Omi Lua Wireshark Dissectors
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 |
|---|---|---|---|---|---|---|
| Cboe | Equities Bzx | OrderEntry | Boe | 2.3 | 3/11/2019 | Beta |
| Cboe | Equities Edgx | OrderEntry | Boe | 2.3 | 3/11/2019 | Beta |
| Cboe | Futures | OrderEntry | Boe | 1.3 | 4/21/2020 | Beta |
| Cboe | Futures | DepthOfBook | Pitch | 1.1.6 | 4/8/2019 | Verified |
| Cboe | Options | ComplexDepthOfBook | Pitch | 2.1.18 | 1/31/2020 | Untested |
| Cboe | Options | DepthOfBook | Pitch | 2.39.4 | 8/21/2018 | Verified |
| Cboe | Options Bzx | OrderEntry | Boe | 2.10 | 12/3/2019 | Beta |
| Cboe | Options C1 | OrderEntry | Boe | 2.10 | 12/3/2019 | Beta |
| Cboe | Options C1 | AuctionFeed | Pitch | 1.1.1 | 12/6/2018 | Verified |
| Cboe | Options Edgx | OrderEntry | Boe | 2.10 | 12/3/2019 | Beta |
| Cboe | Options Edgx | AuctionFeed | Pitch | 1.1.1 | 12/6/2018 | Verified |
| Cme | Futures | iLink3 | Sbe | 8.5 | 2/27/2020 | Untested |
| Cme | Futures | Mdp3 | Sbe | 1.11 | 3/3/2020 | Untested |
| Cme | Futures | Streamline | Sbe | 9.5 | 4/4/2018 | Untested |
| Eurex | Cash | Eti | T7 | 9.0 | 8/10/2020 | Untested |
| Eurex | Cash | Eti | T7 | 8.1 | 3/25/2020 | Untested |
| Eurex | Derivatives | Eobi | T7 | 9.0 | 7/24/2020 | Untested |
| Eurex | Derivatives | Eobi | T7 | 8.1 | 3/23/2020 | Untested |
| Eurex | Derivatives | Eti | T7 | 9.0 | 8/10/2020 | Untested |
| Eurex | Derivatives | Eti | T7 | 8.1 | 3/25/2020 | Untested |
| Finra | Orf | Tdds | Dfi | 2.0 | 9/24/2018 | Verified |
| Finra | Otc | Bbds | Dfi | 2018.1A | 5/14/2018 | Untested |
| Ice | Futures | Mdf | iMpact | 1.1.34 | 9/4/2018 | Verified |
| Memx | Equities | Memo | Sbe | 1.2 | 9/23/2020 | Untested |
| Memx | Equities | Memo | Sbe | 1.1 | 7/27/2020 | Untested |
| Memx | Equities | MemoirDepthFeed | Sbe | 1.1 | 7/27/2020 | Untested |
| Memx | Equities | MemoirLastSale | Sbe | 1.1 | 7/27/2020 | Untested |
| Memx | Equities | MemoirTopOfBook | Sbe | 1.1 | 7/27/2020 | Untested |
| Miax | Options | cTom | Mach | 1.3 | 3/16/2018 | Untested |
| Miax | Options | Tom | Mach | 2.3 | 6/10/2019 | Untested |
| Miax | Options | Tom | Mach | 2.2 | 3/16/2018 | Untested |
| Miax | Pearl | Tom | 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 | 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 | Equities Amex | IntegratedFeed | Xdp | 2.1.g | 1/29/2018 | Verified |
| Nyse | Equities Arca | Bbo | Xdp | 2.4.c | 7/13/2016 | 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, Cboe, Cme, Eurex, Finra, Ice, 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 |
|---|---|
| 114 | 1,019,925 |
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.