'Retrieves the future chain for the contract at the given `dt` according
the `continuous_future` specification.
Returns
future_chain : list[Future]
A list of active futures, where the first index is the current
contract specified by the continuous future definition, the second
is the next upcoming contract and so on.'

def get_current_future_chain(self, continuous_future, dt):

    rf = self._roll_finders[continuous_future.roll_style]
    session = self.trading_calendar.minute_to_session_label(dt)
    contract_center = rf.get_contract_center(continuous_future.root_symbol, session, continuous_future.offset)
    oc = self.asset_finder.get_ordered_contracts(continuous_future.root_symbol)
    chain = oc.active_chain(contract_center, session.value)
    return self.asset_finder.retrieve_all(chain)
