Add Spot-Quoted Nasdaq-100 (QNDX) futures

Common/Securities/Future/FutureExpirationCycles.cs

@@ -35,6 +35,11 @@ public static class FutureExpirationCycles
         /// </summary>
         public static readonly int[] March = { 3, 6, 9, 12 };
 
+        /// <summary>
+        /// June Cycle: Expirations in June
+        /// </summary>
+        public static readonly int[] June = { 6 };
+
         /// <summary>
         /// December Cycle: Expirations in December
         /// </summary>

Common/Securities/Future/Futures.cs

@@ -1667,6 +1667,11 @@ public static class Indices
             /// TecDAX Futures
             /// </summary>
             public const string TecDAX = "FTDX";
+
+            /// <summary>
+            /// Spot-Quoted Nasdaq-100 Futures
+            /// </summary>
+            public const string SpotQuotedNasdaq100 = "QNDX";
         }
 
         /// <summary>

Common/Securities/Future/FuturesExpiryFunctions.cs

@@ -239,6 +239,23 @@ public static Func<DateTime, DateTime> FuturesExpiryFunction(Symbol symbol)
                     return thirdFriday.Add(new TimeSpan(13,30,0));
                 })
             },
+            // Spot-Quoted Nasdaq-100 (QNDX): https://www.cmegroup.com/markets/equities/nasdaq/spot-quoted-nasdaq-100.contractSpecs.html
+            {Symbol.Create(Futures.Indices.SpotQuotedNasdaq100, SecurityType.Future, Market.CME), (time =>
+                {
+                    var market = Market.CME;
+                    var symbol = Futures.Indices.SpotQuotedNasdaq100;
+                    var holidays = FuturesExpiryUtilityFunctions.GetExpirationHolidays(market, symbol);
+                    // Annual contracts (June), a single long dated contract instead of a quarterly roll
+                    while (!FutureExpirationCycles.June.Contains(time.Month))
+                    {
+                        time = time.AddMonths(1);
+                    }
+
+                    // Trading terminates at 4:00 p.m. ET on the 2nd Friday of the contract month
+                    var secondFriday = FuturesExpiryUtilityFunctions.SecondFriday(time);
+                    return FuturesExpiryUtilityFunctions.AddBusinessDaysIfHoliday(secondFriday, -1, holidays).Add(new TimeSpan(20, 0, 0));
+                })
+            },
             // Dow30EMini (YM): http://www.cmegroup.com/trading/equity-index/us-index/e-mini-dow_contract_specifications.html
             {Symbol.Create(Futures.Indices.Dow30EMini, SecurityType.Future, Market.CBOT), (time =>
                 {