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Decimals in TickSize
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Decimals in TickSize

  #1 (permalink)
Elite Member
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Decimals in TickSize

Is there a way in NT to return the number of decimals in the TickSize of a futures contract?

Thanks

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  #2 (permalink)
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  #3 (permalink)
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i use this code. i got it from the nt forum, cant remember the original author so my apologies.

 
Code
double d = TickSize - (int)TickSize;
string dstr = d.ToString();
int decimalplaces = 0;
if (dstr.IndexOf(".") > 0) decimalplaces = dstr.Length - 2;
else decimalplaces = 0;

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  #4 (permalink)
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I got a solution I did it a little differently.

if (TickSize == 0.1)
Rounding=1;
else if(TickSize == 0.01)
Rounding=2;
else if (TickSize == 0.25)
Rounding=2;
else if (TickSize == 0.005)
Rounding=3;
else if (TickSize == 0.0001)
Rounding=4;
else if (TickSize == 0.0005)
Rounding=4;
else if (TickSize == 0.00005)
Rounding=5;

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  #5 (permalink)
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cutzpr's Avatar
 
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Even though this is an old post, I had to reply. There is a better way to get the number of decimal places.


 
Code
                            
//Number of decimals places


double decimals Math.Log10(1/TickSize); 

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  #6 (permalink)
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cutzpr View Post
Even though this is an old post, I had to reply. There is a better way to get the number of decimal places.


 
Code
                            
//Number of decimals places

double decimals Math.Log10(1/TickSize); 

Nice, but no cigar, needs to handle 0.5 increments (and the like.)

e.g.

 
Code
		protected override void OnStartUp ()
		{
			double decimals = Math.Log10(1/Instrument.MasterInstrument.TickSize);
			Print("TickSize for " + Instrument + " is " + Instrument.MasterInstrument.TickSize + " and has " + decimals + " decimal places");
		}
Gives:

TickSize for FDXM 03-16 Eurex is 1 and has 0 decimal places
TickSize for FDAX 03-16 Eurex is 0.5 and has 0.301029995663981 decimal places
TickSize for ^DAX Xetra is 0.01 and has 2 decimal places

Cheers

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  #7 (permalink)
Market Wizard
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bukkan View Post
i use this code. i got it from the nt forum, cant remember the original author so my apologies.

 
Code
double d = TickSize - (int)TickSize;
string dstr = d.ToString();
int decimalplaces = 0;
if (dstr.IndexOf(".") > 0) decimalplaces = dstr.Length - 2;
else decimalplaces = 0;

Wont work in Europe

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  #8 (permalink)
Market Wizard
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DionysusToast's Avatar
 
Posts: 2,672 since Nov 2010
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Forum Reputation: Legendary

 
Code
decimal workTickSize = (decimal)tickSize;
workTickSize -= (int)workTickSize;
int decimals = 0;
while (workTickSize > 0)
{
		decimals++;
		workTickSize *= 10;
		workTickSize -= (int)workTickSize;
}
the int "decimals" will contain what you need

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