Along those same lines:
I tried to Export data. I asked for the ES 2010 06 contract.
The screen said something like "Retrieving Data".
I waited about 20 minutes. Still no activity on Norton's CPU Usage monitor.
There was no update on the Status Line.
* I tried to export the data, but nothing seemed to happen (from above).
* Is there a way to compress the Tick data? There are Millions of lines in the data file that have the exact same Date, Time, and Price!
Can you add simple logic to sum the Volumns when the Date, Time, and Price are the same and create the continuous/compressed contract?
* Is there, where is the option to create the continuous contract?

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