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Review Euro FX Futures Expiration
Expected Behavior
Models expiration of Euro FX contracts correctly.
Actual Behavior
The G contract (Feb) expires on the 14th, but we have the 17th.
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
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [x] I have provided detailed steps to reproduce the issue
Missing CMEs 2025 Presidents' Day
Can we fix it ASAP? this issue stopped us from deploying it successfully. thanks
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.
Any updates please?
Could you let us know the release date?