I'm look for historical data on the 30-Day Federal Funds futures contract, in order to replicate the results of the following article:
I want the expiration to be rolling, such that I for each observation, get the price that market participants were willing to pay for a contract that expires in 30 days.
I have so far been looking at the contract called "ff1 comdty", which refers to something called a "Generic 1st Fed Funds Futures" contract. What does it mean that it is "Generic 1st"? And is it the correct contract type for my purpose?