I am interested to try testing and trading Zorro on Futures (via Interactive Brokers).
I have looked around the code examples, and the manual page for the contract functions, which give some nice examples of the functionality for options.

However, I can see that the way of working with futures must be slightly different - e.g. in the example AssetsIB.csv, it looks like each futures contract expiry must be specified as a separate asset (e.g. Jul wheat and Dec wheat).
So this is different from the options case, where we specify an underlying and IB will return the full chain/surface in one shot.
I.e. we cannot equivalently obtain the "chain" of e.g. wheat futures for all future months, and must query each contract individually?

Is there any canonical example of how to work with futures, in a strategy that may need to "roll" from one contract to the next as expiry approaches?
Is it true that we must "manually" add into the AssetsIB the name of each specific contract that we need - so that to backtest a wheat strategy we add every monthly contract name for the backtest period?

Likewise, is there any example for parsing the historical Futures price data from csv (as obtained from e.g. barchart.com), into the .t8 format (this is recommended better than .t6 for Futures?).
I can see the nice example for options but suspect the Futures case is not identical. If we already must treat each contract separately, is there any advantage to using .t8?


Massive thanks for the amazing tool that is Zorro - I'm sure there are very smart ways to do the above, so asking now before I try to reinvent the wheel!