diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/common.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index ca8b6759..b19474db 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -121,7 +121,7 @@ def get_bilateral_trades(d: datetime.date, fund: str, engine: Engine) -> pd.Data params=(d, fund), ) df_options = pd.read_sql_query( - "SELECT cpty_id, folder, initial_margin_percentage * quantity AS ia FROM equityoptions " + "SELECT cpty_id, folder, initial_margin AS ia FROM equityoptions " "WHERE cpty_id IS NOT NULL AND trade_date <= %s AND fund=%s", engine, params=(d, fund), |