diff --git a/TDAmeritrade/Models/TDMiscModels.cs b/TDAmeritrade/Models/TDMiscModels.cs
new file mode 100644
index 0000000..179df70
--- /dev/null
+++ b/TDAmeritrade/Models/TDMiscModels.cs
@@ -0,0 +1,10 @@
+using System;
+
+namespace TDAmeritrade
+{
+    [Serializable]
+    public enum MarketTypes
+    {
+        BOND, EQUITY, ETF, FOREX, FUTURE, FUTURE_OPTION, INDEX, INDICAT, MUTUAL_FUND, OPTION, UNKNOWN
+    }
+}
diff --git a/TDAmeritrade/Models/TDOptionChainModels.cs b/TDAmeritrade/Models/TDOptionChainModels.cs
index fd4c471..63e85c7 100644
--- a/TDAmeritrade/Models/TDOptionChainModels.cs
+++ b/TDAmeritrade/Models/TDOptionChainModels.cs
@@ -1,4 +1,5 @@
 using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
 using System;
 using System.Collections.Generic;
 
@@ -74,7 +75,6 @@ public enum TDOptionChainRanges
         SNK,
     }
 
-
     [Serializable]
     public class TDOptionChainRequest
     {
@@ -85,7 +85,7 @@ public class TDOptionChainRequest
         /// <summary>
         /// The number of strikes to return above and below the at-the-money price.
         /// </summary>
-        public int strikeCount { get; set; }
+        public int? strikeCount { get; set; }
         /// <summary>
         /// Passing a value returns a Strategy Chain
         /// </summary>
@@ -93,20 +93,20 @@ public class TDOptionChainRequest
         /// <summary>
         /// Type of contracts to return in the chai
         /// </summary>
-        public TDOptionChainTypes contractType { get; set; }
+        public TDOptionChainTypes? contractType { get; set; }
         /// <summary>
         /// Only return expirations after this date
         /// </summary>
-        public double fromDate { get; set; }
+        public DateTime? fromDate { get; set; }
         /// <summary>
         /// Only return expirations before this date
         /// </summary>
-        public double toDate { get; set; }
+        public DateTime? toDate { get; set; }
 
         /// <summary>
         /// Strike interval for spread strategy chains
         /// </summary>
-        public double interval {get;set; }
+        public double? interval {get;set; }
         /// <summary>
         /// Provide a strike price to return options only at that strike price.
         /// </summary>
@@ -130,11 +130,11 @@ public class TDOptionChainRequest
         /// <summary>
         /// Days to expiration to use in calculations. Applies only to ANALYTICAL strategy chains
         /// </summary>
-        public int daysToExpiration { get; set; }
+        public int? daysToExpiration { get; set; }
         /// <summary>
         /// Return only options expiring in the specified month
         /// </summary>
-        public string expMonth { get; set; } = "ALL";
+        public string expMonth { get; set; }
         /// <summary>
         /// Include quotes for options in the option chain. Can be TRUE or FALSE. Default is FALSE.
         /// </summary>
@@ -143,34 +143,6 @@ public class TDOptionChainRequest
         /// Type of contracts to return
         /// </summary>
         public TDOptionChainOptionTypes optionType { get; set; }
-
-
-        [JsonIgnore]
-        public DateTime FromDate
-        {
-            get
-            {
-                return TDHelpers.FromUnixTimeSeconds(fromDate);
-            }
-            set
-            {
-                fromDate = TDHelpers.ToUnixTimeSeconds(value);
-            }
-        }
-
-
-        [JsonIgnore]
-        public DateTime ToDate
-        {
-            get
-            {
-                return TDHelpers.FromUnixTimeSeconds(toDate);
-            }
-            set
-            {
-                toDate = TDHelpers.ToUnixTimeSeconds(value);
-            }
-        }
     }
 
     [Serializable]
@@ -187,19 +159,119 @@ public class TDOptionChain
         public int interestRate { get; set; }
         public int underlyingPrice { get; set; }
         public int volatility { get; set; }
-        public string callExpDateMap { get; set; }
-        public string putExpDateMap { get; set; }
+
+        public List<TDOptionMap> callExpDateMap { get; set; }
+        public List<TDOptionMap> putExpDateMap { get; set; }
+    }
+
+    public class TDOptionChainConverter : JsonConverter
+    {
+        public override bool CanConvert(Type objectType)
+        {
+            return objectType == typeof(TDOptionChain);
+        }
+        public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
+        {
+            throw new NotImplementedException();
+        }
+
+        public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
+        {
+            var doc = JObject.Load(reader);
+            var model = new TDOptionChain();
+            model.symbol = doc["symbol"].Value<string>();
+            model.status = doc["status"].Value<string>();
+            model.underlying = doc["underlying"].ToObject<TDUnderlying>();
+            model.strategy = doc["strategy"].Value<string>();
+            model.interval = doc["interval"].Value<int>();
+            model.isDelayed = doc["isDelayed"].Value<bool>();
+            model.isIndex = doc["isIndex"].Value<bool>();
+            model.daysToExpiration = doc["daysToExpiration"].Value<int>();
+            model.interestRate = doc["interestRate"].Value<int>();
+            model.underlyingPrice = doc["underlyingPrice"].Value<int>();
+            model.volatility = doc["volatility"].Value<int>();
+            model.callExpDateMap = GetMap(doc["callExpDateMap"].ToObject<JObject>());
+            model.putExpDateMap = GetMap(doc["putExpDateMap"].ToObject<JObject>());
+            return model;
+        }
+
+        public List<TDOptionMap> GetMap(JObject doc)
+        {
+            var map = new List<TDOptionMap>();
+
+            foreach (var expiry in doc.Properties())
+            {
+                var exp = new TDOptionMap();
+                map.Add(exp);
+                exp.expires = DateTime.Parse(expiry.Name.Split(":")[0]);
+                exp.options = new List<TDOption>();
+
+                var set = expiry.Value.ToObject<JObject>();
+                foreach (var contract in set.Properties())
+                {
+                    var stike = double.Parse(contract.Name);
+                    var tuples = contract.Value.First.ToObject<JObject>();
+                    var option = new TDOption();
+                    option.strike = stike;
+                    exp.options.Add(option);
+
+                    option.putCall = tuples["putCall"].Value<string>();
+                    option.symbol = tuples["symbol"].Value<string>();
+                    option.description = tuples["description"].Value<string>();
+                    option.exchangeName = tuples["exchangeName"].Value<string>();
+                    option.bidPrice = tuples["bid"].Value<double>();
+                    option.askPrice = tuples["ask"].Value<double>();
+                    option.lastPrice = tuples["last"].Value<double>();
+                    option.markPrice = tuples["mark"].Value<double>();
+                    option.bidSize = tuples["bidSize"].Value<int>();
+                    option.askSize = tuples["askSize"].Value<int>();
+                    option.lastSize = tuples["lastSize"].Value<int>();
+                    option.highPrice = tuples["highPrice"].Value<double>();
+                    option.lowPrice = tuples["lowPrice"].Value<double>();
+                    option.openPrice = tuples["openPrice"].Value<double>();
+                    option.closePrice = tuples["closePrice"].Value<double>();
+                    option.totalVolume = tuples["totalVolume"].Value<int>();
+                    option.quoteTimeInLong = tuples["quoteTimeInLong"].Value<long>();
+                    option.tradeTimeInLong = tuples["tradeTimeInLong"].Value<long>();
+                    option.netChange = tuples["netChange"].Value<double>();
+                    option.volatility = tuples["volatility"].Value<double>();
+                    option.delta = tuples["delta"].Value<double>();
+                    option.gamma = tuples["gamma"].Value<double>();
+                    option.theta = tuples["theta"].Value<double>();
+                    option.vega = tuples["vega"].Value<double>();
+                    option.rho = tuples["rho"].Value<double>();
+                    option.timeValue = tuples["timeValue"].Value<double>();
+                    option.openInterest = tuples["openInterest"].Value<int>();
+                    option.isInTheMoney = tuples["inTheMoney"].Value<bool>();
+                    option.theoreticalOptionValue = tuples["theoreticalOptionValue"].Value<double>();
+                    option.theoreticalVolatility = tuples["theoreticalVolatility"].Value<double>();
+                    option.strikePrice = tuples["strikePrice"].Value<double>();
+                    option.expirationDate = tuples["expirationDate"].Value<string>();
+                    option.multiplier = tuples["multiplier"].Value<double>();
+                    option.settlementType = tuples["settlementType"].Value<string>();
+                    option.deliverableNote = tuples["deliverableNote"].Value<string>();
+                    option.percentChange = tuples["percentChange"].Value<double>();
+                    option.markChange = tuples["markChange"].Value<double>();
+                    option.markPercentChange = tuples["markPercentChange"].Value<double>();
+
+                }
+            }
+            return map;
+        }
+
     }
 
+
     [Serializable]
-    public class TDOptionDeliverablesList
+    public class TDOptionMap
     {
-        public string symbol { get; set; }
-        public string assetType { get; set; }
-        public string deliverableUnits { get; set; }
-        public string currencyType { get; set; }
+        public DateTime expires { get; set; }
+
+        public List<TDOption> options { get; set; }
     }
 
+
+
     [Serializable]
     public class TDOption
     {
@@ -207,73 +279,71 @@ public class TDOption
         public string symbol { get; set; }
         public string description { get; set; }
         public string exchangeName { get; set; }
-        public int bidPrice { get; set; }
-        public int askPrice { get; set; }
-        public int lastPrice { get; set; }
-        public int markPrice { get; set; }
+        public double strike { get; set; }
+        public double bidPrice { get; set; }
+        public double askPrice { get; set; }
+        public double lastPrice { get; set; }
+        public double markPrice { get; set; }
         public int bidSize { get; set; }
         public int askSize { get; set; }
         public int lastSize { get; set; }
-        public int highPrice { get; set; }
-        public int lowPrice { get; set; }
-        public int openPrice { get; set; }
-        public int closePrice { get; set; }
+        public double highPrice { get; set; }
+        public double lowPrice { get; set; }
+        public double openPrice { get; set; }
+        public double closePrice { get; set; }
         public int totalVolume { get; set; }
-        public int quoteTimeInLong { get; set; }
-        public int tradeTimeInLong { get; set; }
-        public int netChange { get; set; }
-        public int volatility { get; set; }
-        public int delta { get; set; }
-        public int gamma { get; set; }
-        public int theta { get; set; }
-        public int vega { get; set; }
-        public int rho { get; set; }
-        public int timeValue { get; set; }
+        public long quoteTimeInLong { get; set; }
+        public long tradeTimeInLong { get; set; }
+
+        public double netChange { get; set; }
+        public double volatility { get; set; }
+        public double delta { get; set; }
+        public double gamma { get; set; }
+        public double theta { get; set; }
+        public double vega { get; set; }
+        public double rho { get; set; }
+        public double timeValue { get; set; }
         public int openInterest { get; set; }
         public bool isInTheMoney { get; set; }
-        public int theoreticalOptionValue { get; set; }
-        public int theoreticalVolatility { get; set; }
-        public bool isMini { get; set; }
-        public bool isNonStandard { get; set; }
-        public List<TDOptionDeliverablesList> optionDeliverablesList { get; set; }
-        public int strikePrice { get; set; }
+        public double theoreticalOptionValue { get; set; }
+        public double theoreticalVolatility { get; set; }
+        public double strikePrice { get; set; }
         public string expirationDate { get; set; }
         public string expirationType { get; set; }
-        public int multiplier { get; set; }
+        public double multiplier { get; set; }
         public string settlementType { get; set; }
         public string deliverableNote { get; set; }
-        public bool isIndexOption { get; set; }
-        public int percentChange { get; set; }
-        public int markChange { get; set; }
-        public int markPercentChange { get; set; }
+        public double percentChange { get; set; }
+        public double markChange { get; set; }
+        public double markPercentChange { get; set; }
     }
 
     [Serializable]
     public class TDUnderlying
     {
-        public int ask { get; set; }
+        public double ask { get; set; }
         public int askSize { get; set; }
-        public int bid { get; set; }
+        public double bid { get; set; }
         public int bidSize { get; set; }
-        public int change { get; set; }
-        public int close { get; set; }
+        public double change { get; set; }
+        public double close { get; set; }
         public bool delayed { get; set; }
         public string description { get; set; }
         public string exchangeName { get; set; }
-        public int fiftyTwoWeekHigh { get; set; }
-        public int fiftyTwoWeekLow { get; set; }
-        public int highPrice { get; set; }
-        public int last { get; set; }
-        public int lowPrice { get; set; }
-        public int mark { get; set; }
-        public int markChange { get; set; }
-        public int markPercentChange { get; set; }
-        public int openPrice { get; set; }
-        public int percentChange { get; set; }
-        public int quoteTime { get; set; }
+        public double fiftyTwoWeekHigh { get; set; }
+        public double fiftyTwoWeekLow { get; set; }
+        public double highPrice { get; set; }
+        public double last { get; set; }
+        public double lowPrice { get; set; }
+        public double mark { get; set; }
+        public double markChange { get; set; }
+        public double markPercentChange { get; set; }
+        public double openPrice { get; set; }
+        public double percentChange { get; set; }
+        public double quoteTime { get; set; }
         public string symbol { get; set; }
         public int totalVolume { get; set; }
-        public int tradeTime { get; set; }
+        public double tradeTime { get; set; }
     }
 
 
diff --git a/TDAmeritrade/Models/TDPriceHistoryModels.cs b/TDAmeritrade/Models/TDPriceHistoryModels.cs
index 7eeb1f8..8b14da5 100644
--- a/TDAmeritrade/Models/TDPriceHistoryModels.cs
+++ b/TDAmeritrade/Models/TDPriceHistoryModels.cs
@@ -1,12 +1,10 @@
 using Newtonsoft.Json;
 using System;
-using System.Collections.Generic;
-using System.Linq;
 
 namespace TDAmeritrade
 {
     [Serializable]
-    public struct TDPriceCandle
+    public struct TDPriceCandle : IBitModel
     {
         public double close { get; set; }
         public double datetime { get; set; }
@@ -27,6 +25,16 @@ public DateTime DateTime
                 datetime = TDHelpers.ToUnixTimeSeconds(value);
             }
         }
+
+        public void Parse(BitSerializer stream)
+        {
+            datetime = stream.Parse(datetime);
+            open = stream.Parse(open);
+            low = stream.Parse(low);
+            high = stream.Parse(high);
+            close = stream.Parse(close);
+            volume = stream.Parse(volume);
+        }
     }
 
 
diff --git a/TDAmeritrade/TDAmeritradeClient.cs b/TDAmeritrade/TDAmeritradeClient.cs
index bbbc07f..3a55c5b 100644
--- a/TDAmeritrade/TDAmeritradeClient.cs
+++ b/TDAmeritrade/TDAmeritradeClient.cs
@@ -191,7 +191,7 @@ public async Task<TDOptionChain> GetOptionsChain(TDOptionChainRequest request)
             var json = await GetOptionsChainJson(request);
             if (!IsNullOrEmpty(json))
             {
-                return JsonConvert.DeserializeObject<TDOptionChain>(json);
+                return JsonConvert.DeserializeObject<TDOptionChain>(json, new TDOptionChainConverter());
             }
             return null;
         }
@@ -213,18 +213,35 @@ public async Task<string> GetOptionsChainJson(TDOptionChainRequest request)
                 queryString.Add("apikey", AuthResult.consumer_key);
             }
             queryString.Add("symbol", request.symbol);
-            queryString.Add("contractType", request.contractType.ToString());
-            queryString.Add("strikeCount", request.strikeCount.ToString());
+            if (request.contractType.HasValue)
+            {
+                queryString.Add("contractType", request.contractType.ToString());
+            }
+            if (request.strikeCount.HasValue)
+            {
+                queryString.Add("strikeCount", request.strikeCount.ToString());
+            }
             queryString.Add("includeQuotes", request.includeQuotes ? "FALSE" : "TRUE");
-            queryString.Add("strategy", request.strategy.ToString());
-            queryString.Add("interval", request.interval.ToString());
+            if (request.interval.HasValue)
+            {
+                queryString.Add("interval", request.interval.ToString());
+            }
             if (request.strike.HasValue)
             {
                 queryString.Add("strike", request.strike.Value.ToString());
             }
-            queryString.Add("fromDate", request.fromDate.ToString("yyyy-MM-dd"));
-            queryString.Add("toDate", request.toDate.ToString("yyyy-MM-dd"));
-            queryString.Add("expMonth", request.expMonth);
+            if (request.fromDate.HasValue)
+            {
+                queryString.Add("fromDate", request.fromDate.Value.ToString("yyyy-MM-dd"));
+            }
+            if (request.toDate.HasValue)
+            {
+                queryString.Add("toDate", request.toDate.Value.ToString("yyyy-MM-dd"));
+            }
+            if (!string.IsNullOrEmpty(request.expMonth))
+            {
+                queryString.Add("expMonth", request.expMonth);
+            }
             queryString.Add("optionType", request.optionType.ToString());
 
             if (request.strategy == TDOptionChainStrategy.ANALYTICAL)
@@ -237,7 +254,7 @@ public async Task<string> GetOptionsChainJson(TDOptionChainRequest request)
 
             var q = queryString.ToString();
 
-            var path = $"https://api.tdameritrade.com/v1/marketdata/chains{q}";
+            var path = $"https://api.tdameritrade.com/v1/marketdata/chains?{q}";
 
             using (var client = new HttpClient())
             {
@@ -419,16 +436,13 @@ public async Task<TDPrincipal> GetPrincipals(params TDPrincipalsFields[] fields)
         /// <returns></returns>
         public async Task<string> GetPrincipalsJson(params TDPrincipalsFields[] fields)
         {
-
-            if (!HasConsumerKey)
+            if (!IsSignedIn)
             {
-                throw (new Exception("ConsumerKey is null"));
+                throw (new Exception("Not authenticated"));
             }
 
             var arg = string.Join(",", fields.Select(o => o.ToString()));
 
-            var key = HttpUtility.UrlEncode(AuthResult.consumer_key);
-
             var path = $"https://api.tdameritrade.com/v1/userprincipals?fields={arg}";
 
             using (var client = new HttpClient())
@@ -446,5 +460,43 @@ public async Task<string> GetPrincipalsJson(params TDPrincipalsFields[] fields)
             }
         }
         #endregion
+
+        #region Misc
+
+        /// <summary>
+        /// Retrieve market hours for specified single market
+        /// </summary>
+        public async Task<string> GetMarketHoursJson(MarketTypes type, DateTime day)
+        {
+            if (!IsSignedIn)
+            {
+                throw (new Exception("ConsumerKey is null"));
+            }
+
+            var key = HttpUtility.UrlEncode(AuthResult.consumer_key);
+
+            string path = IsSignedIn
+                ? $"https://api.tdameritrade.com/v1/marketdata/{type}/hours?date={day.ToShortDateString()}"
+                : $"https://api.tdameritrade.com/v1/marketdata/{type}/hours?apikey={key}&date={day.ToShortDateString()}";
+
+            using (var client = new HttpClient())
+            {
+                if (IsSignedIn)
+                {
+                    client.DefaultRequestHeaders.Authorization = new AuthenticationHeaderValue("Bearer", AuthResult.access_token);
+                }
+                var res = await client.GetAsync(path);
+
+                switch (res.StatusCode)
+                {
+                    case HttpStatusCode.OK:
+                        return await res.Content.ReadAsStringAsync();
+                    default:
+                        throw (new Exception($"{res.StatusCode} {res.ReasonPhrase}"));
+                }
+            }
+        }
+        #endregion
+
     }
 }