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Stock prices with more than two decimal places

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    Stock prices with more than two decimal places

    Greetings,

    It's very common for stock prices to be in a form 10.2597 or 24.0923, i.e. to have more than 2 digits after decimal points.

    However, I have never seen such case in NinjaTrader.

    How do you get rid of such prices?

    #2
    Originally posted by alex.nt View Post
    Greetings,

    It's very common for stock prices to be in a form 10.2597 or 24.0923, i.e. to have more than 2 digits after decimal points.

    However, I have never seen such case in NinjaTrader.

    How do you get rid of such prices?
    Lookup Round2TickSize in the NT Help.

    ref: http://www.ninjatrader.com/support/h...trument_ro.htm

    Comment


      #3
      Alex.nt,

      Thank you for your post and thank you to Koganam for answering.

      Yes, per Koganam's instructions please take a look at Instrument.MasterInstrument.Round2TickSize()

      Let me know if I can be of further assistance.
      Cal H.NinjaTrader Customer Service

      Comment


        #4
        Yes, this is a roundation function for NinjaScript, a client function. I was asking more about NinjaTrader itself.

        Is that how NinjaTrader rounds the prices internally too? Or you guys (==NinjaTrader) use more sophisticated filtering method?

        Comment


          #5
          Alex.nt,

          The prices are adjusted according to the Instrument Settings. These can be changed in the Instrument Manager from the Tools dropdown.
          Select the instrument and click Edit.
          http://www.ninjatrader.com/support/h...nstruments.htm
          Cal H.NinjaTrader Customer Service

          Comment

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