Quote from dcraig:
Yes would be nice. Just the most recently expired contract would be good to have.
I think that if it is worth the cost to have any historical futures data at all, then the cost of keeping all of it archived, instead of disposing of it upon each contract's expiration, must also be worth it.
I think that if it is worth the cost to archive the most recently expired futures contract, as dcraig suggests, then it must also be worth the cost to archive all of them permanently, instead of disposing of each contract's history as soon as the next contract expires.
I would also like to point out that under the current system, as soon as the current contract expires, we will have NO HISTORICAL FUTURES DATA WHATSOEVER, until it is accumulated gradually with the new current contract. We go back to zero data periodically, upon each expiration.
