7ed94c0a35
Update SECReport* to ignore null values
86 lines
3.2 KiB
C#
86 lines
3.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Collections.Generic;
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using Newtonsoft.Json;
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using QuantConnect.Util;
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namespace QuantConnect.Data.Custom.SEC
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{
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public class SECReportSubmission
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{
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/// <summary>
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/// Number used to access document filings on the SEC website
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/// </summary>
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[JsonProperty("ACCESSION-NUMBER")]
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public string AccessionNumber;
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/// <summary>
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/// SEC form type
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/// </summary>
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[JsonProperty("TYPE")]
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public string FormType;
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/// <summary>
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/// Number of documents made public by the SEC
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/// </summary>
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[JsonProperty("PUBLIC-DOCUMENT-COUNT")]
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public string PublicDocumentCount;
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/// <summary>
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/// End date of reporting period of filing. Optional.
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/// </summary>
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[JsonProperty("PERIOD"), JsonConverter(typeof(SECReportDateTimeConverter))]
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public DateTime Period;
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/// <summary>
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/// Identifies 1 or more items declared in 8-K filings. Optional & Repeatable.
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/// </summary>
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[JsonProperty("ITEMS"), JsonConverter(typeof(SingleValueListConverter<string>))]
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public List<string> Items;
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/// <summary>
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/// Date report was filed with the SEC
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/// </summary>
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[JsonProperty("FILING-DATE"), JsonConverter(typeof(SECReportDateTimeConverter))]
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public DateTime FilingDate;
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/// <summary>
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/// Date when the last Post Acceptance occurred. Optional.
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/// </summary>
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[JsonProperty("DATE-OF-FILING-CHANGE"), JsonConverter(typeof(SECReportDateTimeConverter))]
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public DateTime FilingDateChange;
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/// <summary>
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/// Exact time the report was filed with the SEC and made available to the public (plus 10 minute delay).
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/// This field is NOT included with the raw SEC report, and should be added during post processing of the data
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/// </summary>
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[JsonProperty("MADE-AVAILABLE-AT")]
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public DateTime MadeAvailableAt;
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/// <summary>
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/// Contains information regarding who the filer of the report is.
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/// </summary>
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[JsonProperty("FILER"), JsonConverter(typeof(SingleValueListConverter<SECReportFiler>))]
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public List<SECReportFiler> Filers;
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/// <summary>
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/// Attachments/content associated with the report
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/// </summary>
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[JsonProperty("DOCUMENT"), JsonConverter(typeof(SingleValueListConverter<SECReportDocument>))]
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public List<SECReportDocument> Documents;
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}
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} |