The txt file line data formats (date, hms, ohlc, v) notwithstanding, what is the best way to order historical 1 minute data to work with the standard "mergeBackAdjusted" policy? Do I order a continuous contract file for an entire 10 years or should i ask for discrete files of actual contracts (ES10H, ES10M, ES10U, etc.)?
thanks,
David
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