Per Order

Trade fee formulas use a simple language (a modified version of the PHP programming language) to specify how fees should be assessed in PropReports.

A "Per Order" formula runs once for every order (ticket) and the result is saved as the fee on the last fill of each. PropReports groups executions into orders based on the Order Id.

The formula will NOT run for any orders that contain an execution with fees manually set. Canceled executions or those with a status that is not regular are disregarded.

Important: Make sure the Formula Type is set to "Per Order" when creating a plan.

The following variables are available when creating a Per Order formula:

Variable Name	Description
$date	The trade date in YYYY-MM-DD format (e.g. 2011-08-15).
$type	B = Buy, S = Sell, T = Short, C = Cover. See side and intention codes for more information.
$quantity	Number of shares or contracts traded.
$symbol	Ticker symbol of the instrument being traded.
$multiplier	The multiplier (can be called "contract size" for options and "value multiplier" for futures) used when computing profit and loss.
$listingExchange	Listing exchange for the security being traded (see list of exchange codes).
$spotRate	The conversion rate from the trade currency to the account currency.
$price	Price of the trade.
$routes	A mapping of route to quantity for this order. To check whether a part of the order was routed to a particular destination you can use `isset()`. For example, use `isset($routes['ARCA'])` to checkif some or all of the order was sent to ARCA. Use `$routes['ARCA']` to get the actual quantity routed.
$originalCommission	Commission as received from the data source.
$originalExchangeFee	Exchange/ECN fee as received from the data source.
$originalSecFee	SEC transaction fee as received from the data source.
$originalTaf	Trade activity fee as received from the data source.
$originalNsccFee	National Securities Clearing Corporation fee as received from the data source.
$originalMiscellaneousFee	Miscellaneous fee as received from the data source.
$originalClearingFee	Other clearing fee as received from the data source.
$originalOrf	Options Regulatory Fee as received from the data source. (v1.5.98.19.16 or greater)
$originalAccessFee	Exchange access fee as received from the data source. (v1.5.98.19.16 or greater)
$originalNfaFee	National Futures Association fee as received from the data source. (v1.5.98.19.16 or greater)
$fillCount	Number of regular executions comprising this order (not counting any canceled or non-regular fills).
$monthlyVolume	Total cumulative quantity traded during the trade date month up to and including the order being processed. The quantity is for the instrument type of the order being evaluated. For example, if a formula is being evaluation for an equity order, monthlyVolume will equal total equity shares the account traded from the beginning of the month up to and including the order processed.