Fix: AUD(6A) FOP expiration (#9139)

* fix: AUD(6A) FOP expiration

* feat: add 6A to FOP expiry delta
refactor: rename variable to project pattern naming

* remove: AUD fop expiry delta
test:fix: use flexible reference data in  FutureAndOptionMapping

* test:fix: AUD in GetUnderlyingSymbolFromFutureOption

Author: Romazes

Common/Securities/Future/FuturesListings.cs

@@ -36,6 +36,7 @@ public static class FuturesListings
         private static readonly Symbol _zl = Symbol.Create("ZL", SecurityType.Future, Market.CBOT);
         private static readonly Symbol _zw = Symbol.Create("ZW", SecurityType.Future, Market.CBOT);
         private static readonly Symbol _tn = Symbol.Create("TN", SecurityType.Future, Market.CBOT);
+        private static readonly Symbol _aud = Symbol.Create("6A", SecurityType.Future, Market.CME);
 
         private static Dictionary<string, Func<DateTime, List<Symbol>>> _futuresListingRules = new Dictionary<string, Func<DateTime, List<Symbol>>>
         {
@@ -71,7 +72,8 @@ public static class FuturesListings
                 _zw,
                 t,
                 7,
-                new FuturesListingCycles(new[] { 3, 5, 7, 9, 12 }, 15)) }
+                new FuturesListingCycles(new[] { 3, 5, 7, 9, 12 }, 15)) },
+            { "6A", t => QuarterlyContracts(_aud, t, 8) }
         };
 
         /// <summary>

Common/Securities/FutureOption/FuturesOptionsUnderlyingMapper.cs

@@ -60,7 +60,10 @@ public static class FuturesOptionsUnderlyingMapper
             // COMEX
             { "HG", (d, _) => ContractMonthYearStartThreeMonthsThenEvenOddMonthsSkipRule(d, true) },
             { "SI", (d, _) => ContractMonthYearStartThreeMonthsThenEvenOddMonthsSkipRule(d, true) },
-            { "GC", (d, _) => ContractMonthEvenOddMonth(d, false) }
+            { "GC", (d, _) => ContractMonthEvenOddMonth(d, false) },
+
+            // CME
+            { "6A", (d, ld) => ContractMonthSerialLookupRule(Symbol.Create("6A", SecurityType.Future, Market.CME), d, ld.Value) }
         };
 
         /// <summary>

Tests/Common/Securities/FutureOption/FuturesOptionsExpiryFunctionsTests.cs

@@ -107,12 +107,18 @@ public void ExpiryFunctionsReturnExpectedResults(string futureTicker, string mar
         [TestCase("6N", Market.CME, "202511", "20251107", "20251215")]
         [TestCase("6N", Market.CME, "202512", "20251205", "20251215")]
         [TestCase("6N", Market.CME, "202601", "20260109", "20260316")]
+        [TestCase("6A", Market.CME, "202601", "20260109", "20260316", Description = "Quarterly contract : Mar")]
+        [TestCase("6A", Market.CME, "202602", "20260206", "20260316", Description = "Quarterly contract : Mar")]
+        [TestCase("6A", Market.CME, "202603", "20260306", "20260316", Description = "Quarterly contract : Mar")]
+        [TestCase("6A", Market.CME, "202604", "20260403", "20260615", Description = "Quarterly contract : Jun")]
+        [TestCase("6A", Market.CME, "202605", "20260508", "20260615", Description = "Quarterly contract : Jun")]
+        [TestCase("6A", Market.CME, "202606", "20260605", "20260615", Description = "Quarterly contract : Jun")]
         public void FutureAndOptionMapping(string futureTicker, string market, string fopContractMonthYear, string expectedFop, string expectedFuture)
         {
             var contractMonth = DateTime.ParseExact(fopContractMonthYear, DateFormat.YearMonth, CultureInfo.InvariantCulture);
 
             var fopExpiry = Time.ParseDate(expectedFop);
-            var referenceDate = new DateTime(fopExpiry.Year, 9, 1);
+            var referenceDate = new DateTime(fopExpiry.Year, fopExpiry.Month, 1);
             var canonicalFuture = Symbol.Create(futureTicker, SecurityType.Future, market);
             var canonicalFutureOption = Symbol.CreateOption(
                 canonicalFuture,

Tests/Common/Securities/FutureOption/FuturesOptionsUnderlyingMapperTests.cs

@@ -35,8 +35,10 @@ public class FuturesOptionsUnderlyingMapperTests
         [TestCase("ZN", Market.CBOT, 2021, 2, 19, 2021, 3, 22, false)]
         [TestCase("ZS", Market.CBOT, 2021, 2, 19, 2021, 3, 12, false)]
         [TestCase("ZW", Market.CBOT, 2021, 2, 19, 2021, 3, 12, false)]
-        [TestCase("6A", Market.CME, 2025, 09, 05, 2025, 09, 15, false)]
-        [TestCase("6A", Market.CME, 2025, 12, 05, 2025, 12, 15, false)]
+        [TestCase("6A", Market.CME, 2021, 09, 05, 2021, 09, 13, false)]
+        [TestCase("6A", Market.CME, 2021, 10, 05, 2021, 12, 13, false)]
+        [TestCase("6A", Market.CME, 2021, 11, 05, 2021, 12, 13, false)]
+        [TestCase("6A", Market.CME, 2021, 12, 05, 2021, 12, 13, false)]
         [TestCase("6B", Market.CME, 2025, 09, 05, 2025, 09, 15, false)]
         [TestCase("6B", Market.CME, 2025, 12, 05, 2025, 12, 15, false)]
         [TestCase("6C", Market.CME, 2025, 09, 05, 2025, 09, 16, false)]