Operate in continuos future market 6E (EUR) with quarter contracts

Based on the information provided in the extracts, it seems like you are on the right track with using the Mapped property of the continuous future for trading. The Mapped property references the currently selected contract in the continuous contract series. As the contracts roll over, the Mapped property references the next contract in the series.

However, there might be a few issues with your code.

Firstly, in your OnData method, you are checking if self.ec.contract exists, but self.ec is not defined anywhere in the provided code. You might want to replace self.ec.contract with self.contract.

Secondly, in the OnData method, you are checking if self.continuous_futureEC.Mapped.SecurityType == SecurityType.Future, but self.continuous_futureEC.Mapped is a Symbol object, not a Security object. You should use self.Securities[self.continuous_futureEC.Mapped].SecurityType instead.

Here is the corrected code:

def Initialize(self):    
    ...    
    self.continuous_futureEC = self.AddFuture(
        ticker = Futures.Currencies.EUR,
        resolution = Resolution.Minute,
        market = "CME",
        extendedMarketHours = True,
        dataNormalizationMode = DataNormalizationMode.Raw,
        dataMappingMode = DataMappingMode.OpenInterest,
        contractDepthOffset = 0
    )

    self.continuous_futureEC.SetFilter(lambda future_filter_universe: future_filter_universe.StandardsOnly().FrontMonth())
    self.contract = None

def OnData(self, slice):
    if self.contract is None:
        self.contract = self.continuous_futureEC.Mapped
    if not self.contract: 
        return
    if slice.SymbolChangedEvents.ContainsKey(self.continuous_futureEC.Symbol) and self.Securities[self.continuous_futureEC.Mapped].SecurityType == SecurityType.Future:
        if self.Portfolio.Invested:
            self.Debug("Liquidamos posiciones")
            self.Liquidate(self.contract, tag="Cambio de vencimiento")
        self.contract = self.continuous_futureEC.Mapped
    ...

Please note that this answer is based on the information provided in the extracts and there might be other issues with your code that are not covered by the extracts.