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MySQL Proxy and microseconds
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By default the included Lua within MySQL proxy (0.8.3) does not include socket, necessary for getting microsecond granularity. To setup you have to install Lua and socket on the OS first:

For CentO5

$ sudo yum install lua lua-socket

For Ubuntu

$ sudo apt-get install lua5.1 liblua5.1-socket2

The following enables use within MySQL Proxy.

cp /usr/share/lua/5.1/socket.lua /path/to/mysqlproxy/lib/mysql-proxy/lua
cp -r /usr/lib64/lua/5.1/socket /path/to/mysqlproxy/lib/mysql-proxy/lua
cp -r /usr/lib64/lua/5.1/mime /path/to/mysqlproxy/lib/mysql-proxy/lua

My lua script can now use syntax similar to:

require 'socket'

function read_query( packet )
  print( string.format("# %s.%3d\n%s;\n","%X",now),select(2,math.modf(now))*1000 , query))


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