Retrieving FutureOptionChain from CME URL fails with a 403.

[sukhcs]

Expected Behavior

Retrieving FutureOptionChain using the following, fails with a 403. This should have returned 200.
The following filter was used in the initialize block of the algorithm
self.add_future_option(self._mes.symbol, lambda option_filter_universe: option_filter_universe.naked_put(21, 0))

This in-turns calls a CME URL from LiveOptionChainProvider.cs : https://www.cmegroup.com/CmeWS/mvc/ProductSlate/V2/List?pageNumber=1&sortAsc=false&sortField=rank&searchString=MES&pageSize=5

that should pass with 200, but instead returns 403.

Actual Behavior

The actual behavior is getting a 403, when a call to CME is made to get future option chain info for MES options

   at QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider.GetFutureOptionContractList(Symbol futureContractSymbol, DateTime date)+MoveNext() in **Engine/DataFeeds/LiveOptionChainProvider.cs:line 165**
←[39;49m←[39;49m←[31m20250217 03:58:01.057 ERROR:: <GetFutureOptionContractList>d__13.MoveNext(): Failed to retrieve futures options chain from CME, retrying (3 / 5) System.Net.Http.HttpRequestException: Response status code does not
indicate success: 403 (Forbidden).

Potential Solution

Fix any http header /param that is expected by the CME site and is being missed.

A direct call to the URL using a chrome browser returns 200/and informaiton
URL: https://www.cmegroup.com/CmeWS/mvc/ProductSlate/V2/List?pageNumber=1&sortAsc=false&sortField=rank&searchString=MES&pageSize=5

But this call fails when called from a Lean Docker Instance

Reproducing the Problem

def initialise:
self._mes = self.add_future(Futures.Indices.MICRO_SP_500_E_MINI, Resolution.TICK, extended_market_hours=True)
self.add_future_option(self._mes.symbol, lambda option_filter_universe: option_filter_universe.naked_put(21, 0))

System Information

Running in docker container on Windows host.

Checklist

• [Y ] I have completely filled out this template
• [ Y] I have confirmed that this issue exists on the current master branch
• [ Y] I have confirmed that this is not a duplicate issue by searching issues

• [Y] I have provided detailed steps to reproduce the issue

20250217 03:57:31.741 TRACE:: LiveTradingDataFeed.CreateUniverseSubscription(): Creating option chain universe: MES 1S4|MES YQYHC5L1GPA9
20250217 03:57:31.743 TRACE:: DataManager.AddSubscription(): Added ?MES21H25,#0,MES21H25,Minute,ZipEntryName,Quote,Raw,OpenInterest. Start: 2/17/2025 3:57:31 AM. End: 12/31/2050 12:00:00 AM
[39;49m←[31m20250217 03:58:00.401 ERROR:: <GetFutureOptionContractList>d__13.MoveNext(): Failed to retrieve futures options chain from CME, retrying (1 / 5) System.Net.Http.HttpRequestException: Response status code does not indicate
success: 403 (Forbidden).
   at System.Net.Http.HttpResponseMessage.EnsureSuccessStatusCode()
   at QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider.GetFutureOptionContractList(Symbol futureContractSymbol, DateTime date)+MoveNext() in Engine/DataFeeds/LiveOptionChainProvider.cs:line 165
←[39;49m←[39;49m←[31m20250217 03:58:00.561 ERROR:: <GetFutureOptionContractList>d__13.MoveNext(): Failed to retrieve futures options chain from CME, retrying (2 / 5) System.Net.Http.HttpRequestException: Response status code does not
indicate success: 403 (Forbidden).
   at System.Net.Http.HttpResponseMessage.EnsureSuccessStatusCode()
   at QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider.GetFutureOptionContractList(Symbol futureContractSymbol, DateTime date)+MoveNext() in Engine/DataFeeds/LiveOptionChainProvider.cs:line 165
←[39;49m←[39;49m←[31m20250217 03:58:01.057 ERROR:: <GetFutureOptionContractList>d__13.MoveNext(): Failed to retrieve futures options chain from CME, retrying (3 / 5) System.Net.Http.HttpRequestException: Response status code does not
indicate success: 403 (Forbidden).
   at System.Net.Http.HttpResponseMessage.EnsureSuccessStatusCode()
   at QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider.GetFutureOptionContractList(Symbol futureContractSymbol, DateTime date)+MoveNext() in Engine/DataFeeds/LiveOptionChainProvider.cs:line 165
←[39;49m←[39;49m←[31m20250217 03:58:01.567 ERROR:: <GetFutureOptionContractList>d__13.MoveNext(): Failed to retrieve futures options chain from CME, retrying (4 / 5) System.Net.Http.HttpRequestException: Response status code does not
indicate success: 403 (Forbidden).
   at System.Net.Http.HttpResponseMessage.EnsureSuccessStatusCode()
   at QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider.GetFutureOptionContractList(Symbol futureContractSymbol, DateTime date)+MoveNext() in Engine/DataFeeds/LiveOptionChainProvider.cs:line 165
←[39;49m←[39;49m←[31m20250217 03:58:02.080 ERROR:: <GetFutureOptionContractList>d__13.MoveNext(): Failed to retrieve futures options chain from CME, returning empty result (5 / 5) System.Net.Http.HttpRequestException: Response status code
does not indicate success: 403 (Forbidden).
   at System.Net.Http.HttpResponseMessage.EnsureSuccessStatusCode()

[Martin-Molinero]

Thanks for the report, closing as duplicate of #8427. The usage of the chain provider will soon be replaced by #8480