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I'm trying to model SPX with SPY so I want to reduce the commissions to 1/10 of normal. Can someone help me with the constant fee model on options? I can't get it to work. I have tried:
Securities[spySymbol].FeeModel = new ConstantFeeModel(.06M);
and
option.FeeModel = new ConstantFeeModel(.06M);
Both have same results which is $.50 per a contract, the default behavior.
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Mike Kemner
Apologies for the sloppy indentation. I was trying to reduce the code to just the problem and missed fixing that.
Louis Szeto
Hi Mike
This is because you're not changing the fee model to the correct symbol object. You can do this in your code:
and delete the fee model part in initialize method. That should change the fee model to the corresponding security object.
CheersLouis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Mike Kemner
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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