VolumeSecuritySettings

public bool IsOpenInterest { get; set; }

value = volumeSecuritySettings.IsOpenInterest
volumeSecuritySettings.IsOpenInterest = value

Use open interest for VolumeLevel.

public Unit VolumeLevel { get; set; }

value = volumeSecuritySettings.VolumeLevel
volumeSecuritySettings.VolumeLevel = value

Volume trigger causes switch to the next contract.