About tick resizing

[ラリー]

When I consulted about changing the tick size before, I was told to refer to the post above this link, but I think the code there is to create a new NinjaScript and code it. but which type should I choose?

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1210599-about-adding-symbols-from-an-instrument-or-import#post1210599

https://ninjatrader.com/support/foru...178#post792178

[NinjaTrader_ChelseaB]

Hello ラリー,

It depends on specifically what you are trying to do and when.

You could make an addon.
You could make an indicator.

[ラリー]

Thank you for your reply.

I think there is an item to change the tick size in the settings of Instruments, but in that case it is necessary to change it one by one for each instrument, so if you do it via NinjaScript, you can change all tick sizes at once I heard in a previous question that it is possible to change it and change the tick size to something more suitable for the market.
i want to do that.

[NinjaTrader_ChelseaB]

Hello ラリー,

The TickSize of an instrument should match the exchange specifications and is not meant to be changed after the instrument is created.

Creating an instrument in NinjaScript is not supported but possible. Our NinjaTrader staff would not be able to assist as this is unsupported.

I am not aware of a way to modify instruments through NinjaScript, nor is this supported.

This thread will remain open for any community members that would like to share an unsupported and undocumented approach.

[ラリー]

Thank you for your reply.


Just to confirm, I think there is code posted by ChelseaB in the post linked below, but does that mean that any Ninja Script (indicators, ImportTypes, etc.) can be selected?

https://ninjatrader.com/support/forum/forum/ninjatrader-8/add-on-development/93868-programmatically-add-a-new-instrument?p=792178#post792178

[NinjaTrader_ChelseaB]

Hello ラリー,

That code is not officially supported.

Note in the forum post you have linked is the message:

That said, I was working in a completely different area and might have found some undocumented and 100% unsupported code that might make this happen for you.

This code will run in any script as it uses the Account through the Addon approach. This will not modify an existing instrument. This will create a new instrument.

[ラリー]

Thank you for your reply.

This code will run in any script as it uses the Account through the Addon approach. This will not modify an existing instrument. This will create a new instrument.

Is it possible to change the tick size of existing instruments in Ninja Script?

[NinjaTrader_ChelseaB]

Hello ラリー,

I am not aware of a way to change the tick size or any other settings of an existing instrument through NinjaScript.

[jeronymite]

ラリー Rally-san! Great username.

It might help if you could explain why you want to be able to modify tick size. Perhaps the underlying intention can be done some other way that avoids the idea of changing tick size, which, as others have noted, is not really meaningful, because its nature is as a characteristic of instruments, not a trading parameter. If you have a case where there are definitively different tick sizes in known markets and they are not the same as the tick sizes defined in NinjaTrader, that too would be important to highlight.

Thanks.

[ラリー]

ChelseaB

Thank you for your reply.

I was wondering if the tick size of existing products will change.

[ラリー]

jeronymite

Thank you for your reply.

The reasons for wanting to change the tick size are
As you can see in the link below (Other Issues item), the tick size of individual Japanese stocks differs for each price.
For example, the price is 1 yen up to less than 3,000 yen, and the price fluctuates by 5 yen from 3,000 yen to less than 5,000 yen.
Therefore, if they are different, there seems to be a problem that the price is displayed differently when displayed on the chart or in the market analyzer.

https://www.jpx.co.jp/english/equiti...mestic/07.html

[NinjaTrader_ChelseaB]

Hello ラリー,

I'm not familiar with any instruments that have the TickSize change.

If there is a special exchange that dynamically changes the TickSize, NinjaTrader would not be able to support that product.

[ラリー]

Thank you for your reply.

If a broker (IB Securities) supplies market data to Ninja Trader and sets instrument and symbol mapping, is it correct to understand that the tick size set by the broker is also applied to the Ninja Trader platform? ?

[NinjaTrader_ChelseaB]

Hello ラリー,

Yes, the settings in NinjaTrader should match the instrument specifications from the exchange.

To confirm, the tick size setting in the instrument description in Interactive Brokers is dynamically changing without you manually changing it? Can you provide screenshots that show this?

[ラリー]

Thank you for your reply.

To confirm, the tick size setting in the instrument description in Interactive Brokers is dynamically changing without you manually changing it? Can you provide screenshots that show this?

At IB Securities, the tick size is set to match the market without the user having to make any settings.
But if you want to get the data of the TSEJ market, you have to select TSEJ first as you can see in the screenshot.

The link below will be the tick size information of IB Securities.

IB Contract Information Center (interactivebrokers.com)