I would like to download the full futures contract of the past 10 years. If choose the most current contract, then it downloads all these contracts and creates them on the fly. The problem: NT does not download the full contract but only to the date where the new one starts, even when rollover is later.
Example: ZC 12-11 is loaded until 30th of November instead until 14th of December
Question 1: Is it not possible that NT downloads the full chain of contracts and for each contract all dates?
Question 2: To get the full data I tried to download each contract alone. The problem: In the instrument manager only contracts of the last year are offered, it is impossible to download the data of a contract 3 years ago.
Could you please help me with these 2 issues?
thanks
Andre
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