Lean  $LEAN_TAG$
CMEOptionChainQuotes.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System.Collections.Generic;
17 using Newtonsoft.Json;
18 using QuantConnect.Util;
19 
21 {
22  /// <summary>
23  /// CME Option Chain Quotes API call root response
24  /// </summary>
25  public class CMEOptionChainQuotes
26  {
27  /// <summary>
28  /// The future options contracts with/without settlements
29  /// </summary>
30  [JsonProperty("optionContractQuotes")]
31  public List<CMEOptionChainQuoteEntry> Quotes { get; private set; }
32  }
33 
34  /// <summary>
35  /// Option chain entry quotes, containing strike price
36  /// </summary>
38  {
39  /// <summary>
40  /// Strike price of the future option quote entry
41  /// </summary>
42  [JsonProperty("strikePrice"), JsonConverter(typeof(StringDecimalJsonConverter), true)]
43  public decimal StrikePrice { get; private set; }
44  }
45 }