self.get_chains

lumibot.strategies.strategy.Strategy.get_chains(self, asset: Asset)

Return the option-chain information for asset.

The broker returns the option chain for every exchange that trades the asset. Each exchange entry includes the contract multiplier and nested strike data so strategies can validate expirations and strikes before placing orders.

Parameters

param asset:

Instrument whose option chain is being fetched.

type asset:

lumibot.entities.Asset

Returns

returns:

Mapping containing Multiplier (string contract multiplier), Exchange (source exchange identifier), and Chains (nested dictionaries keyed first by option side—CALL/PUT—and then by expiration string). Each expiration maps to a list of strikes.

rtype:

dict

Examples

• Option chain lookup

  chains = self.get_chains("SPY")
  july_calls = chains["Chains"]["CALL"]["2023-07-31"]
  print(f"First July strike: {july_calls[0]}")