Getting the Commission for an Instrument

January 26th, 2012, 09:59 PM

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,

January 26th, 2012, 11:22 PM

NJAMC

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

January 27th, 2012, 03:47 PM

Big Mike

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!

January 27th, 2012, 03:50 PM

NJAMC

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

January 27th, 2012, 03:55 PM

Big Mike

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,

January 27th, 2012, 09:52 PM

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.

Getting the Commission for an Instrument

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Getting the Commission for an Instrument