Will future data merges I perform have to include previous contracts in order to get a years worth of intra-day data?
e.g. (ES)
I am merging 06-10 with 09-10 to give me data from March to today. When I get to merging 09-10 with 12-10, do I have to merge 06-10 and 09-10 to 12-10? Or can I merge 09-10 with a date of 03/20/10 (06-10 contract) to 12-10 since I've already merged 09-10 with 06-10 data?
Using NT 6.5.
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