Hi, is it possible in a Research Notebook to query for continuous future prices?  For example, is it possible to filter the dataframe returned by the following code down to data represented only by the actively traded futures contracts.  So the rows for the June 2019 contract would not contain any data for January through March 2019 OpEx.  

qb = QuantBook()
es = qb.AddFuture(Futures.Indices.SP500EMini)
es.SetFilter(timedelta(-360), timedelta(360))

start_time = datetime(2019, 1, 1, 0, 0)
end_time = datetime(2019, 3, 31, 23, 59)
future_history = qb.GetFutureHistory(es.Symbol, start_time, end_time)
history = future_history.GetAllData()