I'm sure this is because range bars are built from tick data, and I don't have tick data from the 12-11 contract. I use IQFeed as my data provider. I went to the Historical Data Manager and tried to download from 9/1/11 to 12/17/11 for the ES 12-11 contract, however, it said that it was an invalid symbol and (panic). Is there a way to get data for this expired contract, and if so, am I going about it correctly?
Also, I want to be sure I understand this correctly -- theoretically I could compose a tick-based chart such as a tick or range chart from data several years old, as long as I have that tick data in my NT database, correct? And, the chart will be composed by merging contracts over the appropriate period based on the rollover dates given in the instrument manager -- is this correct?
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