Deserializing json string with array of array with Json.NET

Yes, you have to use the JsonConverter class to tell the deserializer how to map an array of values to the OneDay class.

Example:

void Main()
{
    string json = @"{
                        'symbol':'XX',
                        'column_names':['Date','Open','High','Low','Close','Volume'],
                        'data':[
                            ['2014-01-02',25.78,25.82,25.47,25.79,31843697.0],
                            ['2013-12-31',25.81,26.04,25.77,25.96,22809682.0]
                                ]
                    }";

    DailyData dd = JsonConvert.DeserializeObject<DailyData>(json);
    dd.Dump();
}

class OneDayJsonConverter : JsonConverter
{
    public override bool CanConvert(Type objectType)
    {
        throw new NotImplementedException();
    }

    public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
    {
        OneDay obj = new OneDay();
        obj.date = reader.ReadAsDateTime() ?? DateTime.MinValue;
        obj.open = (double)(reader.ReadAsDecimal() ?? 0);
        obj.high = (double)(reader.ReadAsDecimal()?? 0);
        obj.low = (double)(reader.ReadAsDecimal() ?? 0);
        obj.close = (double)(reader.ReadAsDecimal() ?? 0);
        obj.volume = (double)(reader.ReadAsDecimal() ?? 0);
        reader.Read(); 
        return obj;
    }

    public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
    {
        throw new NotImplementedException();
    }
}

public class DailyData
{
    public string symbol { get; set; }
    public List<OneDay> data { get; set; }
}

[JsonConverter(typeof(OneDayJsonConverter))]
public class OneDay
{
    public DateTime date { get; set; }
    public double open { get; set; }
    public double high { get; set; }
    public double low { get; set; }
    public double close { get; set; }
    public double volume { get; set; }
}

Result: