Is there any way to export historical data for a given futures instruments but continuous? seems like you can only export by per contract, and I guess not price adjusted.
Take the most recent contract, and settings should be on merge back adjusted.
Take 200 days, and you can export the data as continuous data.
Because it is merge back adjusted, the older contracts will not give the original data but the continuous data.
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This doesn’t work for me at all. In the export data section, I can only export specific contracts data. I have merge back adjusted set but in the export section selecting the most recent contract only exports it’s own data, not previous contracts.
^^ this exports a file with 3 months worth of data. Despite the fact I’ve selected date range of a year