A few clients have told me that CSI has now create the same type of options for the data series , pit/electronic. I need to discuss with them to verify.
http://www.futuresmag.com/2011/06/01/how-to-backtest-trading-systems-and-avoid-curve-fi http://www.futuresmag.com/2011/08/01/trading-with-rolling-contract-data Here two articles which explain this data issue in more detail.