Lean
$LEAN_TAG$
CMEProductSlateV2.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
19
namespace
QuantConnect.Securities.FutureOption.Api
20
{
21
/// <summary>
22
/// Product slate API call root response
23
/// </summary>
24
public
class
CMEProductSlateV2ListResponse
25
{
26
/// <summary>
27
/// Products matching the search criteria
28
/// </summary>
29
[JsonProperty(
"products"
)]
30
public
List<CMEProductSlateV2ListEntry>
Products
{
get
;
private
set
; }
31
}
32
33
/// <summary>
34
/// Product entry describing the asset matching the search criteria
35
/// </summary>
36
public
class
CMEProductSlateV2ListEntry
37
{
38
/// <summary>
39
/// CME ID for the asset
40
/// </summary>
41
[JsonProperty(
"id"
)]
42
public
int
Id
{
get
;
private
set
; }
43
44
/// <summary>
45
/// Name of the product (e.g. E-mini NASDAQ futures)
46
/// </summary>
47
[JsonProperty(
"name"
)]
48
public
string
Name
{
get
;
private
set
; }
49
50
/// <summary>
51
/// Clearing code
52
/// </summary>
53
[JsonProperty(
"clearing"
)]
54
public
string
Clearing
{
get
;
private
set
; }
55
56
/// <summary>
57
/// GLOBEX ticker
58
/// </summary>
59
[JsonProperty(
"globex"
)]
60
public
string
Globex
{
get
;
private
set
; }
61
62
/// <summary>
63
/// Is traded in the GLOBEX venue
64
/// </summary>
65
[JsonProperty(
"globexTraded"
)]
66
public
bool
GlobexTraded
{
get
;
private
set
; }
67
68
/// <summary>
69
/// Venues this asset trades on
70
/// </summary>
71
[JsonProperty(
"venues"
)]
72
public
string
Venues
{
get
;
private
set
; }
73
74
/// <summary>
75
/// Asset type this product is cleared as (i.e. "Futures", "Options")
76
/// </summary>
77
[JsonProperty(
"cleared"
)]
78
public
string
Cleared
{
get
;
private
set
; }
79
80
/// <summary>
81
/// Exchange the asset trades on (i.e. CME, NYMEX, COMEX, CBOT)
82
/// </summary>
83
[JsonProperty(
"exch"
)]
84
public
string
Exchange
{
get
;
private
set
; }
85
86
/// <summary>
87
/// Asset class group ID - describes group of asset class (e.g. equities, agriculture, etc.)
88
/// </summary>
89
[JsonProperty(
"groupId"
)]
90
public
int
GroupId
{
get
;
private
set
; }
91
92
/// <summary>
93
/// More specific ID describing product
94
/// </summary>
95
[JsonProperty(
"subGroupId"
)]
96
public
int
subGroupId
{
get
;
private
set
; }
97
}
98
}
Common
Securities
FutureOption
Api
CMEProductSlateV2.cs
Generated by
1.8.17