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How to round to the nearest tick value?

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    How to round to the nearest tick value?

    So I was experimenting and I found that when sending values to methods that place stop or limit orders, if the values aren't an exact tick, they will get rounded to the nearest tick. For example, on ES (or MES), where the ticks are per 0.25...
    EnterLongLimit(4260.12) rounds down to 4260.00
    and
    EnterLongLimit(4261.13) rounds up to 4261.25​

    In the docs I see the methods RoundToTickSize() (which always rounds UP) and RoundDownToTickSize() (which always rounds DOWN).

    But how can I round to the NEAREST tick, like EnterLongLimit() (and all its friends) does?

    Thanks!

    #2
    Hello GregX999,

    Thank you for your post.

    RoundToTickSize() should apply the same rounding that is used internally. You could always use print statements to check the internal rounding vs. the result from RoundToTickSize(). For more information, please see the following reference sample:


    Otherwise, you could consider dividing a value by TickSize and then add your own C# rounding with Math.Round to round up/down to the specified integer or number of fractional digits:Please let us know if we may be of further assistance.

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