Files
quantconnect--lean/Common/Data/Custom/SEC/SECReportSubmission.cs
Gerardo Salazar 7ed94c0a35 Update SECDataConverter to not write null values
Update SECReport* to ignore null values
2019-06-19 14:44:48 -07:00

86 lines
3.2 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;
using System.Collections.Generic;
using Newtonsoft.Json;
using QuantConnect.Util;
namespace QuantConnect.Data.Custom.SEC
{
public class SECReportSubmission
{
/// <summary>
/// Number used to access document filings on the SEC website
/// </summary>
[JsonProperty("ACCESSION-NUMBER")]
public string AccessionNumber;
/// <summary>
/// SEC form type
/// </summary>
[JsonProperty("TYPE")]
public string FormType;
/// <summary>
/// Number of documents made public by the SEC
/// </summary>
[JsonProperty("PUBLIC-DOCUMENT-COUNT")]
public string PublicDocumentCount;
/// <summary>
/// End date of reporting period of filing. Optional.
/// </summary>
[JsonProperty("PERIOD"), JsonConverter(typeof(SECReportDateTimeConverter))]
public DateTime Period;
/// <summary>
/// Identifies 1 or more items declared in 8-K filings. Optional &amp; Repeatable.
/// </summary>
[JsonProperty("ITEMS"), JsonConverter(typeof(SingleValueListConverter<string>))]
public List<string> Items;
/// <summary>
/// Date report was filed with the SEC
/// </summary>
[JsonProperty("FILING-DATE"), JsonConverter(typeof(SECReportDateTimeConverter))]
public DateTime FilingDate;
/// <summary>
/// Date when the last Post Acceptance occurred. Optional.
/// </summary>
[JsonProperty("DATE-OF-FILING-CHANGE"), JsonConverter(typeof(SECReportDateTimeConverter))]
public DateTime FilingDateChange;
/// <summary>
/// Exact time the report was filed with the SEC and made available to the public (plus 10 minute delay).
/// This field is NOT included with the raw SEC report, and should be added during post processing of the data
/// </summary>
[JsonProperty("MADE-AVAILABLE-AT")]
public DateTime MadeAvailableAt;
/// <summary>
/// Contains information regarding who the filer of the report is.
/// </summary>
[JsonProperty("FILER"), JsonConverter(typeof(SingleValueListConverter<SECReportFiler>))]
public List<SECReportFiler> Filers;
/// <summary>
/// Attachments/content associated with the report
/// </summary>
[JsonProperty("DOCUMENT"), JsonConverter(typeof(SingleValueListConverter<SECReportDocument>))]
public List<SECReportDocument> Documents;
}
}