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Omi Lua Wireshark Dissectors

Open-Markets-Initiative

Omi Lua Wireshark dissector scripts provide easily customized cross platform dissection solutions for viewing common binary exchange protocols.

For more information on lua dissectors: How Lua fits into Wireshark

Usage

To dissect packets, place lua script(s) in the wireshark plugins directory.

The standard user path on a windows install (please create the plugins directory):

%APPDATA%\Wireshark\plugins\

On a linux install use:

//usr/share/wireshark/plugins

For configuration information: Wireshark Plugin Configuration

Note: Some packets contain enough information to programmatically determine the correct protocol specification and/or version at runtime. Many do not. If you add multiple dissectors to your plugins folder, wireshark will dissect each "conversation" based on the first matching protocol. In these cases, please manually select protocol dissector using Analyze | Decode As….

For decoding information: Wireshark Protocol Decoding

Active Protocols

Organization Division Data Protocol Version Date Testing
Asx Securities Ntp Itch 1.05 12/1/2017 Verified
Box Options Sola Unicast Hsvf 4.5.1 3/15/2021 Beta
Cboe Bzx Equities OrderEntry Boe 2.3 3/11/2019 Incomplete
Cboe Bzx Options OrderEntry Boe 2.10 12/3/2019 Incomplete
Cboe C1 Options OrderEntry Boe 2.10 12/3/2019 Incomplete
Cboe C1 Options AuctionFeed Pitch 1.1.1 12/6/2018 Verified
Cboe Edgx Equities OrderEntry Boe 2.3 3/11/2019 Incomplete
Cboe Edgx Options OrderEntry Boe 2.10 12/3/2019 Incomplete
Cboe Edgx Options AuctionFeed Pitch 1.1.1 12/6/2018 Verified
Cboe Futures OrderEntry Boe3 1.0 5/21/2021 Verified
Cboe Futures DepthOfBook Pitch 1.1.12 1/12/2021 Verified
Cboe Options ComplexDepthOfBook Pitch 2.1.18 1/31/2020 Untested
Cboe Options DepthOfBook Pitch 2.39.4 8/21/2018 Verified
Cme Futures Derived Sbe 12.0 1/4/2020 Untested
Cme Futures iLink3 Sbe 8.7 1/6/2021 Untested
Cme Futures iLink3 Sbe 8.5 2/27/2020 Untested
Cme Futures Mdp3 Sbe 1.11 3/3/2020 Untested
Cme Futures Settlements Sbe 7.0 12/3/2018 Untested
Cme Futures Streamlined Sbe 5.9 4/4/2018 Untested
Eurex Cash Eti T7 9.1 4/6/2021 Untested
Eurex Cash Eti T7 9.0 8/10/2020 Untested
Eurex Derivatives Eobi T7 9.1 4/8/2021 Untested
Eurex Derivatives Eobi T7 9.0 7/24/2020 Untested
Eurex Derivatives Eti T7 9.1 4/6/2021 Untested
Eurex Derivatives Eti T7 9.0 8/10/2020 Untested
Euronext Optiq MarketDataGateway Sbe 4.3.0 9/25/2020 Beta
Euronext Optiq OrderEntryGateway Sbe 4.2.2 9/25/2020 Beta
Finra Orf Tdds Dfi 2.0 9/24/2018 Verified
Finra Otc Bbds Dfi 2018.1A 5/14/2018 Untested
Ice Futures Mdf iMpact 1.1.43 11/18/2020 Untested
Iex Equities Deep IexTp 1.0 2/27/2018 Verified
Iex Equities Tops IexTp 1.6 2/27/2018 Verified
Lse Millennium Level2 Mitch 11.9 8/28/2018 Beta
Memx Equities Memo Sbe 1.6 7/12/2021 Beta
Memx Equities Memo Sbe 1.1 7/27/2020 Beta
Memx Equities MemoirDepthFeed Sbe 1.3 4/5/2021 Beta
Memx Equities MemoirLastSale Sbe 1.3 4/5/2021 Beta
Memx Equities MemoirTopOfBook Sbe 1.3 4/5/2021 Beta
Miax Options ComplexTopOfMarket Mach 1.3 3/16/2018 Untested
Miax Options TopOfMarket Mach 2.3 6/10/2019 Untested
Miax Options TopOfMarket Mach 2.2 3/16/2018 Untested
Miax Pearl Equities DepthOfMarket Mach 1.3.a 11/5/2020 Untested
Miax Pearl Equities TopOfMarket Mach 1.1.a 11/5/2020 Untested
Miax Pearl Options TopOfMarket Mach 1.0 2/27/2017 Untested
Nasdaq Equities Orders Ouch 4.2 7/8/2019 Untested
Nasdaq Bx Equities TotalView Itch 5.0 5/23/2018 Untested
Nasdaq Bx Equities Orders Ouch 4.2 7/8/2019 Untested
Nasdaq Bx Options DepthOfMarket Itch 1.3 11/2/2017 Untested
Nasdaq Bx Options TopOfMarket Itch 1.2 11/2/2017 Untested
Nasdaq Equities Aggregated Itch 2.0 9/12/2017 Untested
Nasdaq Equities Level2 Itch 2.0 5/3/2018 Untested
Nasdaq Equities Noi Itch 3.0 9/12/2017 Untested
Nasdaq Equities TotalView Itch 5.0 9/12/2017 Untested
Nasdaq Ise OrderComboFeed Itch 1.1 6/13/2017 Verified
Nasdaq Ise OrderFeed Itch 1.1 8/23/2017 Untested
Nasdaq Ise TopComboQuoteFeed Itch 1.0 8/23/2017 Verified
Nasdaq Nom Bono Itch 3.2 11/2/2017 Untested
Nasdaq Nom Itto Itch 4.0 2/8/2018 Untested
Nasdaq Phlx MarketDepth Itch 1.6 3/8/2018 Untested
Nasdaq Phlx Orders Itch 1.9 8/10/2015 Untested
Nasdaq Phlx Topo Itch 3.3 11/2/2017 Untested
Nasdaq Psx Bbo Itch 2.1 5/3/2018 Untested
Nasdaq Psx LastSale Itch 2.1 5/3/2018 Untested
Nasdaq Psx TotalView Itch 5.0 5/3/2018 Untested
Nasdaq Psx Orders Ouch 4.2 7/8/2019 Untested
Nasdaq Uqdf Output Utp 1.5 5/1/2020 Verified
Nasdaq Utdf Output Utp 1.5 5/1/2020 Untested
Nyse Equities OpenBook Ultra 2.1.b 3/9/2018 Verified
Nyse Amex Equities OpenBook Ultra 2.1.b 3/9/2018 Verified
Nyse Amex Equities IntegratedFeed Xdp 2.1.g 1/29/2018 Verified
Nyse Arca Equities Bbo Xdp 2.4.c 7/13/2016 Verified
Nyse Equities Bbo Xdp 2.4.g 1/29/2018 Verified
Nyse Equities Bqt Xdp 2.1.a 4/4/2018 Untested
Nyse Equities Bqt Xdp 1.7.a 7/24/2017 Verified
Nyse Equities ImbalancesFeed Xdp 2.2.a 3/8/2019 Verified
Nyse Equities IntegratedFeed Xdp 2.1.g 1/29/2018 Verified
Nyse Options ComplexFeed Xdp 1.3.a 2/28/2018 Verified
Nyse Options DeepFeed Xdp 1.3.a 2/28/2018 Untested
Nyse Options TopFeed Xdp 1.3.a 2/28/2018 Untested
Otc Markets Headers Ats 1.0 12/11/2019 Verified
Otc Markets Multicast Ats 4.3 12/11/2019 Verified
Siac Cqs Output Cta 1.91 1/2/2020 Verified
Siac Cts Output Cta 1.91 1/2/2020 Beta
Siac Opra Recipient Obi 4.0 1/17/2020 Untested

Obsolete and header dissectors are in dissector directories: Asx, Box, Cboe, Cme, Eurex, Euronext, Finra, Ice, Iex, Lse, Miax, Memx, Nasdaq, Nyse, Otc, Siac

Development

Updates are greatly appreciated; however, this entire repository is source generated...including the words you are reading right now. If you wish to suggest script updates, the recommended process is to create an issue with changes and explanation. Time permitting, we will update the models and regenerate.

Protocol Count Generated Lines
141 1,217,163

Note: Our dissector model is still under rapid development.

Testing

Please report any dissection errors as issues. Include a small note on the protocol and version, and a minimal capture demonstrating the problem. Also consider including a link or pdf specification documenting the correct behavior.

Production packet captures are required for protocol verification. If your organization has the rights to packet captures, and you wish to make the world a better place, please post captures to this project.

List of data requests: Untested Protocols

Open Markets Initiative

The Open Markets Initiative (Omi) is a group of technologists dedicated to enhancing the stability of electronic financial markets using modern development methods.

For a list of Omi Hft projects: Omi Projects

For details of Omi rules and regulations: Omi Directory

Disclaimer

Any similarities between existing people, places and/or protocols is purely incidental.

Enjoy.

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