Future option tickers with a two-digit year resolve to the wrong decade

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Assessment

Difficulty
2/5
Estimated time
1-3 hours
Newbie friendliness
82/100
Issue type
Bug
Clarity
Clearly specified
Activity status
Active
Tech stack
csharp
Domain
backend

Research direction

Open Common/SymbolRepresentation.cs and read ParseFutureOptionSymbol, following how it builds the expiry year and where it compares against FutureTickerProperties.ExpirationYearShortLength. Compare that branch with ParseFutureSymbol, which already handles two-digit years correctly, and make the option path agree. Verify with the snippet in the issue plus the symbol-representation tests under the Tests/Common project, and confirm ParseTickerFromUserInput for the JSON symbol yields the same underlying.

Written by the indexing model from the issue text.

Description

Expected Behavior

SymbolRepresentation.ParseFutureOptionSymbol("ESZ05 C1200") returns an option on the December 2005 ES future, the same contract that SymbolRepresentation.ParseFutureSymbol("ESZ05") returns. A two-digit year already defines the decade.

Actual Behavior

ParseFutureOptionSymbol adds 20 to every year below 10, including two-digit years, so ESZ05 C1200 returns an option on the December 2025 ES future. ESH09 P800 returns a 2029 future instead of 2009. The same happens for user-friendly JSON symbols such as {"value":"ESZ05 C1200","type":"8"} and for tickers passed to the data downloader, because both go through SymbolRepresentation.ParseTickerFromUserInput.

Potential Solution

Only move single-digit years into the 2020s, using FutureTickerProperties.ExpirationYearShortLength (Common/SymbolRepresentation.cs, ParseFutureOptionSymbol).

Reproducing the Problem
var option = SymbolRepresentation.ParseFutureOptionSymbol("ESZ05 C1200");
var future = SymbolRepresentation.ParseFutureSymbol("ESZ05");
Assert.AreEqual(future, option.Underlying); // fails: the option's underlying expires in December 2025
System Information

Ubuntu x86_64, .NET SDK 10.0.403, master at 22404ea28b8d3f3c9eb74d6ed9f0444426f8e417.

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  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
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