10-Year T-Note Futures Expiration Bug

[AlexCatarino]

Expected Behavior

Correct expiration date.
ZNZ5 is ZN21Z25
https://www.cmegroup.com/markets/interest-rates/us-treasury/10-year-us-treasury-note.calendar.html

Actual Behavior

ZNZ5 is ZN22Z25

In live mode with IB:

Live Handled Error: Brokerage Warning: No security definition has been found for the request. Origin: [Id=11] GetContractDetails: ZN22Z25 (FUT ZN USD
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Potential Solution

Review date definition/holidays.

Reproducing the Problem

qb = QuantBook()
f = qb.add_future('ZN')
qb.future_chain(f.symbol, flatten=True).data_frame

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

[lifelonginvestorllc]

Hi, This issue currently blocking us to roll over the ZN contract, could you get this corrected today. So that we can roll over without interrupting our trading session. Please take it as high priority.

[Martin-Molinero]

We are working hard on a fix for this issue, the underlying reason is due to #8522 and related PR #8580 . Thank you for the patience 🙏

[lifelonginvestorllc]

Thanks for the response. could you please let me know the ETA? I need to plan it out on my side.

There should be a way to avoid it ahead of time by rechecking these dates with a programatic way.

We can't afford to just stop trading on one contract in the middle. Please let us know if need some help on this.