Fix some incorrect future expirations (#9184)

- Some future expiry functions were missing to account for holidays,
  adding unit test reproducing issue

Author: Martin-Molinero

Common/Securities/Future/FuturesExpiryFunctions.cs

@@ -158,7 +158,7 @@ public static Func<DateTime, DateTime> FuturesExpiryFunction(Symbol symbol)
                     }
 
                     // Trading can occur up to 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month
-                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time);
+                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time, Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME));
                     return thirdFriday.Add(new TimeSpan(13,30,0));
                 })
             },
@@ -217,7 +217,7 @@ public static Func<DateTime, DateTime> FuturesExpiryFunction(Symbol symbol)
                     }
 
                     // Trading can occur up to 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month
-                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time);
+                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time, Symbol.Create(Futures.Indices.NASDAQ100EMini, SecurityType.Future, Market.CME));
                     return thirdFriday.Add(new TimeSpan(13,30,0));
                 })
             },
@@ -231,7 +231,7 @@ public static Func<DateTime, DateTime> FuturesExpiryFunction(Symbol symbol)
                     }
 
                     // Trading can occur up to 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month
-                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time);
+                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time, Symbol.Create(Futures.Indices.Dow30EMini, SecurityType.Future, Market.CBOT));
                     return thirdFriday.Add(new TimeSpan(13,30,0));
                 })
             },
@@ -245,7 +245,7 @@ public static Func<DateTime, DateTime> FuturesExpiryFunction(Symbol symbol)
                     }
 
                     // Trading can occur up to 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month
-                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time);
+                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time, Symbol.Create(Futures.Indices.Russell2000EMini, SecurityType.Future, Market.CME));
                     return thirdFriday.Add(new TimeSpan (13,30,0));
                 })
             },
@@ -3208,7 +3208,7 @@ Dec listed in June
                     }
 
                     // Trading terminates at 9:30 a.m. ET on the 3rd Friday of the contract month.
-                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time);
+                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time, Symbol.Create(Futures.Indices.MicroSP500EMini, SecurityType.Future, Market.CME));
                     return thirdFriday.Add(new TimeSpan(13,30,0));
                 })
             },
@@ -3222,7 +3222,7 @@ Dec listed in June
                     }
 
                     // Trading terminates at 9:30 a.m. ET on the 3rd Friday of the contract month.
-                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time);
+                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time, Symbol.Create(Futures.Indices.MicroNASDAQ100EMini, SecurityType.Future, Market.CME));
                     return thirdFriday.Add(new TimeSpan(13,30,0));
                 })
             },
@@ -3236,7 +3236,7 @@ Dec listed in June
                     }
 
                     // Trading terminates at 9:30 a.m. ET on the 3rd Friday of the contract month.
-                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time);
+                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time, Symbol.Create(Futures.Indices.MicroRussell2000EMini, SecurityType.Future, Market.CME));
                     return thirdFriday.Add(new TimeSpan(13,30,0));
                 })
             },
@@ -3250,7 +3250,7 @@ Dec listed in June
                     }
 
                     // Trading can occur up to 9:30 a.m. Eastern Time (ET) on the 3rd Friday of the contract month
-                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time);
+                    var thirdFriday = FuturesExpiryUtilityFunctions.ThirdFriday(time, Symbol.Create(Futures.Indices.MicroDow30EMini, SecurityType.Future, Market.CBOT));
                     return thirdFriday.Add(new TimeSpan(13,30,0));
                 })
             },

Tests/Common/Securities/Futures/FuturesExpiryFunctionsTests.cs

@@ -319,6 +319,20 @@ public void BankHolidaysAreRespected()
             Assert.AreEqual(new DateTime(2025, 2, 14), expiryDate.Date);
         }
 
+        [TestCase(QuantConnect.Securities.Futures.Indices.NASDAQ100EMini, "20260302", "20260320")]
+        [TestCase(QuantConnect.Securities.Futures.Indices.NASDAQ100EMini, "20260602", "20260618")]
+        public void ExpirationUsesHolidays(string symbol, string dateStr, string expectedDate)
+        {
+            var date = Time.ParseDate(dateStr);
+            var expected = Time.ParseDate(expectedDate);
+
+            var futureSymbol = GetFutureSymbol(symbol, date);
+            var func = FuturesExpiryFunctions.FuturesExpiryFunction(GetFutureSymbol(symbol));
+
+            var actual = func(futureSymbol.ID.Date);
+            Assert.AreEqual(expected, actual.Date, $"Failed for symbol: {symbol}. Date {dateStr}");
+        }
+
         // 25th is a sunday
         [TestCase(QuantConnect.Securities.Futures.Energy.MicroCrudeOilWTI, "20221001", "20220919")]
         [TestCase(QuantConnect.Securities.Futures.Energy.CrudeOilWTI, "20221001", "20220920")]