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Date/Time: Sun, 12 Jan 2025 12:37:40 +0000



Post From: ASCIL access to symbol's Round Trip Commission

[2017-02-10 08:37:07]
DabbaDo - Posts: 148
This is happening to me again in 1510, using the same test code shown above. With ESH7 (connected to Gain) sc.RoundTurnCommission is always 0. But with ESH17 (connected to SC Data - All Services) sc.RoundTurnCommission reports the commission properly (as set in Edit Global Symbols).
In my GlobalSymbolSettings.xml I have these:
<settings>
    <service-code>scdataallservices</service-code>
    <symbol>ES?##</symbol>
    <use-pattern-matching-characters>true</use-pattern-matching-characters>
    <contract-months>HMUZ</contract-months>
    <description>E-Mini S&P 500 Index (ES) - GBLX</description>
    <category>Futures - Indices</category>
    <value-format-code>2</value-format-code>
    <tick-size>0.25</tick-size>
    <currency-value-per-tick>12.5</currency-value-per-tick>
    <error-filtering>true</error-filtering>
    <time-zone>EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00</time-zone>
    <intraday-start-time>16:15:00</intraday-start-time>
    <intraday-stop-time>16:14:59</intraday-stop-time>
    <default-order-quantity>1</default-order-quantity>
    <rt-commission>4.08</rt-commission>
    <rollover-method>Method3</rollover-method>
    <rollover-input-1>8</rollover-input-1>
    <rollover-input-2>3</rollover-input-2>
    <sc-data-symbol>ES?##</sc-data-symbol>
    <sc-data-symbol-multiplier>0.01</sc-data-symbol-multiplier>
    <sc-data-srvcode>cme</sc-data-srvcode>
  </settings>

<settings>
    <service-code>DTCSubInstance</service-code>
    <symbol>ES?#</symbol>
    <historical-chart-symbol>ES?##</historical-chart-symbol>
    <use-pattern-matching-characters>true</use-pattern-matching-characters>
    <contract-months>HMUZ</contract-months>
    <description>E-mini S&P 500 - CME</description>
    <category>Futures</category>
    <value-format-code>2</value-format-code>
    <tick-size>0.25</tick-size>
    <currency-value-per-tick>12.5</currency-value-per-tick>
    <error-filtering>true</error-filtering>
    <default-order-quantity>1</default-order-quantity>
    <rt-commission>4.08</rt-commission>
    <rollover-method>Method3</rollover-method>
    <rollover-input-1>8</rollover-input-1>
    <rollover-input-2>3</rollover-input-2>
    <sc-data-symbol>ES?##</sc-data-symbol>
    <sc-data-symbol-multiplier>0.01</sc-data-symbol-multiplier>
    <sc-data-srvcode>cme</sc-data-srvcode>
    <use-patch-data>true</use-patch-data>
    <patch-data-source>cme</patch-data-source>
    <patch-data-symbol>ES?##</patch-data-symbol>
    <patch-data-multiplier>0.01</patch-data-multiplier>
    <patch-data-use-sc-exchange-data-servers>true</patch-data-use-sc-exchange-data-servers>
    <maintain-server-data-service-codes>oec,scoec</maintain-server-data-service-codes>
  </settings>