But I read on MC's website about datafeed that rhythmic supports continuous contracts.Looks like it could also be used for historical backtesting in MC.Can anyone confirm this?
Sorry, I can't paste the link of MC website.

MrSharky 

I dont think Rithmic supports continuous contracts, I have atleast never seen one.

I wrote to Rithmic support and they said: "Rithmic does support continuous contracts for popular products, (E.g. ES, NQ, CL, etc.)".

They didn't give any more information than that unfortunately.