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