I'm connecting to the same account I use on Thinkorswim. Is this data being rounded by NinjaTrader, or by TD Ameritrade? Can I display more significant figures?
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Undesired price rounding on penny stocks
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Undesired price rounding on penny stocks
I'm trying to monitor penny stocks, which in Thinkorswim are displayed with four significant figures after the decimal point. However, MarketDataEventArgs.Last and MarketDataEventArgs.Price both round to two figures, so for example 0.0288 is rounded to 0.03. This rounding is ruining my algorithms.
I'm connecting to the same account I use on Thinkorswim. Is this data being rounded by NinjaTrader, or by TD Ameritrade? Can I display more significant figures?Tags: None
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Hello Phoenix2518,
Please use the steps below to change the tick size for your instrument:- Go to the Control Center
- Tools->Instruments
- Select your instrument in the list
- Click edit
- Select 0.0001 from the Tick size drop down
- Click Ok
- Click Ok
Christopher J.NinjaTrader Customer Service
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That worked very well, thank you. I was even able to multi-select the entire stock list and apply the change to all of them.
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I have a question regarding this issue.
While the number of decimal places does indeed increase to four as described in post #2 , it seems the chart is still rounding the prices to two decimal places which is why it doesnt match up with the chart in TOS. The NT8 T&S window is showing the prices coming in with four decimal places but as I said, the chart does not display the prices correctly. Is there any setting change that is required in the chart?
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Hello iq200,
Thank you for your post.
The chart should change automatically when changing this in the Instruments settings when using the most recent version of NinjaTrader Desktop.
If this does not you may try opening a new chart to the desired instrument after making this change.Spencer F.NinjaTrader Customer Service
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