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Date/Time: Sun, 12 Jan 2025 10:02:44 +0000



ASCIL access to symbol's Round Trip Commission

View Count: 1697

[2016-08-28 11:26:02]
DabbaDo - Posts: 148
I can't find a way for my study to access this global symbol commission setting, unless/until it appears on a trade. Am I just missing something simple?
Thank you.
[2016-08-28 22:37:49]
Sierra Chart Engineering - Posts: 104368
This is the ACSIL member for this:
sc.RoundTurnCommission
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-09-02 18:02:43]
DabbaDo - Posts: 148
No matter what I do, sc.RoundTurnCommission is always 0.
E.g. I have a study on a chart of F.US.EPU16.
I go to Chart Settings then "Edit Global Symbol Settings"
That takes me to Global Symbol Settings for CQG FIX Trading for F.US.EP?##
On the Additional tab my Round Turn Commission is 4.25
But in the debugger sc.RoundTurnCommission is always 0.

Thanks,
Dale
[2016-09-02 18:10:29]
Sierra Chart Engineering - Posts: 104368
After you set the Round Turn Commission, then you will need to close the Chartbook and reopen it. Refer to:
http://www.sierrachart.com/index.php?page=doc/Chartbooks.html
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-09-10 17:01:50]
DabbaDo - Posts: 148
I still can't get a Round Turn commission to be non-zero in a study. I've tried with a stock (IBM) and a futures symbol (ESZ16). I add the Round Turn Commission on the Internal table per http://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php. I close the chartbook and re-open it. Nothing I do get's me to a non-zero value. Short study example:
#include "sierrachart.h"
SCSFExport scsf_TestCommission(SCStudyGraphRef sc)
{
  int& isMessageLogged = sc.GetPersistentInt(1);
  if (sc.SetDefaults)
  {
    sc.GraphName = "Test Commission";
    return;
  }
  if (!isMessageLogged)
  {
    SCString message;
    message.Format("For symbol=%s RoundTurnCommission=%f", sc.Symbol.GetChars(), sc.RoundTurnCommission);
    sc.AddMessageToLog(message, 1);
    isMessageLogged = 1;
    sc.SetPersistentInt(1, isMessageLogged);
  }
}
[2016-09-10 22:32:27]
Sierra Chart Engineering - Posts: 104368
We are looking into this now.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-09-10 22:44:24]
Sierra Chart Engineering - Posts: 104368
We know why this is now happening. This will be solved in the next release.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[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>
[2017-02-10 18:05:17]
Sierra Chart Engineering - Posts: 104368
In the instance of Sierra Chart you are noticing this with, go to Global Settings >> Symbol Settings.

For the ES?# symbol, is there a Round Turn Commission set?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2017-02-10 18:13:36]
DabbaDo - Posts: 148
Yes.
But the problem has disappeared. I was having troubles with debugging this instance, so I rebooted my PC.
Now the test works on this instance!
Sorry to bother you.

I blame M$oft. :)

Cheers,
Dale
[2017-02-10 18:25:17]
Sierra Chart Engineering - Posts: 104368
OK if you have the issue, it does not matter to us what the XML file shows for symbol settings because from our perspective we cannot correlate that to the problem you are having.

We have to know what you see in Global Settings >> Symbol Settings for the current service.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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