Thanks Petra, is defining DTE 0 or the contract look up being days to expiry 0 enough for zorro to know to look for contracts expiring that day, or would I need to specifically give it a fractional time based expiry window?

Also I noticed in the contract.c file that the calculations use 365.25 days, usually I think traders in pricing models use 252 days which is the number of trading days roughly in a year - is there a good reason to stick with 365 days in the calculations there that you have found or just havent been asked?