99 lines
3.1 KiB
C#
99 lines
3.1 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using System.Collections.Generic;
|
|
using Newtonsoft.Json;
|
|
|
|
namespace QuantConnect.Securities.FutureOption.Api
|
|
{
|
|
/// <summary>
|
|
/// Product slate API call root response
|
|
/// </summary>
|
|
public class CMEProductSlateV2ListResponse
|
|
{
|
|
/// <summary>
|
|
/// Products matching the search criteria
|
|
/// </summary>
|
|
[JsonProperty("products")]
|
|
public List<CMEProductSlateV2ListEntry> Products { get; private set; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// Product entry describing the asset matching the search criteria
|
|
/// </summary>
|
|
public class CMEProductSlateV2ListEntry
|
|
{
|
|
/// <summary>
|
|
/// CME ID for the asset
|
|
/// </summary>
|
|
[JsonProperty("id")]
|
|
public int Id { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Name of the product (e.g. E-mini NASDAQ futures)
|
|
/// </summary>
|
|
[JsonProperty("name")]
|
|
public string Name { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Clearing code
|
|
/// </summary>
|
|
[JsonProperty("clearing")]
|
|
public string Clearing { get; private set; }
|
|
|
|
/// <summary>
|
|
/// GLOBEX ticker
|
|
/// </summary>
|
|
[JsonProperty("globex")]
|
|
public string Globex { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Is traded in the GLOBEX venue
|
|
/// </summary>
|
|
[JsonProperty("globexTraded")]
|
|
public bool GlobexTraded { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Venues this asset trades on
|
|
/// </summary>
|
|
[JsonProperty("venues")]
|
|
public string Venues { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Asset type this product is cleared as (i.e. "Futures", "Options")
|
|
/// </summary>
|
|
[JsonProperty("cleared")]
|
|
public string Cleared { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Exchange the asset trades on (i.e. CME, NYMEX, COMEX, CBOT)
|
|
/// </summary>
|
|
[JsonProperty("exch")]
|
|
public string Exchange { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Asset class group ID - describes group of asset class (e.g. equities, agriculture, etc.)
|
|
/// </summary>
|
|
[JsonProperty("groupId")]
|
|
public int GroupId { get; private set; }
|
|
|
|
/// <summary>
|
|
/// More specific ID describing product
|
|
/// </summary>
|
|
[JsonProperty("subGroupId")]
|
|
public int subGroupId { get; private set; }
|
|
}
|
|
}
|