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Remove Future expiry date from data & use Bank Holidays For Expirations #8580

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Remove Future expiry date from data & use Bank Holidays For Expirations #8580

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@Martin-Molinero Martin-Molinero commented Feb 7, 2025 •
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  • Use Futures Bank Holidays For Expirations
  • Remove no longer supported dairy cme group futures
  • Refactor future data so it stops using expiry but uses contract month instead, avoiding any future expiry date bug/shift, expirations will be calculated at runtime.
    • FOP data will also be under future contract month
    • Updating future data zip entries and universe files too

See #8539

@Martin-Molinero Martin-Molinero force-pushed the bug-use-futures-bank-holidays branch from cb62493 to 8802d08 Compare February 17, 2025 14:40
@Martin-Molinero Martin-Molinero mentioned this pull request Sep 17, 2025
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@Martin-Molinero Martin-Molinero force-pushed the bug-use-futures-bank-holidays branch from 8802d08 to aaa4030 Compare September 29, 2025 21:04
@Martin-Molinero Martin-Molinero changed the title Use Futures Bank Holidays For Expirations Remove Future expiry date from data & use Bank Holidays For Expirations Sep 29, 2025
@Martin-Molinero Martin-Molinero force-pushed the bug-use-futures-bank-holidays branch from aaa4030 to 4b6d0b4 Compare September 29, 2025 21:22
@Martin-Molinero Martin-Molinero force-pushed the bug-use-futures-bank-holidays branch from cac8fde to 7d67680 Compare October 1, 2025 15:35
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