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Lot size for a symbol

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    Lot size for a symbol

    Hi,

    How to get the lot size for a symbol in a strategy?

    I am trying to calculate unrealized PL per IOrder.

    Thanks.

    #2
    Alex, could you please clarify - you would enter the IOrder with a certain qty, so you would have access to it?

    Comment


      #3
      Hi Bertrand,

      Sorry for confusion: I need a quantity in terms of shares/units, not in terms of lots.

      IOrder.Quantity is 1 but QTY value is 0.1M, therefore UnPL & PL should be multiplied 0.1M. The question is how to obtain QTY value from within a strategy.

      Comment


        #4
        Thanks, unfortunately this could not be accessed programmatically - it would be whatever you're account is setup to use at the provider backend, so in other words what this 1 qty would represent. In backtesting you would just enter the absolute unit quantity desired.

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          #5
          Is there any other way to calculate UnPL per IOrder in terms of Currency?

          Comment


            #6
            Unfortunately not aware of another way here.

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