/* -------------------------- */
static int
executed(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset, int big)
{
offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);
offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_executed, offset, big);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII|ENC_NA);
offset += 9;
return offset;
}
/* -------------------------- */
static int
order(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset, int big)
{
guint8 value;
offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);
value = tvb_get_guint8(tvb, offset);
col_append_fstr(pinfo->cinfo, COL_INFO, "%c ", value);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_buy_sell, tvb, offset, 1, ENC_ASCII|ENC_NA);
offset += 1;
offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_shares, offset, big);
offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
offset = price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_price, offset, big);
return offset;
}
/* ---------------------------- */
static void
dissect_nasdaq_itch(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree)
{
proto_item *ti;
proto_tree *nasdaq_itch_tree = NULL;
guint8 nasdaq_itch_type;
int offset = 0;
gint col_info;
int version = 3;
int big = 0;
col_info = PINFO_COL(pinfo);
col_set_str(pinfo->cinfo, COL_PROTOCOL, "Nasdaq-ITCH");
nasdaq_itch_type = tvb_get_guint8(tvb, offset);
if (nasdaq_itch_type >= '0' && nasdaq_itch_type <= '9') {
version = 2;
nasdaq_itch_type = tvb_get_guint8(tvb, offset +8);
}
if ((!nasdaq_itch_chi_x || version == 3) && strchr(chix_msg, nasdaq_itch_type)) {
nasdaq_itch_type = 0; /* unknown */
}
if (col_info || tree) {
const gchar *rep = val_to_str(nasdaq_itch_type, message_types_val, "Unknown packet type (0x%02x) ");
if (col_info ) {
col_clear(pinfo->cinfo, COL_INFO);
col_add_str(pinfo->cinfo, COL_INFO, rep);
}
if (tree) {
proto_item *item;
ti = proto_tree_add_protocol_format(tree, proto_nasdaq_itch, tvb, offset, -1, "Nasdaq TotalView-ITCH %s, %s",
version == 2?"2.0":"3.0", rep);
nasdaq_itch_tree = proto_item_add_subtree(ti, ett_nasdaq_itch);
item=proto_tree_add_uint(nasdaq_itch_tree, hf_nasdaq_itch_version, tvb, 0, 0, version);
PROTO_ITEM_SET_GENERATED(item);
}
}
if (version == 2) {
offset = time_stamp (tvb, nasdaq_itch_tree, hf_nasdaq_itch_millisecond, offset, 8);
}
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_message_type, tvb, offset, 1, ENC_BIG_ENDIAN);
offset++;
if (version == 3) {
switch (nasdaq_itch_type) {
case 'T': /* seconds */
offset = time_stamp (tvb, nasdaq_itch_tree, hf_nasdaq_itch_second, offset, 5);
return;
case 'M': /* milliseconds */
offset = time_stamp (tvb, nasdaq_itch_tree, hf_nasdaq_itch_millisecond, offset, 3);
return;
}
}
switch (nasdaq_itch_type) {
case 'S': /* system event */
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_system_event, tvb, offset, 1, ENC_BIG_ENDIAN);
offset++;
break;
case 'R': /* Stock Directory */
offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_market_category, tvb, offset, 1, ENC_BIG_ENDIAN);
offset += 1;
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_financial_status, tvb, offset, 1, ENC_BIG_ENDIAN);
offset += 1;
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_round_lot_size, tvb, offset, 6, ENC_ASCII|ENC_NA);
offset += 6;
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_round_lots_only, tvb, offset, 1, ENC_BIG_ENDIAN);
offset += 1;
break;
case 'H': /* Stock trading action */
offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_trading_state, tvb, offset, 1, ENC_ASCII|ENC_NA);
offset += 1;
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_reserved, tvb, offset, 1, ENC_ASCII|ENC_NA);
offset += 1;
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_reason, tvb, offset, 4, ENC_ASCII|ENC_NA);
offset += 4;
break;
case 'a' :
big = 1;
case 'A': /* Add order, no MPID */
offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);
if (version == 2) {
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_printable, tvb, offset, 1, ENC_ASCII|ENC_NA);
offset += 1;
}
break;
case 'F': /* Add order, MPID */
offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_attribution, tvb, offset, 4, ENC_ASCII|ENC_NA);
offset += 4;
break;
case 'e' :
big = 1;
case 'E' : /* Order executed */
offset = executed(tvb, pinfo, nasdaq_itch_tree, offset, big);
break;
case 'C' : /* Order executed with price */
offset = executed(tvb, pinfo, nasdaq_itch_tree, offset, big);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_printable, tvb, offset, 1, ENC_ASCII|ENC_NA);
offset += 1;
offset = price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_execution_price, offset, big);
break;
case 'x' :
big = 1;
case 'X' : /* Order cancel */
offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);
offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_canceled, offset, big);
break;
case 'D' : /* Order delete */
offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);
offset += 9;
break;
case 'p' :
big = 1;
case 'P' : /* Trade identifier */
offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII|ENC_NA);
offset += 9;
break;
case 'Q' : /* Cross Trade */
offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_shares, offset, big);
offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
offset = price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_price, offset, big);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII|ENC_NA);
offset += 9;
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_cross, tvb, offset, 1, ENC_ASCII|ENC_NA);
offset += 1;
break;
case 'B' : /* Broken Trade */
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII|ENC_NA);
offset += 9;
break;
case 'I': /* NOII, FIXME */
offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_cross, tvb, offset, 1, ENC_ASCII|ENC_NA);
offset += 1;
break;
default:
/* unknown */
proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_message, tvb, offset, -1, ENC_ASCII|ENC_NA);
offset += 5-1;
break;
}
}
