self.get_chain#
- strategies.strategy.Strategy.get_chain(self, chains, exchange='SMART')#
Returns option chain for a particular exchange.
Takes in a full set of chains for all the exchanges and returns on chain for a given exchange. The full chains are returned from get_chains method.
- Parameters:
chains (dictionary of dictionaries) – The chains dictionary created by get_chains method.
exchange (str optional) – The exchange such as SMART, CBOE. Default is SMART
- Returns:
A dictionary of option chain information for one stock and for one exchange. It will contain:
Underlying conId (int)
TradingClass (str) eg: FB
Multiplier (str) eg: 100
Expirations (set of str) eg: {20230616, …}
Strikes (set of floats)
- Return type:
dictionary
Example
>>> # Will return the option chains for SPY >>> asset = "SPY" >>> chain = self.get_chain(asset)