self.get_multiplier

strategies.strategy.Strategy.get_multiplier(self, chains, exchange='SMART')

Returns option chain for a particular exchange.

Using the chains dictionary obtained from get_chains finds all of the multiplier for the option chains on a given exchange.

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

Sorted list of dates in the form of 20221013.

Return type

list of str

Example

>>> # Will return the multiplier for SPY
>>> asset = "SPY"
>>> multiplier = self.get_multiplier(asset)