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Review Euro FX Futures Expiration #8522

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AlexCatarino opened this issue Jan 13, 2025 · 4 comments · May be fixed by #8539
Open
4 tasks done

Review Euro FX Futures Expiration #8522

AlexCatarino opened this issue Jan 13, 2025 · 4 comments · May be fixed by #8539
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@AlexCatarino
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AlexCatarino commented Jan 13, 2025

Expected Behavior

Models expiration of Euro FX contracts correctly.

Actual Behavior

The G contract (Feb) expires on the 14th, but we have the 17th.
Captura de ecrã 2025-01-13 024147
Captura de ecrã 2025-01-13 023813

Potential Solution

Reproducing the Problem

self: QuantBook = QuantBook()
future = self.add_future("6E").symbol
contracts = sorted([x for x in self.future_chain_provider.get_future_contract_list(future, self.time)], key=lambda x: x.id.date)
print('\n'.join([f'{x.value} : {x.id.date:%Y%m%d}' for x in contracts]))

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
@Martin-Molinero
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Missing CMEs 2025 Presidents' Day

@codebycase
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codebycase commented Jan 13, 2025

Can we fix it ASAP? this issue stopped us from deploying it successfully. thanks

@investorlifelong
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How long would you need to fix it? We are actively trading on the future MAR 2025 ECH25, how can we skip the FEB 2025 ECG25?? It's urgent, please advise a workaround.

@lifelonginvestorllc
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Any updates please?

@Marinovsky Marinovsky linked a pull request Jan 15, 2025 that will close this issue
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