OK, some info, not sure if you can use it or not. First of all, it looks like your projectile has a sintered iron rotating band. The U.S. doesn't use that material on small arms ammo manufactured domestically. It would use copper alloy. When I look over my 20mm X 139 ammo, most is stamped DN, most likely purchased outside the U.S. Also, the U.S. doesn't use screw-in primers on domestic manufactured cases, they use pressed in primers. It appears that your primer is a press-in style which would suggest U.S.
History wise, the U.S. has always been behind the times with 20mm HEI-T ammo. When they first started using 20mm Vulcan ammo in aircraft, they were firing HEI ammo, but didn't have a tracer round, so they combined HEI and TP-T ammo, so they could get some tracer indication, similar to mixing ball and tracer ammo in machineguns.
The U.S. has always been big on Self-destroying ammo for antiaircraft use, so they came up with the M246 HEIT-SD round, which was used in antiaircraft and aircraft use, including cobra helicopters and F-16 aircraft. I have attached the datasheet for that round that shows the proper current color code. Black lettering on a Yellow projectile, with light red/pink band below the fuze. Band of red TTTTTTT's around the body for tracer, and brown band for low order detonation on SD action. There is also a 20mm HEI-T round, M242, but these are very rare. The M246 seems to be the most common.
Normally, the U.S. small arms ammo is described in TM 43-0001-27, but the latest electronic version is 1994, 19 years old, and it doesn't show a 20mm X 139 HEIT-SD round. So, your round could be a new development, as I see that some cobra heicopters are carrying armament that fires 20mm X 139 ammo.