Review Live Future Option Chain Provider

[Martin-Molinero]

Expected Behavior

• Live option chain provider emits futures that Lean engine supports

Actual Behavior

• We believe non standard FOP contracts are being emitted, for example quarterly, cause live algos using IB to select unsupported contracts

Potential Solution

See LiveOptionChainProvider CME group future chain respose, filter out unsupported future contract types

Reproducing the Problem

• Request MNQ future option contracts chain

System Information

N/A

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

[Martin-Molinero]

CME group api has recently changed current implementation is failing with 404, new API v3 specs at
https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/46114039/CME+Reference+Data+API+Version+3 seems needs oauth protocol implemented ref https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/46439667/Client+API+Service+Adoption+using+OAuth+2.0+Protocol. Related https://www.cmegroup.com/notices/reference-data-api/2023/20230727.html