diff --git a/rqalpha/data/base_data_source/storages.py b/rqalpha/data/base_data_source/storages.py
index 56144971c..6091b5470 100644
--- a/rqalpha/data/base_data_source/storages.py
+++ b/rqalpha/data/base_data_source/storages.py
@@ -116,7 +116,7 @@ def get_tick_size(self, instrument):
         order_book_id = instrument.order_book_id
         underlying_symbol = instrument.underlying_symbol
         custom_info = self._custom_data.get(order_book_id) or self._custom_data.get(underlying_symbol)
-        info = self._default_data.get(order_book_id) or self._custom_data.get(underlying_symbol)
+        info = self._default_data.get(order_book_id) or self._default_data.get(underlying_symbol)
         if custom_info:
             info = copy(info) or {}
             info.update(custom_info)
diff --git a/tests/outs/test_f_tick_size.pkl b/tests/outs/test_f_tick_size.pkl
new file mode 100644
index 000000000..90db2675c
Binary files /dev/null and b/tests/outs/test_f_tick_size.pkl differ
diff --git a/tests/test_f_tick_size.py b/tests/test_f_tick_size.py
new file mode 100644
index 000000000..0c130c71a
--- /dev/null
+++ b/tests/test_f_tick_size.py
@@ -0,0 +1,67 @@
+from rqalpha.environment import Environment
+
+SLIPPAGE = 10
+price = 0
+futures_1 = "AG1702"  # future_info.json 中存有该合约的数据
+futures_2 = "AG1612"  # future_info.json 中不存在该合约的数据，需要通过 underlying_symbol 获取
+
+
+def init(context):
+    context.count = 0
+
+    subscribe_event(EVENT.TRADE, on_trade)
+
+
+def on_trade(context, event):
+    
+    global price
+    trade = event.trade
+    order_book_id = trade.order_book_id
+    tick_size = Environment.get_instance().get_instrument(order_book_id).tick_size()
+    assert tick_size == 1.0
+    assert trade.last_price == price + tick_size * SLIPPAGE
+
+
+def before_trading(context):
+    pass
+
+
+def handle_bar(context, bar_dict):
+    global price
+    context.count += 1
+    if context.count == 1:
+        price = bar_dict[futures_1].close
+        buy_open(futures_1, 10)
+    elif context.count == 2:
+        price = bar_dict[futures_2].close
+        buy_open(futures_2, 10)
+
+
+def after_trading(context):
+    pass
+
+__config__ = {
+    "base": {
+        "start_date": "2016-09-01",
+        "end_date": "2016-09-30",
+        "frequency": "1d",
+        "matching_type": "current_bar",
+        "accounts": {
+            "future": 1000000
+        }
+    },
+    "extra": {
+        "log_level": "error",
+    },
+    "mod": {
+        "sys_progress": {
+            "enabled": True,
+            "show": True,
+        },
+        "sys_simulation": {
+            "signal": True,
+            "slippage_model": "TickSizeSlippage",
+            "slippage": SLIPPAGE,
+        }
+    },
+}
\ No newline at end of file