Windows strategy generator — genetic programming writes the rules, you export the code.
$995/mo
Futures data and futures trading tools
Continuous contracts, order flow, and the per-exchange data fee that arrives separately from the software you are paying for.
Last updated
The fee arrives separately, and it is per venue
Futures is the asset class where the price on the pricing page is reliably not the price. A futures platform sells software; the data is bought from the exchange, through a routing service or a broker, and CME, Eurex and ICE each bill their own. Sierra Chart is the clearest statement of this shape in the catalogue — packages from 26 dollars a month for the software, with exchange data feeds and fees billed on top, separately.
The same structure sits under Exocharts, where CME, Eurex and Nasdaq reach the desktop app only through a dxFeed or Rithmic plan you buy yourself, and under MultiCharts, which ships no data of its own at all: you bring the feed. NinjaTrader inverts it — the platform is free and paid for in commissions, at 0.39 dollars per side on Micro contracts on the free tier against 0.29 on the monthly one.
Read why real-time stock data is so expensive for how these schedules are constructed. The mechanics are the same; only the venue list changes.
The practical consequence is that a free tier in this category means free software, not free data, and the two are not interchangeable. Bookmap is the honest illustration: its free plan carries delayed US stocks and futures, real-time crypto, and one symbol at a time, and even the 19-dollar tier still has no real-time stock or futures feed. Paid data starts at the Global package. A platform that hands you an order-flow interface with nothing live behind it is giving you the interface to learn, which is useful, and nothing to trade from, which is the point worth being clear about before the trial ends.
The roll is the whole dataset
A futures contract expires. A continuous series is contracts glued together, and every gluing decision changes the price history that a backtest runs on — when to roll, and whether to adjust the earlier prices by the difference, by a ratio, or not at all.
This is why the historical vendors on this page differ in a way that has nothing to do with coverage. CSI Data publishes eight continuous-contract constructions and end-of-day futures history back to 1922; the eight exist because there is no single right answer and the vendor declines to pick one for you. Norgate Data makes the same argument in equities with delisted securities and index constituents — survivorship bias and roll bias are the same failure wearing different clothes.
Tick Data starts futures trade history on 2 December 1974, with five CME contracts, and prices at 180 dollars per symbol-year. FirstRate Data and Kibot are the bought-once-and-kept shape, delivered as zipped CSV rather than through an API.
Order flow is a separate product category
Sixteen of the cards here are charting platforms, and a cluster of them exist almost entirely for futures traders: Bookmap, ATAS, Exocharts, Jigsaw daytradr, Quantower and Sierra Chart. What they share is that they draw the order book rather than the price — heatmaps, footprint charts, a depth-and-sales ladder.
They are a distinct purchase from a screener or a charting site, and the tell is in the platforms field: nearly all of them are Windows desktop applications, several Windows-only. That is not conservatism. Rendering a live book at tick resolution is a latency problem, and a browser tab is the wrong place to solve it. Jigsaw daytradr is also the rare one-time purchase in a monthly category — 579 dollars outright for the platform, with live exchange-routed trading needing the separate Active Trader subscription.
The cards here for another reason
Backtesting frameworks, seventeen of them, which is the largest block on this page. NautilusTrader, QuantConnect, QuantRocket and the rest of backtesting frameworks cover futures because futures are where systematic trading has the longest continuous history and the cleanest instruments. They supply no data; they consume what the vendors above sell.
Libraries that are not about futures at all. exchange_calendars is here because a futures session is not nine to four and a backtest that assumes it is will be wrong on every overnight bar; it covers 69 exchanges keyed by ISO-10383 code. QuantLib is here for the curve building underneath a futures strip.
Trade journals and one tracker. Six journals import futures fills; TradeLog is the single portfolio tracker on this page, and it is here for tax treatment rather than for prices.
If what you actually want is the live feed rather than the archive, real-time market data tools narrows the catalogue that way instead.
All 63 of them
Showing 63 of 63
Lossless SIP, OPRA and CME tick history with published per-asset-class lease pricing.
$1500/mo
Windows portfolio backtester scripted in AFL, sold as a perpetual licence.
$189/mo
Footprint charts and a market-by-order DOM for futures, with data bought separately.
€24.95/moFree tier
A single-instrument Python backtester — one OHLC series, one strategy, no live trading.
FreeOpen source
An event-driven Python backtester with 122 indicators, frozen since April 2023.
FreeOpen source
Seventy-odd REST endpoints covering equities, options and physical commodities.
—
Stock, fund and options screeners sold as a $0-$29.95 website membership.
$9.99/moFree tier
Free hosted Python backtesting with bundled minute data and broker execution.
Free
The limit order book as a heatmap, with full-depth DOM for futures and stocks.
$19/moFree tier
Python backtesting for allocation and rebalancing rules, not entries and exits.
FreeOpen source
Point-and-click strategy generation on Windows, exported as code to eight platforms.
$1497 once
Three years of US congressional stock disclosures, filterable and free with no account.
Free
Per-file OPRA options history from the exchange, priced by dataset, date and symbol.
$50/mo
End-of-day futures history back to 1922 and eight ways to build a continuous contract.
$20/mo
Full order book and tick history from exchange feeds, billed by the gigabyte.
$199/mo
Post-trade analytics and discipline tracking on one annual plan, with no free tier.
$197/yr
Scrapes SEC, FINRA, FRED and CFTC data into your own Postgres and serves it over MCP.
$9.99/moFree tierMCP
Sessions, minutes and holidays for 69 exchanges, keyed by ISO-10383 code.
FreeOpen source
Crypto-native footprint and DOM order flow, with CME and Nasdaq on a separate dxFeed plan.
€28/moFree tier
Real-time quotes, advanced filters and CSV export on top of the free Finviz screener.
$39.50/moFree tier
Historical US intraday and tick data as zipped CSV, bought once rather than rented.
$239.94/moFree tier
The community continuation of ib_insync — same API, new maintainers, TWS still required.
FreeOpen source
Tick-by-tick data into a local Windows socket, with exchange fees billed on top.
$20/mo
Windows DOM and order-flow platform for futures, bought once rather than monthly.
$50/mo
US intraday history back to 1998, bought once and kept, delivered as gzipped CSV.
$14/moFree tier
A browser research terminal for global equities, funds, macro and estimates.
$49/moFree tier
One strategy class for backtest and live, plus a built-in LLM agent runtime.
$24.50/moFree tier
Full-tick US equities, options and futures from a direct exchange feed.
$29/moFree tierMCP
Java desktop charting whose Elliott Wave tooling is the reason anyone buys it.
$24/moFree tier
Windows charting, backtesting and order routing on EasyLanguage, sold outright or monthly.
$49/moFree tier
Rust core, Python API, one strategy that backtests and trades live unchanged.
Free tier onlyOpen source
Windows futures platform with C# strategy scripting and order-flow charting.
$99/moFree tier
Survivorship-bias-free end-of-day history with delisted stocks and index constituents.
$150/yr
Enterprise tick capture, storage and streaming analytics, sold only by quote.
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One Python API, REST app and MCP server over thirty other people's data feeds.
$500/yrFree tierMCP
Windows technical-analysis desktop for analysts, with Optuma's own EOD data bundled in.
$810/yr
The DataFrame indicator library whose repo is gone and whose last release is a year old.
FreeOpen source
The open-source LEAN engine, plus a hosted cloud that runs it against real brokers.
$84/moFree tierMCP
The open-source derivatives pricing library banks actually use, reachable from Python.
FreeOpen source
Windows order-flow terminal for 60+ connections, with an open C# API and a real free tier.
$40/moFree tier
Zipline and Moonshot in Docker on your own hardware, wired to Interactive Brokers.
Free tier only
Windows-native charts, order flow and DOM trading, priced as packages plus exchange fees.
$26/mo
One API for reading brokerage holdings and placing orders at supported brokers.
$1/moFree tierMCP
Browser technical charting, custom scans and alerts, priced per service level.
$19.95/moFree tier
C#/.NET algo stack with 384 connectors; source is published but no longer open source.
$995/yrFree tier
Machine-searches for trading strategies, then tries to break them with robustness tests.
$1290 once
The C indicator library everything else wraps — and pip now ships the C part with it.
FreeOpen source
Historical intraday ticks from 1974, sold by the symbol-year and licensed perpetually.
$250/mo
Wash sales and Form 8949 rebuilt from raw broker trade history, not from the 1099-B.
$219/yr
Multi-asset trade journal and tracker with a free plan and a 194-name import list.
$19.95/moFree tier
Options-first trade journal - multi-leg spreads classified on import, replay to 250ms.
$29.95/mo
The category's oldest journal, 81 supported brokers, and a free tier that still works.
$29.95/moFree tier
The analytics-heavy journal: 150+ base charts across seven instrument types.
$19.99/moFree tier
Auto-synced trade journal with bar-by-bar replay, backtesting and AI session review.
$35/mo
Charting across 50-plus markets, with Pine Script, server-side alerts and broker trading.
$12.95/moFree tier
Screeners, technical analysis and backtests for any MCP client. No TradingView account.
$9/moFree tierMCP
Automated technical analysis, real-time scanning and no-code backtesting in one web app.
$82/mo
US options tape, dark pool prints and congressional trades over one REST API.
$50/moFree tierMCP
Paid vectorbt — native Rust simulators, streaming indicators and a built-in MCP server.
$25/moMCP
A local finance research agent with 74 MCP tools, nine backtest engines and 14 brokers.
FreeOpen sourceMCP
Windows portfolio backtesting in C# or drag-and-drop blocks, with a built-in MCP service.
$49.95/moMCP
The maintained fork of Quantopian's Zipline. Bring your own data — it ships almost none.
FreeOpen source
FAQ
Why does futures software so often show a low price and a big bill?
Because the platform fee and the data fee are separate purchases, and the second one is per exchange. CME, Eurex, ICE and the rest each charge their own market data fee, billed through whichever routing service or broker connects you. A platform advertising 26 dollars a month is quoting the software; the feed is a second line, and it is the one that scales with how many venues you watch.
What is a continuous contract and why does it matter?
A futures contract expires, so a chart of "crude oil" is really a chain of contracts stitched together — and the stitch is a choice. Roll on volume, on open interest, on a fixed date; adjust the old prices by the gap or by a ratio, or not at all. Each choice produces a different price history and therefore a different backtest. CSI Data publishes eight constructions for exactly this reason.
What should I check before backtesting futures on someone else's history?
Whether the vendor says how the continuous series was built. A price file that does not name its roll rule and its adjustment method is a file you cannot reproduce, and two vendors' "crude oil" will not agree. CSI Data ships eight constructions and lets you pick; a source that ships one and does not say which is the one to be careful with. Check the individual contract months are available too, not only the stitched series.
Is order-flow software worth it without a real-time feed?
No, and this is the one place where the free tier is genuinely useless rather than merely limited. A depth heatmap or a footprint chart is a rendering of the live book; on delayed data it is a rendering of where the book was fifteen minutes ago. Bookmap's free tier makes this explicit by shipping delayed futures — it is there to learn the interface, not to trade from.