epan/dissectors/packet-nasdaq-itch.c

   1 /* packet-nasdaq-itch.c
   2  * Routines for NASDAQ TotalView-ITCH version 2.00/3.00 (with Chi-X extension) Protocol dissection
   3  * Copyright 2007,2008 Didier Gautheron <dgautheron@magic.fr>
   4  *
   5  * $Id$
   6  *
   7  * Wireshark - Network traffic analyzer
   8  * By Gerald Combs <gerald@wireshark.org>
   9  * Copyright 1998 Gerald Combs
  10  *
  11  * This program is free software; you can redistribute it and/or
  12  * modify it under the terms of the GNU General Public License
  13  * as published by the Free Software Foundation; either version 2
  14  * of the License, or (at your option) any later version.
  15  *
  16  * This program is distributed in the hope that it will be useful,
  17  * but WITHOUT ANY WARRANTY; without even the implied warranty of
  18  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  19  * GNU General Public License for more details.
  20  *
  21  * You should have received a copy of the GNU General Public License
  22  * along with this program; if not, write to the Free Software
  23  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
  24  *
  25  * Documentation:
  26  * http://www.nasdaqtrader.com/Trader.aspx?id=DPSpecs
  27  * ex:
  28  * http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/tv-itch2a.pdf
  29  * http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/tvitch-v3.pdf
  30  *
  31  * Chi-X
  32  * http://www.chi-x.com/docs/Chi-X%20CHIXMD.pdf
  33
  34  */
  35
  36 #include "config.h"
  37
  38 #include <stdlib.h>
  39 #include <string.h>
  40
  41 #include <glib.h>
  42
  43 #include <epan/packet.h>
  44 #include <epan/prefs.h>
  45 #include <epan/wmem/wmem.h>
  46 #include <wsutil/type_util.h>
  47
  48 /* Chi-X version */
  49 static gboolean nasdaq_itch_chi_x = TRUE;
  50
  51 static const value_string message_types_val[] = {
  52  { 'A', "Add Order " },
  53  { 'X', "Order Cancel " },
  54  { 'M', "Milliseconds " },
  55  { 'E', "Order Executed " },
  56  { 'T', "Second " },
  57  { 'P', "Trade Message Identifier " },
  58  { 'C', "Order Executed With Price " },
  59  { 'D', "Order Delete " },
  60  { 'Q', "Cross Trade " },
  61  { 'S', "System Event " },
  62  { 'R' , "Stock Directory " },
  63  { 'H', "Stock Trading Action " },
  64  { 'F', "Add Order (MPID) " },
  65  { 'I', "Net Order Imbalance Indicator (NOII) " },
  66  { 'B', "Broken Trade " },
  67  /* Chi-X msg with big size,price */
  68  { 'a', "Add Order (big)" },
  69  { 'p', "Trade Message Identifier (big)" },
  70  { 'e', "Order Executed (big)" },
  71  { 'x', "Order Cancel (big)" },
  72  { 0, NULL }
  73 };
  74
  75 static char chix_msg[] = "apex";
  76
  77 static const value_string system_event_val[] = {
  78  { 'O', "Start of Messages" },
  79  { 'S', "Start of System hours" },
  80  { 'Q', "Start of Market hours" },
  81  { 'M', "End of Market hours" },
  82  { 'E', "End of System hours" },
  83  { 'C', "End of Messages" },
  84  { 0, NULL }
  85 };
  86
  87 static const value_string market_category_val[] = {
  88  { 'T', "CQS (NYSE, Amex or regional exchange)" },
  89  { 'Q', "NASDAQ Global Select MarketSM" },
  90  { 'G', "NASDAQ Global MarketSM" },
  91  { 'S', "NASDAQ Capital Market" },
  92  { ' ', "Not available" },
  93  { 0, NULL }
  94 };
  95
  96 static const value_string financial_status_val[] = {
  97  { 'D', "Deficient" },
  98  { 'E', "Delinquent" },
  99  { 'Q', "Bankrupt" },
 100  { 'S', "Suspended" },
 101  { 'G', "Deficient and Bankrupt" },
 102  { 'H', "Deficient and Delinquent" },
 103  { 'J', "Delinquent and Bankrupt" },
 104  { 'K', "Deficient, Delinquent and Bankrupt" },
 105  { ' ', "Company is in compliance" },
 106  { 0, NULL }
 107 };
 108
 109 static const value_string round_lots_only_val[] = {
 110  { 'Y', "only round lots are accepted in this stock" },
 111  { 'N', "odd/mixed lots are allowed" },
 112  { 0, NULL }
 113 };
 114
 115 /* Initialize the protocol and registered fields */
 116 static int proto_nasdaq_itch = -1;
 117
 118 /* Initialize the subtree pointers */
 119 static gint ett_nasdaq_itch = -1;
 120
 121 static int hf_nasdaq_itch_version = -1;
 122
 123 static int hf_nasdaq_itch_message_type = -1;
 124 static int hf_nasdaq_itch_market_category = -1;
 125 static int hf_nasdaq_itch_financial_status = -1;
 126 static int hf_nasdaq_itch_stock = -1;
 127 static int hf_nasdaq_itch_round_lot_size = -1;
 128 static int hf_nasdaq_itch_round_lots_only = -1;
 129
 130 static int hf_nasdaq_itch_system_event = -1;
 131 static int hf_nasdaq_itch_second = -1;
 132 static int hf_nasdaq_itch_millisecond = -1;
 133
 134 static int hf_nasdaq_itch_message = -1;
 135
 136 static int hf_nasdaq_itch_trading_state = -1;
 137 static int hf_nasdaq_itch_reserved = -1;
 138 static int hf_nasdaq_itch_reason = -1;
 139 static int hf_nasdaq_itch_order_reference = -1;
 140 static int hf_nasdaq_itch_buy_sell = -1;
 141 static int hf_nasdaq_itch_shares = -1;
 142 static int hf_nasdaq_itch_price = -1;
 143 static int hf_nasdaq_itch_attribution = -1;
 144 static int hf_nasdaq_itch_executed = -1;
 145 static int hf_nasdaq_itch_match = -1;
 146 static int hf_nasdaq_itch_printable = -1;
 147 static int hf_nasdaq_itch_execution_price = -1;
 148 static int hf_nasdaq_itch_canceled = -1;
 149 static int hf_nasdaq_itch_cross = -1;
 150
 151 /* ---------------------- */
 152 static int
 153 order_ref_number(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset)
 154 {
 155   const char *str_value = tvb_get_string(wmem_packet_scope(), tvb, offset, 9);
 156   guint32 value = (guint32)strtoul(str_value, NULL, 10);
 157
 158   proto_tree_add_uint(nasdaq_itch_tree, hf_nasdaq_itch_order_reference, tvb, offset, 9, value);
 159   col_append_fstr(pinfo->cinfo, COL_INFO, "%u ", value);
 160
 161   return offset+9;
 162 }
 163
 164 /* -------------------------- */
 165 static int
 166 time_stamp(tvbuff_t *tvb, proto_tree *nasdaq_itch_tree, int id, int offset, int size)
 167 {
 168
 169   if (nasdaq_itch_tree) {
 170       guint32 ms, val;
 171       const char *display = "";
 172       const char *str_value = tvb_get_string(wmem_packet_scope(), tvb, offset, size);
 173
 174       ms = val = (guint32)strtoul(str_value, NULL, 10);
 175       switch (size) {
 176       case 3:
 177           display = wmem_strdup_printf(wmem_packet_scope(), " %03u" , val);
 178           break;
 179       case 5:
 180           ms = val *1000;
 181       case 8: /* 0 86 400 000 */
 182           display = wmem_strdup_printf(wmem_packet_scope(), " %u (%02u:%02u:%02u.%03u)", val,
 183               ms/3600000, (ms % 3600000)/60000, (ms % 60000)/1000, ms %1000);
 184           break;
 185       }
 186       proto_tree_add_uint_format_value(nasdaq_itch_tree, id, tvb, offset, size, val, "%s", display);
 187   }
 188   return offset+size;
 189 }
 190
 191 /* -------------------------- */
 192 static int
 193 number_of_shares(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int id, int offset, int big)
 194 {
 195   gint size = (big)?10:6;
 196   const char *str_value = tvb_get_string(wmem_packet_scope(), tvb, offset, size);
 197
 198   guint32 value = (guint32)strtoul(str_value, NULL, 10);
 199
 200   proto_tree_add_uint(nasdaq_itch_tree, id, tvb, offset, size, value);
 201   col_append_fstr(pinfo->cinfo, COL_INFO, "qty %u ", value);
 202
 203   return offset +size;
 204 }
 205
 206 /* -------------------------- */
 207 static int
 208 price(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int id, int offset, int big)
 209 {
 210   gint size = (big)?19:10;
 211
 212   const char *str_value = tvb_get_string(wmem_packet_scope(), tvb, offset, size);
 213   gdouble value = guint64_to_gdouble(g_ascii_strtoull(str_value, NULL, 10))/((big)?1000000.0:10000.0);
 214
 215   proto_tree_add_double(nasdaq_itch_tree, id, tvb, offset, size, value);
 216   col_append_fstr(pinfo->cinfo, COL_INFO, "price %g ", value);
 217
 218   return offset+size;
 219 }
 220
 221 /* -------------------------- */
 222 static int
 223 stock(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset)
 224 {
 225   char *stock_p = tvb_get_string(wmem_packet_scope(), tvb, offset, 6);
 226
 227   proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_stock, tvb, offset, 6, ENC_ASCII|ENC_NA);
 228   col_append_fstr(pinfo->cinfo, COL_INFO, "<%s> ", stock_p);
 229
 230   return offset+6;
 231 }
 232
 233 /* -------------------------- */
 234 static int
 235 order(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset, int big)
 236 {
 237   guint8 value;
 238
 239   offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);
 240
 241   value = tvb_get_guint8(tvb, offset);
 242
 243   col_append_fstr(pinfo->cinfo, COL_INFO, "%c ", value);
 244   proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_buy_sell, tvb, offset, 1, ENC_ASCII|ENC_NA);
 245   offset += 1;
 246
 247   offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_shares, offset, big);
 248
 249   offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
 250
 251   offset = price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_price, offset, big);
 252   return offset;
 253 }
 254
 255 /* -------------------------- */
 256 static int
 257 executed(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset, int big)
 258 {
 259   offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);
 260
 261   offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_executed, offset, big);
 262
 263   proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII|ENC_NA);
 264   offset += 9;
 265   return offset;
 266 }
 267
 268 /* ---------------------------- */
 269 static void
 270 dissect_nasdaq_itch(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree)
 271 {
 272     proto_item *ti;
 273     proto_tree *nasdaq_itch_tree = NULL;
 274     guint8 nasdaq_itch_type;
 275     int  offset = 0;
 276     int version = 3;
 277     int big = 0;
 278     const gchar *rep;
 279
 280     col_set_str(pinfo->cinfo, COL_PROTOCOL, "Nasdaq-ITCH");
 281
 282     nasdaq_itch_type = tvb_get_guint8(tvb, offset);
 283     if (nasdaq_itch_type >= '0' && nasdaq_itch_type <= '9') {
 284         version = 2;
 285         nasdaq_itch_type = tvb_get_guint8(tvb, offset +8);
 286     }
 287
 288     if ((!nasdaq_itch_chi_x || version == 3) && strchr(chix_msg, nasdaq_itch_type)) {
 289         nasdaq_itch_type = 0; /* unknown */
 290     }
 291
 292     rep = val_to_str(nasdaq_itch_type, message_types_val, "Unknown packet type (0x%02x) ");
 293     col_add_str(pinfo->cinfo, COL_INFO, rep);
 294
 295     if (tree) {
 296         proto_item *item;
 297
 298         ti = proto_tree_add_protocol_format(tree, proto_nasdaq_itch, tvb, offset, -1, "Nasdaq TotalView-ITCH %s, %s",
 299                 version == 2?"2.0":"3.0", rep);
 300
 301         nasdaq_itch_tree = proto_item_add_subtree(ti, ett_nasdaq_itch);
 302
 303         item=proto_tree_add_uint(nasdaq_itch_tree, hf_nasdaq_itch_version, tvb, 0, 0, version);
 304         PROTO_ITEM_SET_GENERATED(item);
 305     }
 306
 307     if (version == 2) {
 308         offset = time_stamp (tvb, nasdaq_itch_tree, hf_nasdaq_itch_millisecond, offset, 8);
 309     }
 310
 311     proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_message_type, tvb, offset, 1, ENC_BIG_ENDIAN);
 312     offset++;
 313
 314     if (version == 3) {
 315       switch (nasdaq_itch_type) {
 316       case 'T': /* seconds */
 317           /*offset =*/ time_stamp (tvb, nasdaq_itch_tree, hf_nasdaq_itch_second, offset, 5);
 318           return;
 319
 320       case 'M': /* milliseconds */
 321           /*offset =*/ time_stamp (tvb, nasdaq_itch_tree, hf_nasdaq_itch_millisecond, offset, 3);
 322           return;
 323       }
 324     }
 325
 326     switch (nasdaq_itch_type) {
 327     case 'S': /* system event */
 328         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_system_event, tvb, offset, 1, ENC_BIG_ENDIAN);
 329         offset++;
 330         break;
 331
 332     case 'R': /* Stock Directory */
 333         offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
 334
 335         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_market_category, tvb, offset, 1, ENC_BIG_ENDIAN);
 336         offset += 1;
 337         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_financial_status, tvb, offset, 1, ENC_BIG_ENDIAN);
 338         offset += 1;
 339         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_round_lot_size, tvb, offset, 6, ENC_ASCII|ENC_NA);
 340         offset += 6;
 341         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_round_lots_only, tvb, offset, 1, ENC_BIG_ENDIAN);
 342         /*offset += 1;*/
 343         break;
 344
 345     case 'H': /* Stock trading action */
 346         offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
 347
 348         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_trading_state, tvb, offset, 1, ENC_ASCII|ENC_NA);
 349         offset += 1;
 350         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_reserved, tvb, offset, 1, ENC_ASCII|ENC_NA);
 351         offset += 1;
 352         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_reason, tvb, offset, 4, ENC_ASCII|ENC_NA);
 353         /*offset += 4;*/
 354         break;
 355
 356     case 'a' :
 357         big = 1;
 358     case 'A': /* Add order, no MPID */
 359         offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);
 360         if (version == 2) {
 361             proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_printable, tvb, offset, 1, ENC_ASCII|ENC_NA);
 362             /*offset += 1;*/
 363         }
 364         break;
 365
 366     case 'F': /* Add order, MPID */
 367         offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);
 368         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_attribution, tvb, offset, 4, ENC_ASCII|ENC_NA);
 369         /*offset += 4;*/
 370         break;
 371
 372     case 'e' :
 373         big = 1;
 374     case 'E' : /* Order executed */
 375         /*offset =*/ executed(tvb, pinfo, nasdaq_itch_tree, offset, big);
 376         break;
 377
 378     case 'C' : /* Order executed with price */
 379         offset = executed(tvb, pinfo, nasdaq_itch_tree, offset, big);
 380         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_printable, tvb, offset, 1, ENC_ASCII|ENC_NA);
 381         offset += 1;
 382
 383         /*offset = */price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_execution_price, offset, big);
 384         break;
 385
 386     case 'x' :
 387         big = 1;
 388     case 'X' : /* Order cancel */
 389         offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);
 390         /*offset = */number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_canceled, offset, big);
 391         break;
 392
 393     case 'D' : /* Order delete */
 394         /*offset = */order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);
 395         /*offset += 9;*/
 396         break;
 397
 398     case 'p' :
 399         big = 1;
 400     case 'P' : /* Trade identifier */
 401         offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);
 402         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII|ENC_NA);
 403         /*offset += 9;*/
 404         break;
 405
 406     case 'Q' : /* Cross Trade */
 407         offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_shares, offset, big);
 408
 409         offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
 410
 411         offset = price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_price, offset, big);
 412
 413         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII|ENC_NA);
 414         offset += 9;
 415         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_cross, tvb, offset, 1, ENC_ASCII|ENC_NA);
 416         /*offset += 1;*/
 417         break;
 418
 419     case 'B' : /* Broken Trade */
 420         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII|ENC_NA);
 421         /*offset += 9;*/
 422         break;
 423
 424     case 'I': /* NOII, FIXME */
 425         offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);
 426
 427         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_cross, tvb, offset, 1, ENC_ASCII|ENC_NA);
 428         /*offset += 1;*/
 429         break;
 430
 431     default:
 432         /* unknown */
 433         proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_message, tvb, offset, -1, ENC_ASCII|ENC_NA);
 434         /*offset += 5-1;*/
 435         break;
 436     }
 437 }
 438
 439 /* Register the protocol with Wireshark */
 440
 441 void
 442 proto_register_nasdaq_itch(void)
 443 {
 444
 445 /* Setup list of header fields  See Section 1.6.1 for details*/
 446     static hf_register_info hf[] = {
 447     { &hf_nasdaq_itch_version,
 448       { "Version",         "nasdaq-itch.version",
 449         FT_UINT8, BASE_DEC, NULL, 0x0,
 450         NULL, HFILL }},
 451
 452     { &hf_nasdaq_itch_message_type,
 453       { "Message Type",         "nasdaq-itch.message_type",
 454         FT_UINT8, BASE_DEC, VALS(message_types_val), 0x0,
 455         NULL, HFILL }},
 456
 457     { &hf_nasdaq_itch_second,
 458       { "Second",         "nasdaq-itch.second",
 459         FT_UINT32, BASE_DEC, NULL, 0x0,
 460         NULL, HFILL }},
 461
 462     { &hf_nasdaq_itch_millisecond,
 463       { "Millisecond",         "nasdaq-itch.millisecond",
 464         FT_UINT32, BASE_DEC,  NULL, 0x0,
 465         NULL, HFILL }},
 466
 467     { &hf_nasdaq_itch_system_event,
 468       { "System Event",         "nasdaq-itch.system_event",
 469         FT_UINT8, BASE_DEC, VALS(system_event_val), 0x0,
 470         NULL, HFILL }},
 471
 472     { &hf_nasdaq_itch_market_category,
 473       { "Market Category",         "nasdaq-itch.market_category",
 474         FT_UINT8, BASE_DEC, VALS(market_category_val), 0x0,
 475         NULL, HFILL }},
 476
 477     { &hf_nasdaq_itch_financial_status,
 478       { "Financial Status Indicator",         "nasdaq-itch.financial_status",
 479         FT_UINT8, BASE_DEC, VALS(financial_status_val), 0x0,
 480         NULL, HFILL }},
 481
 482     { &hf_nasdaq_itch_stock,
 483       { "Stock",         "nasdaq-itch.stock",
 484         FT_STRING, BASE_NONE, NULL, 0x0,
 485         NULL, HFILL }},
 486
 487     { &hf_nasdaq_itch_round_lot_size,
 488       { "Round Lot Size",         "nasdaq-itch.round_lot_size",
 489         FT_STRING, BASE_NONE, NULL, 0x0,
 490         NULL, HFILL }},
 491
 492     { &hf_nasdaq_itch_round_lots_only,
 493       { "Round Lots Only",         "nasdaq-itch.round_lots_only",
 494         FT_UINT8, BASE_DEC, VALS(round_lots_only_val), 0x0,
 495         NULL, HFILL }},
 496
 497     { &hf_nasdaq_itch_trading_state,
 498       { "Trading State",         "nasdaq-itch.trading_state",
 499         FT_STRING, BASE_NONE, NULL, 0x0,
 500         NULL, HFILL }},
 501
 502     { &hf_nasdaq_itch_reserved,
 503       { "Reserved",         "nasdaq-itch.reserved",
 504         FT_STRING, BASE_NONE, NULL, 0x0,
 505         NULL, HFILL }},
 506
 507     { &hf_nasdaq_itch_reason,
 508       { "Reason",         "nasdaq-itch.reason",
 509         FT_STRING, BASE_NONE, NULL, 0x0,
 510         NULL, HFILL }},
 511
 512     { &hf_nasdaq_itch_order_reference,
 513       { "Order Reference",         "nasdaq-itch.order_reference",
 514         FT_UINT32, BASE_DEC, NULL, 0x0,
 515         "Order reference number", HFILL }},
 516
 517     { &hf_nasdaq_itch_buy_sell,
 518       { "Buy/Sell",         "nasdaq-itch.buy_sell",
 519         FT_STRING, BASE_NONE, NULL, 0x0,
 520         "Buy/Sell indicator", HFILL }},
 521
 522     { &hf_nasdaq_itch_shares,
 523       { "Shares",         "nasdaq-itch.shares",
 524         FT_UINT32, BASE_DEC,  NULL, 0x0,
 525         "Number of shares", HFILL }},
 526
 527     { &hf_nasdaq_itch_price,
 528       { "Price",         "nasdaq-itch.price",
 529         FT_DOUBLE, BASE_NONE, NULL, 0x0,
 530         NULL, HFILL }},
 531
 532     { &hf_nasdaq_itch_attribution,
 533       { "Attribution",         "nasdaq-itch.attribution",
 534         FT_STRING, BASE_NONE, NULL, 0x0,
 535         "Market participant identifier", HFILL }},
 536
 537     { &hf_nasdaq_itch_executed,
 538       { "Executed Shares",         "nasdaq-itch.executed",
 539         FT_UINT32, BASE_DEC,  NULL, 0x0,
 540         "Number of shares executed", HFILL }},
 541
 542     { &hf_nasdaq_itch_match,
 543       { "Matched",         "nasdaq-itch.match",
 544         FT_STRING, BASE_NONE, NULL, 0x0,
 545         "Match number", HFILL }},
 546
 547     { &hf_nasdaq_itch_printable,
 548       { "Printable",         "nasdaq-itch.printable",
 549         FT_STRING, BASE_NONE, NULL, 0x0,
 550         NULL, HFILL }},
 551
 552     { &hf_nasdaq_itch_execution_price,
 553       { "Execution Price",         "nasdaq-itch.execution_price",
 554         FT_DOUBLE, BASE_NONE, NULL, 0x0,
 555         NULL, HFILL }},
 556
 557     { &hf_nasdaq_itch_canceled,
 558       { "Canceled Shares",         "nasdaq-itch.canceled",
 559         FT_UINT32, BASE_DEC,  NULL, 0x0,
 560         "Number of shares to be removed", HFILL }},
 561
 562     { &hf_nasdaq_itch_cross,
 563       { "Cross Type",         "nasdaq-itch.cross",
 564         FT_STRING, BASE_NONE, NULL, 0x0,
 565         "Cross trade type", HFILL }},
 566
 567     { &hf_nasdaq_itch_message,
 568       { "Message",         "nasdaq-itch.message",
 569         FT_STRING, BASE_NONE, NULL, 0x0,
 570         NULL, HFILL }}
 571     };
 572
 573 /* Setup protocol subtree array */
 574     static gint *ett[] = {
 575         &ett_nasdaq_itch
 576     };
 577
 578     module_t *nasdaq_itch_module;
 579
 580     /* Register the protocol name and description */
 581     proto_nasdaq_itch = proto_register_protocol("Nasdaq TotalView-ITCH", "NASDAQ-ITCH", "nasdaq_itch");
 582
 583     /* Required function calls to register the header fields and subtrees used */
 584     proto_register_field_array(proto_nasdaq_itch, hf, array_length(hf));
 585     proto_register_subtree_array(ett, array_length(ett));
 586
 587     nasdaq_itch_module = prefs_register_protocol(proto_nasdaq_itch, NULL);
 588     prefs_register_bool_preference(nasdaq_itch_module, "chi_x", "Decode Chi X extensions",
 589         "Whether the Nasdaq ITCH dissector should decode Chi X extensions.",
 590         &nasdaq_itch_chi_x);
 591
 592     register_dissector("nasdaq-itch", dissect_nasdaq_itch, proto_nasdaq_itch);
 593 }
 594
 595
 596 /* If this dissector uses sub-dissector registration add a registration routine.
 597    This format is required because a script is used to find these routines and
 598    create the code that calls these routines.
 599 */
 600 void
 601 proto_reg_handoff_nasdaq_itch(void)
 602 {
 603 }
 604