CMEStrikePriceScalingFactors
Bases: Object
Provides a means to get the scaling factor for CME's quotes API
get_scale_factor(
underlying_future: Union[Symbol, str, BaseContract],
) -> float
Gets the option chain strike price scaling factor for the quote response from CME
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
underlying_future
|
Union[Symbol, str, BaseContract]
|
Underlying future Symbol to normalize |
required |
Returns:
| Type | Description |
|---|---|
float
|
Scaling factor for the strike price. |