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Support on "back contracts" of continuous futures
Expected Behavior
using contractDepthOffset = n could get both front and back contracts in particular.
Actual Behavior
https://www.quantconnect.com/forum/discussion/12644/continuous-futures-support/p1/comment-39158 The maximum contract depth is unknown, so back contract cannot be fetched.
Potential Solution
Provide MaximumContractDepth attribute on continuous futures, or allow contractDepthOffset = -1, etc.
Reproducing the Problem
N/A
System Information
N/A
Checklist
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