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CMEOptionsExpiration

QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration

Bases: Object

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.

label

label: str

Date of expiry

product_id

product_id: int

Product ID of the expiring asset (usually future option)

contract_id

contract_id: str

Contract ID of the asset

expiration

Contract month code formatted as