Decimals in TickSize

August 19th, 2011, 12:37 PM

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

Thanks

August 19th, 2011, 01:10 PM

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;

August 19th, 2011, 01:38 PM

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;

February 4th, 2016, 08:08 AM

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);

February 4th, 2016, 10:41 AM

cutzpr

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

Jigsaw Trading · February 4th, 2016, 11:18 AM

bukkan

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

Jigsaw Trading · February 4th, 2016, 11:22 AM

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

Decimals in TickSize

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Decimals in TickSize