Future options Expiration entries. These are useful because we can derive the future chain from this data, since FOP and FUT share a 1-1 expiry code. More...

Properties
string	Label `[get]`
	Date of expiry More...

int	ProductId `[get]`
	Product ID of the expiring asset (usually future option) More...

string	ContractId `[get]`
	Contract ID of the asset More...

CMEOptionExpirationEntry	Expiration `[get]`
	Contract month code formatted as [FUTURE_MONTH_LETTER(1)][YEAR(1)] More...

Detailed Description

Future options Expiration entries. These are useful because we can derive the future chain from this data, since FOP and FUT share a 1-1 expiry code.

Definition at line 84 of file CMEOptionsCategoryList.cs.

Property Documentation

◆ Label

string QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration.Label

get

Date of expiry

Definition at line 90 of file CMEOptionsCategoryList.cs.

◆ ProductId

int QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration.ProductId

get

Product ID of the expiring asset (usually future option)

Definition at line 96 of file CMEOptionsCategoryList.cs.

◆ ContractId

string QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration.ContractId

get

Contract ID of the asset

Used to search settlements for the option chain

Definition at line 103 of file CMEOptionsCategoryList.cs.

◆ Expiration

CMEOptionExpirationEntry QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration.Expiration

get

Contract month code formatted as [FUTURE_MONTH_LETTER(1)][YEAR(1)]

Definition at line 109 of file CMEOptionsCategoryList.cs.

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