In this paper we are concerned with Triebel-Lizorkin-Morrey spaces $\mathcal{E}^{s}_{u,p,q}(\Omega)$ of positive smoothness $s$ defined on (special or bounded) Lipschitz domains $\Omega\subset\mathbb{R}^d$ as well as on $\mathbb{R}^d$. For those spaces we prove new equivalent characterizations in terms of local oscillations which hold as long as some standard conditions on the parameters are fulfilled. As a byproduct, we also obtain novel characterizations of $\mathcal{E}^{s}_{u,p,q}(\Omega)$ using differences of higher order. Special cases include standard Triebel-Lizorkin spaces $F^s_{p,q} (\Omega)$ and hence classical $L_p$-Sobolev spaces $H^s_p(\Omega)$. Key words: Triebel-Lizorkin-Morrey space, Morrey space, Lipschitz domain, oscillations, higher order differences
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