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Schedule.On for futures

self.wti = self.AddFuture(Futures.Energies.CruedOilWTI, Resolution.Minute)
self.wti.setFilter(timedelta(30), timedelta(365))

self.Schedule.On(self.DateRules.MonthEnd(self.wti), self.TimeRules.AfterMarketOpen(self.wti, 10), self.liq_energy)


is this a valid way of using futures in the self.Schedule.On() ?

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The methods MonthEnd() and AfterMarketOpens() both need a Symbol object as a parameter, not a Future object. This algorithm below has the correct implementation. While this is a valid way of using self.Schedule.On(), this might not be what you are looking for. Are you expecting the scheduled event to trigger at the expiry of the current future contract? 

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