Feature: support trading IndexOption by TradeStation (#8456)

* feat: support IndexOption in TSBrokerageModel * feat: add IndexOptionFee in TSFeeModel
QuantConnect · Dec 11, 2024 · f1c50e4 · f1c50e4
1 parent 7445f7e
commit f1c50e4
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Showing 2 changed files with 9 additions and 1 deletion.
diff --git a/Common/Brokerages/TradeStationBrokerageModel.cs b/Common/Brokerages/TradeStationBrokerageModel.cs
@@ -35,7 +35,8 @@ public class TradeStationBrokerageModel : DefaultBrokerageModel
             {
                 SecurityType.Equity,
                 SecurityType.Option,
-                SecurityType.Future
+                SecurityType.Future,
+                SecurityType.IndexOption
             });
 
         /// <summary>

diff --git a/Common/Orders/Fees/TradeStationFeeModel.cs b/Common/Orders/Fees/TradeStationFeeModel.cs
@@ -34,6 +34,11 @@ public class TradeStationFeeModel : FeeModel
         /// </summary>
         private const decimal _equityOptionFee = 0.6m;
 
+        /// <summary>
+        /// Represents the fee associated with index options transactions (per contract).
+        /// </summary>
+        private const decimal _indexOptionFee = 1m;
+
         /// <summary>
         /// Represents the fee associated with futures transactions (per contract, per side).
         /// </summary>
@@ -73,6 +78,8 @@ public override OrderFee GetOrderFee(OrderFeeParameters parameters)
             {
                 case SecurityType.Option:
                     return new OrderFee(new CashAmount(CommissionPerTrade + parameters.Order.AbsoluteQuantity * _equityOptionFee, Currencies.USD));
+                case SecurityType.IndexOption:
+                    return new OrderFee(new CashAmount(CommissionPerTrade + parameters.Order.AbsoluteQuantity * _indexOptionFee, Currencies.USD));
                 case SecurityType.Future:
                     return new OrderFee(new CashAmount(parameters.Order.AbsoluteQuantity * _futuresFee, Currencies.USD));
                 default: