Historical Futures Prices

I am fetching the historical futures prices for the current month keeping continuous = True. The instrument token is 13382658 (BHARTIARTL25OCTFUT)
The period is from Jan 2022 - Dec 2022, lets call this as df_1

I am also fetching historical futures prices for the next month keeping continuous=True. The instrument token is 12438274 (BHARTIARTL25NOVFUT)
The period is the same from Jan 2022 - Dec 2022 lets call this df_2

first row of df_1
date open high low close volume
2022-01-03 00:00:00+05:30 688.55 694.5 685.35 693.3 5610700


first row of df_2
date open high low close volume
2022-01-03 00:00:00+05:30 692.25 697 688.45 695.95 133950


Its evident that the prices for the same period are different.

My guess is that df_1 being the current contract it represents the prices of immediate expiry contract in Jan 2022 (Rank 1)
and df_2 is the next to expire contract and hence it represents the prices of next expiry contract in Jan 2022 (Rank 2)

Is this assumption correct??