[ts-gen] Handling commissions and fees

Paul C paulq2o0 at yahoo.co.uk
Tue Sep 15 10:43:10 EDT 2009


On Tue, Sep 15, 2009 at 11:07:19PM +0900, Ken Feng wrote:
> Does commissions for trades and periodic fees (exchange, financing,
> etc...) show up anywhere in the trade responses (ShimText) or in the
> journaling tables?
> 
> If not, is there a way to query for them?

I notice that the response to shim command "select acct;cancel acct"
includes the profit and loss, from which you can extract the
commission(?). i.e. line ...|3|7|7|... e.g.:

 3764|55617| 204242154|3| 7| 7|YM |FUT|20091218|0.000000||USD|YM   DEC 09|0|9540.500000|0.000000|0.000000|0.000000|-29.260000|D******|

That -29.260000 above appears to be a "realised P&L" which includes two
$2.13 commissions (i.e. a loss of $25 (5 points on the DOW mini
futures YM) + $4.26 commissions)

That's one way.  Maybe theres a better way!

Paul


> 
> Thanks in advance.
> 
> - Ken
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