1. If I am connected to Kinetick's Free EOD data feed, which offers 10 years of daily data for futures instruments, if I select "GC 12-14" with a start date of 9.15.04 and an end date of 9.15.14, will the downloaded daily data be in the form of a continuous contract (i.e., GC ##-##) or will the data automatically be placed in the correct GC expiry contract per the rollover methodology selected?
2. Is there a backtesting performance benefit of having data saved locally as opposed from accessing the data from the data server?
3. Prior to downloading historical data for an instrument that does not already contain an adequate number of expiries in the Instrument Manager (i.e., let's say there is not a GC 12-04 expiry), would I first have to create the correct expiries before downloading the historical data?
I'm sure this will lead me to other questions.
Thanks,
Aventeren
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