade Report", "eurex.derivatives.eobi.t7.v6.0.tradereport", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.trade_reversal = ProtoField.new("Trade Reversal", "eurex.derivatives.eobi.t7.v6.0.tradereversal", ftypes.STRING)
eurex_derivatives_eobi_t7_v6_0.fields.trading_session_id = ProtoField.new("Trading Session Id", "eurex.derivatives.eobi.t7.v6.0.tradingsessionid", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.trading_session_sub_id = ProtoField.new("Trading Session Sub Id", "eurex.derivatives.eobi.t7.v6.0.tradingsessionsubid", ftypes.UINT8)
eurex_derivatives_eobi_t7_v6_0.fields.transact_time = ProtoField.new("Transact Time", "eurex.derivatives.eobi.t7.v6.0.transacttime", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.trd_match_id = ProtoField.new("Trd Match Id", "eurex.derivatives.eobi.t7.v6.0.trdmatchid", ftypes.UINT32)
eurex_derivatives_eobi_t7_v6_0.fields.trd_reg_ts_execution_time = ProtoField.new("Trd Reg Ts Execution Time", "eurex.derivatives.eobi.t7.v6.0.trdregtsexecutiontime", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.trd_reg_ts_prev_time_priority = ProtoField.new("Trd Reg Ts Prev Time Priority", "eurex.derivatives.eobi.t7.v6.0.trdregtsprevtimepriority", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.trd_reg_ts_time_in = ProtoField.new("Trd Reg Ts Time In", "eurex.derivatives.eobi.t7.v6.0.trdregtstimein", ftypes.UINT64)
eurex_derivatives_eobi_t7_v6_0.fields.trd_reg_ts_time_priority = ProtoField.new("Trd Reg Ts Time Priority", "eurex.derivatives.eobi.t7.v6.0.trdregtstimepriority", ftypes.UINT64)
-----------------------------------------------------------------------
-- Declare Dissection Options
-----------------------------------------------------------------------
-- Eurex Derivatives Eobi T7 6.0 Element Dissection Options
show.add_complex_instrument = true
show.auction_bbo = true
show.auction_clearing_price = true
show.cross_request = true
show.execution_summary = true
show.full_order_execution = true
show.heartbeat = true
show.instrmt_leg_grp = true
show.instrument_state_change = true
show.instrument_summary = true
show.md_instrument_entry_grp = true
show.md_trade_entry_grp = true
show.message = true
show.message_header = true
show.order_add = true
show.order_delete = true
show.order_details = true
show.order_mass_delete = true
show.order_modify = true
show.order_modify_same_prio = true
show.packet = true
show.packet_header = true
show.packet_info = true
show.partial_order_execution = true
show.product_state_change = true
show.product_summary = true
show.quote_request = true
show.snapshot_order = true
show.top_of_book = true
show.trade_report = true
show.trade_reversal = true
show.payload = false
-- Register Eurex Derivatives Eobi T7 6.0 Show Options
eurex_derivatives_eobi_t7_v6_0.prefs.show_add_complex_instrument = Pref.bool("Show Add Complex Instrument", show.add_complex_instrument, "Parse and add Add Complex Instrument to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_auction_bbo = Pref.bool("Show Auction Bbo", show.auction_bbo, "Parse and add Auction Bbo to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_auction_clearing_price = Pref.bool("Show Auction Clearing Price", show.auction_clearing_price, "Parse and add Auction Clearing Price to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_cross_request = Pref.bool("Show Cross Request", show.cross_request, "Parse and add Cross Request to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_execution_summary = Pref.bool("Show Execution Summary", show.execution_summary, "Parse and add Execution Summary to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_full_order_execution = Pref.bool("Show Full Order Execution", show.full_order_execution, "Parse and add Full Order Execution to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_heartbeat = Pref.bool("Show Heartbeat", show.heartbeat, "Parse and add Heartbeat to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_instrmt_leg_grp = Pref.bool("Show Instrmt Leg Grp", show.instrmt_leg_grp, "Parse and add Instrmt Leg Grp to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_instrument_state_change = Pref.bool("Show Instrument State Change", show.instrument_state_change, "Parse and add Instrument State Change to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_instrument_summary = Pref.bool("Show Instrument Summary", show.instrument_summary, "Parse and add Instrument Summary to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_md_instrument_entry_grp = Pref.bool("Show Md Instrument Entry Grp", show.md_instrument_entry_grp, "Parse and add Md Instrument Entry Grp to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_md_trade_entry_grp = Pref.bool("Show Md Trade Entry Grp", show.md_trade_entry_grp, "Parse and add Md Trade Entry Grp to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_message = Pref.bool("Show Message", show.message, "Parse and add Message to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_message_header = Pref.bool("Show Message Header", show.message_header, "Parse and add Message Header to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_order_add = Pref.bool("Show Order Add", show.order_add, "Parse and add Order Add to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_order_delete = Pref.bool("Show Order Delete", show.order_delete, "Parse and add Order Delete to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_order_details = Pref.bool("Show Order Details", show.order_details, "Parse and add Order Details to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_order_mass_delete = Pref.bool("Show Order Mass Delete", show.order_mass_delete, "Parse and add Order Mass Delete to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_order_modify = Pref.bool("Show Order Modify", show.order_modify, "Parse and add Order Modify to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_order_modify_same_prio = Pref.bool("Show Order Modify Same Prio", show.order_modify_same_prio, "Parse and add Order Modify Same Prio to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_packet = Pref.bool("Show Packet", show.packet, "Parse and add Packet to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_packet_header = Pref.bool("Show Packet Header", show.packet_header, "Parse and add Packet Header to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_packet_info = Pref.bool("Show Packet Info", show.packet_info, "Parse and add Packet Info to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_partial_order_execution = Pref.bool("Show Partial Order Execution", show.partial_order_execution, "Parse and add Partial Order Execution to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_product_state_change = Pref.bool("Show Product State Change", show.product_state_change, "Parse and add Product State Change to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_product_summary = Pref.bool("Show Product Summary", show.product_summary, "Parse and add Product Summary to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_quote_request = Pref.bool("Show Quote Request", show.quote_request, "Parse and add Quote Request to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_snapshot_order = Pref.bool("Show Snapshot Order", show.snapshot_order, "Parse and add Snapshot Order to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_top_of_book = Pref.bool("Show Top Of Book", show.top_of_book, "Parse and add Top Of Book to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_trade_report = Pref.bool("Show Trade Report", show.trade_report, "Parse and add Trade Report to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_trade_reversal = Pref.bool("Show Trade Reversal", show.trade_reversal, "Parse and add Trade Reversal to protocol tree")
eurex_derivatives_eobi_t7_v6_0.prefs.show_payload = Pref.bool("Show Payload", show.payload, "Parse and add Payload to protocol tree")
-- Handle changed preferences
function eurex_derivatives_eobi_t7_v6_0.prefs_changed()
local changed = false
-- Check if show options have changed
if show.add_complex_instrument ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_add_complex_instrument then
show.add_complex_instrument = eurex_derivatives_eobi_t7_v6_0.prefs.show_add_complex_instrument
changed = true
end
if show.auction_bbo ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_auction_bbo then
show.auction_bbo = eurex_derivatives_eobi_t7_v6_0.prefs.show_auction_bbo
changed = true
end
if show.auction_clearing_price ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_auction_clearing_price then
show.auction_clearing_price = eurex_derivatives_eobi_t7_v6_0.prefs.show_auction_clearing_price
changed = true
end
if show.cross_request ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_cross_request then
show.cross_request = eurex_derivatives_eobi_t7_v6_0.prefs.show_cross_request
changed = true
end
if show.execution_summary ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_execution_summary then
show.execution_summary = eurex_derivatives_eobi_t7_v6_0.prefs.show_execution_summary
changed = true
end
if show.full_order_execution ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_full_order_execution then
show.full_order_execution = eurex_derivatives_eobi_t7_v6_0.prefs.show_full_order_execution
changed = true
end
if show.heartbeat ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_heartbeat then
show.heartbeat = eurex_derivatives_eobi_t7_v6_0.prefs.show_heartbeat
changed = true
end
if show.instrmt_leg_grp ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_instrmt_leg_grp then
show.instrmt_leg_grp = eurex_derivatives_eobi_t7_v6_0.prefs.show_instrmt_leg_grp
changed = true
end
if show.instrument_state_change ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_instrument_state_change then
show.instrument_state_change = eurex_derivatives_eobi_t7_v6_0.prefs.show_instrument_state_change
changed = true
end
if show.instrument_summary ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_instrument_summary then
show.instrument_summary = eurex_derivatives_eobi_t7_v6_0.prefs.show_instrument_summary
changed = true
end
if show.md_instrument_entry_grp ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_md_instrument_entry_grp then
show.md_instrument_entry_grp = eurex_derivatives_eobi_t7_v6_0.prefs.show_md_instrument_entry_grp
changed = true
end
if show.md_trade_entry_grp ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_md_trade_entry_grp then
show.md_trade_entry_grp = eurex_derivatives_eobi_t7_v6_0.prefs.show_md_trade_entry_grp
changed = true
end
if show.message ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_message then
show.message = eurex_derivatives_eobi_t7_v6_0.prefs.show_message
changed = true
end
if show.message_header ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_message_header then
show.message_header = eurex_derivatives_eobi_t7_v6_0.prefs.show_message_header
changed = true
end
if show.order_add ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_order_add then
show.order_add = eurex_derivatives_eobi_t7_v6_0.prefs.show_order_add
changed = true
end
if show.order_delete ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_order_delete then
show.order_delete = eurex_derivatives_eobi_t7_v6_0.prefs.show_order_delete
changed = true
end
if show.order_details ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_order_details then
show.order_details = eurex_derivatives_eobi_t7_v6_0.prefs.show_order_details
changed = true
end
if show.order_mass_delete ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_order_mass_delete then
show.order_mass_delete = eurex_derivatives_eobi_t7_v6_0.prefs.show_order_mass_delete
changed = true
end
if show.order_modify ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_order_modify then
show.order_modify = eurex_derivatives_eobi_t7_v6_0.prefs.show_order_modify
changed = true
end
if show.order_modify_same_prio ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_order_modify_same_prio then
show.order_modify_same_prio = eurex_derivatives_eobi_t7_v6_0.prefs.show_order_modify_same_prio
changed = true
end
if show.packet ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_packet then
show.packet = eurex_derivatives_eobi_t7_v6_0.prefs.show_packet
changed = true
end
if show.packet_header ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_packet_header then
show.packet_header = eurex_derivatives_eobi_t7_v6_0.prefs.show_packet_header
changed = true
end
if show.packet_info ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_packet_info then
show.packet_info = eurex_derivatives_eobi_t7_v6_0.prefs.show_packet_info
changed = true
end
if show.partial_order_execution ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_partial_order_execution then
show.partial_order_execution = eurex_derivatives_eobi_t7_v6_0.prefs.show_partial_order_execution
changed = true
end
if show.product_state_change ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_product_state_change then
show.product_state_change = eurex_derivatives_eobi_t7_v6_0.prefs.show_product_state_change
changed = true
end
if show.product_summary ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_product_summary then
show.product_summary = eurex_derivatives_eobi_t7_v6_0.prefs.show_product_summary
changed = true
end
if show.quote_request ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_quote_request then
show.quote_request = eurex_derivatives_eobi_t7_v6_0.prefs.show_quote_request
changed = true
end
if show.snapshot_order ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_snapshot_order then
show.snapshot_order = eurex_derivatives_eobi_t7_v6_0.prefs.show_snapshot_order
changed = true
end
if show.top_of_book ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_top_of_book then
show.top_of_book = eurex_derivatives_eobi_t7_v6_0.prefs.show_top_of_book
changed = true
end
if show.trade_report ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_trade_report then
show.trade_report = eurex_derivatives_eobi_t7_v6_0.prefs.show_trade_report
changed = true
end
if show.trade_reversal ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_trade_reversal then
show.trade_reversal = eurex_derivatives_eobi_t7_v6_0.prefs.show_trade_reversal
changed = true
end
if show.payload ~= eurex_derivatives_eobi_t7_v6_0.prefs.show_payload then
show.payload = eurex_derivatives_eobi_t7_v6_0.prefs.show_payload
changed = true
end
-- Reload on changed preference
if changed then
reload()
end
end
-----------------------------------------------------------------------
-- Dissect Eurex Derivatives Eobi T7 6.0
-----------------------------------------------------------------------
-- Size: Pad 3
size_of.pad_3 = 3
-- Display: Pad 3
display.pad_3 = function(value)
return "Pad 3: "..value
end
-- Dissect: Pad 3
dissect.pad_3 = function(buffer, offset, packet, parent)
local length = size_of.pad_3
local range = buffer(offset, length)
local value = range:bytes():tohex(false, " ")
local display = display.pad_3(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.pad_3, range, value, display)
return offset + length, value
end
-- Size: Md Entry Type
size_of.md_entry_type = 1
-- Display: Md Entry Type
display.md_entry_type = function(value)
if value == 2 then
return "Md Entry Type: Trade (2)"
end
if value == 4 then
return "Md Entry Type: Opening Price (4)"
end
if value == 5 then
return "Md Entry Type: Closing Price (5)"
end
if value == 7 then
return "Md Entry Type: High Price (7)"
end
if value == 8 then
return "Md Entry Type: Low Price (8)"
end
if value == 66 then
return "Md Entry Type: Trade Volume (66)"
end
if value == 101 then
return "Md Entry Type: Previous Closing Price (101)"
end
if value == 200 then
return "Md Entry Type: Opening Auction (200)"
end
if value == 201 then
return "Md Entry Type: Intraday Auction (201)"
end
if value == 202 then
return "Md Entry Type: Circuit Breaker Auction (202)"
end
if value == 203 then
return "Md Entry Type: Closing Auction (203)"
end
if value == 204 then
return "Md Entry Type: Ipo Auction (204)"
end
return "Md Entry Type: Unknown("..value..")"
end
-- Dissect: Md Entry Type
dissect.md_entry_type = function(buffer, offset, packet, parent)
local length = size_of.md_entry_type
local range = buffer(offset, length)
local value = range:le_uint()
local display = display.md_entry_type(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.md_entry_type, range, value, display)
return offset + length, value
end
-- Size: Md Entry Size
size_of.md_entry_size = 4
-- Display: Md Entry Size
display.md_entry_size = function(value)
return "Md Entry Size: "..value
end
-- Dissect: Md Entry Size
dissect.md_entry_size = function(buffer, offset, packet, parent)
local length = size_of.md_entry_size
local range = buffer(offset, length)
local value = range:le_int()
local display = display.md_entry_size(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.md_entry_size, range, value, display)
return offset + length, value
end
-- Size: Md Entry Px
size_of.md_entry_px = 8
-- Display: Md Entry Px
display.md_entry_px = function(value)
local factor = 100000000
return "Md Entry Px: "..value:tonumber()/factor
end
-- Dissect: Md Entry Px
dissect.md_entry_px = function(buffer, offset, packet, parent)
local length = size_of.md_entry_px
local range = buffer(offset, length)
local value = range:le_uint64()
local display = display.md_entry_px(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.md_entry_px, range, value, display)
return offset + length, value
end
-- Calculate size of: Md Trade Entry Grp
size_of.md_trade_entry_grp = function(buffer, offset)
local index = 0
index = index + size_of.md_entry_px
index = index + size_of.md_entry_size
index = index + size_of.md_entry_type
index = index + size_of.pad_3
return index
end
-- Display: Md Trade Entry Grp
display.md_trade_entry_grp = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Md Trade Entry Grp
dissect.md_trade_entry_grp_fields = function(buffer, offset, packet, parent)
local index = offset
-- Md Entry Px: 8 Byte Unsigned Fixed Width Integer
index, md_entry_px = dissect.md_entry_px(buffer, index, packet, parent)
-- Md Entry Size: 4 Byte Signed Fixed Width Integer
index, md_entry_size = dissect.md_entry_size(buffer, index, packet, parent)
-- Md Entry Type: 1 Byte Unsigned Fixed Width Integer Enum with 12 values
index, md_entry_type = dissect.md_entry_type(buffer, index, packet, parent)
-- Pad 3: 3 Byte
index, pad_3 = dissect.pad_3(buffer, index, packet, parent)
return index
end
-- Dissect: Md Trade Entry Grp
dissect.md_trade_entry_grp = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.md_trade_entry_grp then
local length = size_of.md_trade_entry_grp(buffer, offset)
local range = buffer(offset, length)
local display = display.md_trade_entry_grp(buffer, packet, parent)
parent = parent:add(eurex_derivatives_eobi_t7_v6_0.fields.md_trade_entry_grp, range, display)
end
return dissect.md_trade_entry_grp_fields(buffer, offset, packet, parent)
end
-- Size: No Md Entries
size_of.no_md_entries = 1
-- Display: No Md Entries
display.no_md_entries = function(value)
return "No Md Entries: "..value
end
-- Dissect: No Md Entries
dissect.no_md_entries = function(buffer, offset, packet, parent)
local length = size_of.no_md_entries
local range = buffer(offset, length)
local value = range:le_uint()
local display = display.no_md_entries(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.no_md_entries, range, value, display)
return offset + length, value
end
-- Size: Pad 6
size_of.pad_6 = 6
-- Display: Pad 6
display.pad_6 = function(value)
return "Pad 6: "..value
end
-- Dissect: Pad 6
dissect.pad_6 = function(buffer, offset, packet, parent)
local length = size_of.pad_6
local range = buffer(offset, length)
local value = range:bytes():tohex(false, " ")
local display = display.pad_6(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.pad_6, range, value, display)
return offset + length, value
end
-- Size: Trade Condition
size_of.trade_condition = 1
-- Display: Trade Condition
display.trade_condition = function(value)
if value == 1 then
return "Trade Condition: Implied Trade (1)"
end
if value == 153 then
return "Trade Condition: Systematic Internalizer (153)"
end
if value == 155 then
return "Trade Condition: Midpoint Price (155)"
end
return "Trade Condition: Unknown("..value..")"
end
-- Dissect: Trade Condition
dissect.trade_condition = function(buffer, offset, packet, parent)
local length = size_of.trade_condition
local range = buffer(offset, length)
local value = range:le_uint()
local display = display.trade_condition(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.trade_condition, range, value, display)
return offset + length, value
end
-- Size: Trd Reg Ts Execution Time
size_of.trd_reg_ts_execution_time = 8
-- Display: Trd Reg Ts Execution Time
display.trd_reg_ts_execution_time = function(value)
return "Trd Reg Ts Execution Time: "..value
end
-- Dissect: Trd Reg Ts Execution Time
dissect.trd_reg_ts_execution_time = function(buffer, offset, packet, parent)
local length = size_of.trd_reg_ts_execution_time
local range = buffer(offset, length)
local value = range:le_uint64()
local display = display.trd_reg_ts_execution_time(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.trd_reg_ts_execution_time, range, value, display)
return offset + length, value
end
-- Size: Last Px
size_of.last_px = 8
-- Display: Last Px
display.last_px = function(value)
local factor = 100000000
return "Last Px: "..value:tonumber()/factor
end
-- Dissect: Last Px
dissect.last_px = function(buffer, offset, packet, parent)
local length = size_of.last_px
local range = buffer(offset, length)
local value = range:le_uint64()
local display = display.last_px(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.last_px, range, value, display)
return offset + length, value
end
-- Size: Last Qty
size_of.last_qty = 4
-- Display: Last Qty
display.last_qty = function(value)
return "Last Qty: "..value
end
-- Dissect: Last Qty
dissect.last_qty = function(buffer, offset, packet, parent)
local length = size_of.last_qty
local range = buffer(offset, length)
local value = range:le_int()
local display = display.last_qty(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.last_qty, range, value, display)
return offset + length, value
end
-- Size: Trd Match Id
size_of.trd_match_id = 4
-- Display: Trd Match Id
display.trd_match_id = function(value)
return "Trd Match Id: "..value
end
-- Dissect: Trd Match Id
dissect.trd_match_id = function(buffer, offset, packet, parent)
local length = size_of.trd_match_id
local range = buffer(offset, length)
local value = range:le_uint()
local display = display.trd_match_id(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.trd_match_id, range, value, display)
return offset + length, value
end
-- Size: Transact Time
size_of.transact_time = 8
-- Display: Transact Time
display.transact_time = function(value)
return "Transact Time: "..value
end
-- Dissect: Transact Time
dissect.transact_time = function(buffer, offset, packet, parent)
local length = size_of.transact_time
local range = buffer(offset, length)
local value = range:le_uint64()
local display = display.transact_time(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.transact_time, range, value, display)
return offset + length, value
end
-- Size: Security Id
size_of.security_id = 8
-- Display: Security Id
display.security_id = function(value)
return "Security Id: "..value
end
-- Dissect: Security Id
dissect.security_id = function(buffer, offset, packet, parent)
local length = size_of.security_id
local range = buffer(offset, length)
local value = range:le_int64()
local display = display.security_id(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.security_id, range, value, display)
return offset + length, value
end
-- Calculate size of: Trade Reversal
size_of.trade_reversal = function(buffer, offset)
local index = 0
index = index + size_of.security_id
index = index + size_of.transact_time
index = index + size_of.trd_match_id
index = index + size_of.last_qty
index = index + size_of.last_px
index = index + size_of.trd_reg_ts_execution_time
index = index + size_of.trade_condition
index = index + size_of.pad_6
index = index + size_of.no_md_entries
-- Calculate field size from count
local md_trade_entry_grp_count = buffer(offset + index - 1, 1):le_uint()
index = index + md_trade_entry_grp_count * 16
return index
end
-- Display: Trade Reversal
display.trade_reversal = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Trade Reversal
dissect.trade_reversal_fields = function(buffer, offset, packet, parent)
local index = offset
-- Security Id: 8 Byte Signed Fixed Width Integer
index, security_id = dissect.security_id(buffer, index, packet, parent)
-- Transact Time: 8 Byte Unsigned Fixed Width Integer
index, transact_time = dissect.transact_time(buffer, index, packet, parent)
-- Trd Match Id: 4 Byte Unsigned Fixed Width Integer
index, trd_match_id = dissect.trd_match_id(buffer, index, packet, parent)
-- Last Qty: 4 Byte Signed Fixed Width Integer
index, last_qty = dissect.last_qty(buffer, index, packet, parent)
-- Last Px: 8 Byte Unsigned Fixed Width Integer
index, last_px = dissect.last_px(buffer, index, packet, parent)
-- Trd Reg Ts Execution Time: 8 Byte Unsigned Fixed Width Integer
index, trd_reg_ts_execution_time = dissect.trd_reg_ts_execution_time(buffer, index, packet, parent)
-- Trade Condition: 1 Byte Unsigned Fixed Width Integer Enum with 3 values
index, trade_condition = dissect.trade_condition(buffer, index, packet, parent)
-- Pad 6: 6 Byte
index, pad_6 = dissect.pad_6(buffer, index, packet, parent)
-- No Md Entries: 1 Byte Unsigned Fixed Width Integer
index, no_md_entries = dissect.no_md_entries(buffer, index, packet, parent)
-- Md Trade Entry Grp: Struct of 4 fields
for i = 1, no_md_entries do
index = dissect.md_trade_entry_grp(buffer, index, packet, parent)
end
return index
end
-- Dissect: Trade Reversal
dissect.trade_reversal = function(buffer, offset, packet, parent)
-- Optionally add dynamic struct element to protocol tree
if show.trade_reversal then
local length = size_of.trade_reversal(buffer, offset)
local range = buffer(offset, length)
local display = display.trade_reversal(buffer, packet, parent)
parent = parent:add(eurex_derivatives_eobi_t7_v6_0.fields.trade_reversal, range, display)
end
return dissect.trade_reversal_fields(buffer, offset, packet, parent)
end
-- Size: Pad 4
size_of.pad_4 = 4
-- Display: Pad 4
display.pad_4 = function(value)
return "Pad 4: "..value
end
-- Dissect: Pad 4
dissect.pad_4 = function(buffer, offset, packet, parent)
local length = size_of.pad_4
local range = buffer(offset, length)
local value = range:bytes():tohex(false, " ")
local display = display.pad_4(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.pad_4, range, value, display)
return offset + length, value
end
-- Size: Algorithmic Trade Indicator
size_of.algorithmic_trade_indicator = 1
-- Display: Algorithmic Trade Indicator
display.algorithmic_trade_indicator = function(value)
if value == 1 then
return "Algorithmic Trade Indicator: Algorithmic Trade (1)"
end
return "Algorithmic Trade Indicator: Unknown("..value..")"
end
-- Dissect: Algorithmic Trade Indicator
dissect.algorithmic_trade_indicator = function(buffer, offset, packet, parent)
local length = size_of.algorithmic_trade_indicator
local range = buffer(offset, length)
local value = range:le_uint()
local display = display.algorithmic_trade_indicator(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.algorithmic_trade_indicator, range, value, display)
return offset + length, value
end
-- Size: Match Sub Type
size_of.match_sub_type = 1
-- Display: Match Sub Type
display.match_sub_type = function(value)
if value == 1 then
return "Match Sub Type: Opening Auction (1)"
end
if value == 2 then
return "Match Sub Type: Closing Auction (2)"
end
if value == 3 then
return "Match Sub Type: Intraday Auction (3)"
end
if value == 4 then
return "Match Sub Type: Circuit Breaker Auction (4)"
end
if value == 5 then
return "Match Sub Type: Ipo Auction (5)"
end
return "Match Sub Type: Unknown("..value..")"
end
-- Dissect: Match Sub Type
dissect.match_sub_type = function(buffer, offset, packet, parent)
local length = size_of.match_sub_type
local range = buffer(offset, length)
local value = range:le_uint()
local display = display.match_sub_type(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.match_sub_type, range, value, display)
return offset + length, value
end
-- Size: Match Type
size_of.match_type = 1
-- Display: Match Type
display.match_type = function(value)
if value == 3 then
return "Match Type: Confirmed Trade Report (3)"
end
if value == 5 then
return "Match Type: Cross Auction (5)"
end
if value == 7 then
return "Match Type: Call Auction (7)"
end
return "Match Type: Unknown("..value..")"
end
-- Dissect: Match Type
dissect.match_type = function(buffer, offset, packet, parent)
local length = size_of.match_type
local range = buffer(offset, length)
local value = range:le_uint()
local display = display.match_type(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.match_type, range, value, display)
return offset + length, value
end
-- Calculate size of: Trade Report
size_of.trade_report = function(buffer, offset)
local index = 0
index = index + size_of.security_id
index = index + size_of.transact_time
index = index + size_of.trd_match_id
index = index + size_of.last_qty
index = index + size_of.last_px
index = index + size_of.match_type
index = index + size_of.match_sub_type
index = index + size_of.algorithmic_trade_indicator
index = index + size_of.trade_condition
index = index + size_of.pad_4
return index
end
-- Display: Trade Report
display.trade_report = function(buffer, offset, size, packet, parent)
return ""
end
-- Dissect Fields: Trade Report
dissect.trade_report_fields = function(buffer, offset, packet, parent)
local index = offset
-- Security Id: 8 Byte Signed Fixed Width Integer
index, security_id = dissect.security_id(buffer, index, packet, parent)
-- Transact Time: 8 Byte Unsigned Fixed Width Integer
index, transact_time = dissect.transact_time(buffer, index, packet, parent)
-- Trd Match Id: 4 Byte Unsigned Fixed Width Integer
index, trd_match_id = dissect.trd_match_id(buffer, index, packet, parent)
-- Last Qty: 4 Byte Signed Fixed Width Integer
index, last_qty = dissect.last_qty(buffer, index, packet, parent)
-- Last Px: 8 Byte Unsigned Fixed Width Integer
index, last_px = dissect.last_px(buffer, index, packet, parent)
-- Match Type: 1 Byte Unsigned Fixed Width Integer Enum with 3 values
index, match_type = dissect.match_type(buffer, index, packet, parent)
-- Match Sub Type: 1 Byte Unsigned Fixed Width Integer Enum with 5 values
index, match_sub_type = dissect.match_sub_type(buffer, index, packet, parent)
-- Algorithmic Trade Indicator: 1 Byte Unsigned Fixed Width Integer Enum with 1 values
index, algorithmic_trade_indicator = dissect.algorithmic_trade_indicator(buffer, index, packet, parent)
-- Trade Condition: 1 Byte Unsigned Fixed Width Integer Enum with 3 values
index, trade_condition = dissect.trade_condition(buffer, index, packet, parent)
-- Pad 4: 4 Byte
index, pad_4 = dissect.pad_4(buffer, index, packet, parent)
return index
end
-- Dissect: Trade Report
dissect.trade_report = function(buffer, offset, packet, parent)
-- Optionally add struct element to protocol tree
if show.trade_report then
local length = size_of.trade_report(buffer, offset)
local range = buffer(offset, length)
local display = display.trade_report(buffer, packet, parent)
parent = parent:add(eurex_derivatives_eobi_t7_v6_0.fields.trade_report, range, display)
end
return dissect.trade_report_fields(buffer, offset, packet, parent)
end
-- Size: Offer Px
size_of.offer_px = 8
-- Display: Offer Px
display.offer_px = function(value)
local factor = 100000000
return "Offer Px: "..value:tonumber()/factor
end
-- Dissect: Offer Px
dissect.offer_px = function(buffer, offset, packet, parent)
local length = size_of.offer_px
local range = buffer(offset, length)
local value = range:le_uint64()
local display = display.offer_px(value, buffer, offset, packet, parent)
parent:add(eurex_derivatives_eobi_t7_v6_0.fields.offer_px, range, value, display)