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Dissect ITCH feed delivered over SoupBinTCP

Open chutzimir opened this issue 11 months ago • 2 comments

Please consider adding support for ITCH feed delivered over SoupBinTCP. The current dissector only supports feeds delivered over MoldUDP64, for the JNX dissectors at least.

The ITCH feed is also supported over SoupBinTCP.

Furthermore, the GLIMPSE protocol is essentially a point-in-time snapshot of the market delivered over ITCH, but only delivered over SoupBinTCP. Supporting ITCH-over-SoupBinTCP would automatically add support for GLIMPSE.

The OUCH protocol dissector already understands the SoupBinTCP packet structure, so the work is already done somewhere. Merging these together, may not be so trivial.

chutzimir avatar Jul 16 '23 16:07 chutzimir

Now that we have a pcap, Tcp Itch is simple. Our binary models was designed to handle Glimpse, however it might take a week or more to work out the details. We have a few other things on the list, but now that we have a pcap we can circle back and get that operational.

Open-Markets-Initiative avatar Jul 17 '23 03:07 Open-Markets-Initiative

We are going to do this in parallel with another source generation project.

Open-Markets-Initiative avatar Sep 04 '23 15:09 Open-Markets-Initiative