I'm using the `FrontMonth()` filter to only get the front-month ES contract in `OnData()`, but it seems there's something wrong with the contract data early 2018, because it keeps swapping front-month contracts throughout the day. 

Rest of the available date range seems to work OK.

See attached algo for reproduction.

16568 | 16:01:29: 2018-01-01 19:58 Cur: ES WSVU0MELFQEH 16569 | 16:01:29: 2018-01-01 19:58 New: ES WVDFP4OYEE09 6/15/2018 12:00:00 AM 16570 | 16:01:29: 2018-01-01 19:58 Cur: ES WVDFP4OYEE09 16571 | 16:01:29: 2018-01-01 19:58 New: ES WSVU0MELFQEH 3/16/2018 12:00:00 AM 16572 | 16:01:29: 2018-01-01 19:59 Cur: ES WSVU0MELFQEH 16573 | 16:01:29: 2018-01-01 19:59 New: ES WVDFP4OYEE09 6/15/2018 12:00:00 AM 16574 | 16:01:29: 2018-01-01 19:59 Cur: ES WVDFP4OYEE09 16575 | 16:01:29: 2018-01-01 19:59 New: ES WSVU0MELFQEH 3/16/2018 12:00:00 AM

 

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