QuantConnect.Securities.FutureOption.CMEStrikePriceScalingFactors Class Reference

Provides a means to get the scaling factor for CME's quotes API More...

Static Public Member Functions
static decimal	GetScaleFactor (Symbol underlyingFuture)
	Gets the option chain strike price scaling factor for the quote response from CME More...

Detailed Description

Provides a means to get the scaling factor for CME's quotes API

Definition at line 23 of file CMEStrikePriceScalingFactors.cs.

Member Function Documentation

GetScaleFactor()

static decimal QuantConnect.Securities.FutureOption.CMEStrikePriceScalingFactors.GetScaleFactor ( Symbol  underlyingFuture )

static

Gets the option chain strike price scaling factor for the quote response from CME

Parameters

underlyingFuture

Underlying future Symbol to normalize

Returns

Scaling factor for the strike price

Definition at line 39 of file CMEStrikePriceScalingFactors.cs.

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The documentation for this class was generated from the following file:

• Common/Securities/FutureOption/Api/CMEStrikePriceScalingFactors.cs