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Open-Markets-Initiative / wireshark-lua

Source generated cross platform Wireshark dissectors
GNU General Public License v3.0
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Support for Cboe MarketData Pitch v2.41.29 and Complex MarketData Pitch v2.1.37 #38

Closed baumgold closed 1 year ago

baumgold commented 2 years ago

The current version of the Cboe MarketData dissector is based on the Cboe PITCH spec v2.39.4 from August 2018. Since then Cboe has upgraded to v2.41.29. The current dissector is not compatible with the new protocols:

https://cdn.cboe.com/resources/membership/US_EQUITIES_OPTIONS_MULTICAST_PITCH_SPECIFICATION.pdf https://cdn.cboe.com/resources/membership/US_OPTIONS_COMPLEX_MULTICAST_PITCH_SPECIFICATION.pdf

Could you please generate a Wireshark dissector script for Cboe Equity/Options MarketData v2.41.29 and Cboe Options Complex MarketData v2.1.37? This is applicable to Options and Equity exchanges (Bzx-Equities, Edgx-Equities, Bzx-Options, Edgx-Options, C1-Options). Thanks!

Open-Markets-Initiative commented 2 years ago

Thanks for posting, usually we can respond quickly but several of us are on vacation through mid-august. we will post these requests shortly after that.

Open-Markets-Initiative commented 2 years ago

Complex options updates included in: https://github.com/Open-Markets-Initiative/wireshark-lua/commit/db87d4b5459bc82ed509b4458e777ed82b276f20

(note older dissector has not changed much and should work)

Open-Markets-Initiative commented 1 year ago

Market depth added for equities and options over last few commits. If you have any pcaps for testing, please let us know.