FuturesChains - Resolution to OnData

I solved this on my own. For good order, here is the working code. I believe the problem was the self.future.setFIlter 

# region imports
from AlgorithmImports import *
# endregion

class JumpingOrangeCoyote(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 4, 22)  # Set Start Date
        self.SetEndDate(2022,9,30)
        self.SetCash(1000000)  # Set Strategy Cash
        
        self.px_multi = {}

        tickers = [
            #Futures.Indices.VIX,
            Futures.Indices.SP500EMini
            #Futures.Currencies.MicroEther

        ]

        for ticker in tickers:
            #get symbols
            self.future = self.AddFuture(ticker)
            self.sym = self.future.Symbol
            self.future.SetFilter(0, 90)
            self.px_multi[self.sym] = self.future.SymbolProperties.ContractMultiplier
        
        self.SetWarmup(26,Resolution.Daily)

        self.contract = None




    def OnData(self, data):
        if self.IsWarmingUp:
            return
        
        if self.Time.hour == 10 and self.Time.minute == 0:
            #get most liquid fut (OI)
            for chain in data.FutureChains:
            #retrieving contracts from chain
                contracts = [i for i in chain.Value]
                sorted_contracts = sorted(contracts, key=lambda x: x.OpenInterest)
                if len(contracts) == 0:
                    continue

                contract = contracts[0]
                
                self.Debug(f" {contract} {self.Time}")

            #for each item in futures px multiplier dictionary if not invested buy 1 lot 
            for key,value in self.px_multi.items():
                invested = [x.Key for x in self.Portfolio if x.Value.Invested]                
                if not self.Portfolio[self.Securities[key].Mapped].Invested:
                    #if invested in contract that isnt most OI then roll 
                    for i in invested:
                        security_holding = self.Portfolio[i]
						#if left 3 characters of holding and contract are the same then 
						#you aren't in the most liquid contract, so liquidate with tag "roll" 
						#and then buy another lot of the front 
                        if str(security_holding)[:3] == str(contract)[:3]:
                            self.Liquidate(i,"Roll")
                    self.MarketOrder(self.Securities[key].Mapped,1)

    
                

Won't let me edit but should use the if str(security_holding)[:2] == str(contract)[:2] instead of [:3] because some of the futures use 2 characters and a year code instead of a space.