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This tutorial demonstrates how to create a continuous contract with rollover using Multicharts .NET. By utilizing the CQG datafeed, traders can access up to ten years' worth of data beyond just recent contract months. To set this up, go to File > New > Quote Manager. Then, go to Instruments and add a symbol with CQG as the data source, selecting futures (not index). For example, you can choose e-mini SP and click on lookup to view all contracts dating back to 2005.