Omi DFDL Definitions

Omi Data Format Description Language (DFDL) definitions provide declarative, cross language parsing of common binary exchange protocols.

These definitions are built and tested with the DFDL reference implementation: Apache Daffodil

Usage

Each .dfdl.xsd file is a complete declarative description of one protocol version, expressed as a DFDL annotated XML schema. Compile a schema into a saved parser with the Apache Daffodil reference processor:

daffodil save-parser -s Iex/IexEquities_Tops_v1_6_6.dfdl.xsd -r packet tops.parser

A saved parser turns wire bytes into XML, JSON, or an infoset for any Daffodil host language, including Java, Scala, and C.

For processor information: Apache Daffodil

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 definition 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
957	4,991,676

Testing

Please report any parsing errors as an issue. 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.

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.

Other generated code can be found at Omi Projects; for Omi rules and regulations, see Omi Directory.

Organizations

24X · A2X · Aquis · Asx · B3 · Bist · Biva · BlueOceanAts · Box · BruceAts · Bse · Cboe · CixAts · Cme · Coinbase · Eurex · Euronext · Ice · Iex · Imperative · Jnx · Jpx · Memx · Miax · Nasdaq · Nse · NsxAustralia · Nyse · Odx · OtcMarkets · Sgx · Siac · SmallX · Tmx · Txse

Exchanges

24XEquities · A2XEquities · AmexEquities · AmexOptions · AquisEquities · ArcaEquities · ArcaOptions · AsxDerivatives · AsxSecurities · B3Derivatives · BivaEquities · BorsaIstanbul · BoxOptions · BseIndia · BxeEquities · ByxEquities · BzxEquities · BzxOptions · C1Options · C2Options · CboeEquities · CboeEurope · CfeFutures · CoinbaseDerivatives · CxaEquities · CxeEquities · Deribit · DxeDerivatives · EdgaEquities · EdgxEquities · EdgxOptions · EmeraldOptions · FseEquities · GemxOptions · IceFutures · IexEquities · IexOptions · IseOptions · JnxBonds · JnxEquities · MatchNow · MemxEquities · MemxOptions · MiaxOptions · MrxOptions · Mx · NationalEquities · NeoEquities · NfxFutures · NomOptions · NordicEquities · NseCd · NseCm · NseCom · NseEquities · NseFo · NsmEquities · NtxEquities · NtxOptions · NyseEquities · NyseOptions · OdxEquities · OdxSecurityToken · OnyxFutures · OseDerivatives · PearlEquities · PearlOptions · PhlxOptions · PsxEquities · SapphireOptions · SmallFutures · SseEquities · TexasEquities · TseEquities · Tsx · TsxAlpha · TxseEquities · BlueEquities · BruceEquities · IntelligentCross · LinkAts · LinkNqb · MoonAts · Overnight

Platforms

CixAts CixAspen · Cme Globex · NsxAustralia Nets · Euronext Optiq · Eurex T7 · Sgx TitanDt

Consolidators

Cqs · Cts · NordicMarkets · NyseConsolidated · Opra · TitaniumConsolidated · Uqdf · Utdf · Utp

Related Definitions

The Open Markets Initiative provides protocol definitions in several formats:

• Kaitai Struct Definitions — cross language binary parsers with the kaitai struct compiler
• P4 Definitions — P4 programs for software and hardware data planes
• Spicy Definitions — declarative Spicy grammars for the spicy toolchain and the zeek network security monitor
• Lean Definitions — Lean 4 definitions with machine checked encode and decode proofs
• TLA+ Definitions — TLA+ modules whose encode and decode are model checked with TLC
• FIX Dictionaries — QuickFIX format xml data dictionaries, one per FIX version
• Xml Specifications — the exchange protocol specification xmls, matching the original files

Disclaimer

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

Enjoy.