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Review Euro FX Futures Expiration

Open AlexCatarino opened this issue 1 year ago • 5 comments

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

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues
  • [x] I have provided detailed steps to reproduce the issue

AlexCatarino avatar Jan 13 '25 02:01 AlexCatarino

Missing CMEs 2025 Presidents' Day

Martin-Molinero avatar Jan 13 '25 15:01 Martin-Molinero

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

codebycase avatar Jan 13 '25 20:01 codebycase

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.

investorlifelong avatar Jan 14 '25 00:01 investorlifelong

Any updates please?

lifelonginvestorllc avatar Jan 15 '25 11:01 lifelonginvestorllc

Could you let us know the release date?

investorlifelong avatar Jan 18 '25 13:01 investorlifelong