Super confused, 

self.future = self.AddFuture(Futures.Indices.MicroSP500EMini, Resolution.Minute, extendedMarketHours=True)

self.future.SetFilter(lambda future_filter_universe: future_filter_universe.FrontMonth())

 

 

 

 

 

 

self.future = self.AddFuture(Futures.Indices.MicroSP500EMini, Resolution.Minute, extendedMarketHours=True)

self.future.SetFilter(lambda future_filter_universe: future_filter_universe.FrontMonth())self.future = self.AddFuture(Futures.Indices.MicroSP500EMini, Resolution.Minute, extendedMarketHours=True)

self.future.SetFilter(lambda future_filter_universe: future_filter_universe.FrontMonth()))