feat: add IndexOptionFee in TSFeeModel

QuantConnect · Dec 10, 2024 · f3c2eb0 · f3c2eb0
1 parent 2281c16
commit f3c2eb0
Showing 1 changed file with 7 additions and 0 deletions.
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: