How can I add prior contracts of MES to the instrument list, and is it even necessary? I have my Global merge policy set to "Merge back adjusted". I currently have replay data for MES back to 11//29/19. Can I simply get market replay data for MES 09-20, go back and start downloading Market Replay data at 12/02/19, and go from there, or do I need to actually get replay data for the 03-20 and the 06-20 contracts in order for the replay to work properly?
Thanks for your help.
Rick
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