The TWS API offers the ability to use continuous futures (secType=CONTFUT), which automatically presents the front futures contract. Only historical data can be requested for this security type. Continuous futures cannot be used for:
- Placing orders
- Live market data
- Specific historical data requests (the endDateTime function parameter of EClient.reqHistoricalData() must remain as a blank string)
For more information, please see the Contracts documentation.