Receive Option Chains

EWrapper.securityDefinitionOptionParameter (

reqId: int. ID of the request initiating the callback.

underlyingConId: int. The conID of the underlying security.

tradingClass: String. The option trading class.

multiplier: String. The option multiplier.

exchange: String. Exchange for which the derivative is hosted.

expirations: HashSet. A list of the expiries for the options of this underlying on this exchange.

strikes: HashSet. A list of the possible strikes for options of this underlying on this exchange.
)

Returns the option chain for an underlying on an exchange specified in reqSecDefOptParams There will be multiple callbacks to securityDefinitionOptionParameter if multiple exchanges are specified in reqSecDefOptParams

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def securityDefinitionOptionParameter(self, reqId: int, exchange: str, underlyingConId: int, tradingClass: str, multiplier: str, expirations: SetOfString, strikes: SetOfFloat):
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  print("SecurityDefinitionOptionParameter.", "ReqId:", reqId, "Exchange:", exchange, "Underlying conId:", underlyingConId, "TradingClass:", tradingClass, "Multiplier:", multiplier, "Expirations:", expirations, "Strikes:", strikes)