Getting the Commission for an Instrument - futures io
futures io futures trading



Getting the Commission for an Instrument


Discussion in NinjaTrader

Updated
    1. trending_up 2,887 views
    2. thumb_up 4 thanks given
    3. group 1 followers
    1. forum 6 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Getting the Commission for an Instrument

(login for full post details)
  #1 (permalink)
Atkinson, NH USA
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,965 since Dec 2010
Thanks: 3,035 given, 2,377 received

Hi all,

I have seen it done before. I am trying to find the reference to the commission for the current instrument within a strategy. I think it is out of the Instrument.xxx methods, but can't seem to find it. Does anyone know off hand?

Thanks,

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Visit my futures io Trade Journal Started this thread Reply With Quote

Journal Challenge February 2021 results (so far):
Competing for $1500 in prizes from Topstep
looks_oneSBtrader82 's Trading Journalby SBtrader82
(154 thanks from 29 posts)
looks_twoJust BEING a Trader: Letting Go!!by iqgod
(111 thanks from 32 posts)
looks_3Wisdom is Emptinessby Mtype
(68 thanks from 25 posts)
looks_4Deetee’s DAX Trading Journal (time based)by Deetee
(31 thanks from 16 posts)
looks_5Journal for peanuts1956by peanuts1956
(23 thanks from 13 posts)
 
 
(login for full post details)
  #3 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,744 since Jun 2009
Thanks: 32,292 given, 97,488 received



NJAMC View Post
Hi all,

I have seen it done before. I am trying to find the reference to the commission for the current instrument within a strategy. I think it is out of the Instrument.xxx methods, but can't seem to find it. Does anyone know off hand?

Thanks,

Can't recall exactly, but check intellisense on Master.Instrument, it is there.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Big Mike for this post:
 
(login for full post details)
  #4 (permalink)
Atkinson, NH USA
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,965 since Dec 2010
Thanks: 3,035 given, 2,377 received


Big Mike View Post
Can't recall exactly, but check intellisense on Master.Instrument, it is there.

Mike

Thanks Mike!

I did a little hunting in that area and found this:
Instrument.MasterInstrument.Commission

I will test it later, but this looks like the right one!

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #5 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,744 since Jun 2009
Thanks: 32,292 given, 97,488 received


NJAMC View Post
Thanks Mike!

I did a little hunting in that area and found this:
Instrument.MasterInstrument.Commission

I will test it later, but this looks like the right one!

There you go. I was a little off, it's been a while and memory isn't so good it seems

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Big Mike for this post:
 
(login for full post details)
  #6 (permalink)
Atkinson, NH USA
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,965 since Dec 2010
Thanks: 3,035 given, 2,377 received


Big Mike View Post
There you go. I was a little off, it's been a while and memory isn't so good it seems

Mike

You still had a clue where to look... MasterInstrument is the key....

Thanks again,

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #7 (permalink)
Atkinson, NH USA
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,965 since Dec 2010
Thanks: 3,035 given, 2,377 received

Wow,

After fooling around with the "Instrument." for about 2 hours, I think I figured out how to get the commission. It seems to be this:

Instrument.MasterInstrument.GetCommission(1,Instrument.MasterInstrument.Commission.ProviderCommissions[0].Provider)

Ouch.... I figured I would put it here in case anyone (probably me) needs to find this value again!

This is the one way commission, double it for round trip. Set the "1" to the number of contracts for futures.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Visit my futures io Trade Journal Started this thread Reply With Quote
The following 2 users say Thank You to NJAMC for this post:


futures io Trading Community Platforms and Indicators NinjaTrader > Getting the Commission for an Instrument


Last Updated on January 27, 2012


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Journal Challenge w/$1500 prizes from Topstep!

February
 

Identifying Setups & Targets Using Profile Charts w/Trevor & Tradovate

Feb 25
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts