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Hi Kevin,
I found it convenient to keep past contracts (over a year since expiration)
on disk by commodity type. Contracts that have expired, but less than for one
year are kept in a different folder from current contracts on the hard drive.
Continuous contracts are kept in their own separate folder on the hard drive.
Incidentally, the continuous contracts are adjusted backwards on a gradual
basis so that there is not a sudden change in price when moving forward to
the next contract (like in so many "continuous" data disks you can buy). I
find this important when doing analysis that involves oscillators, moving
averages, fractals and wave counts.
Hope this is helpful,
Joe Nemecek
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