# 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.

*https://stockmarketstack.com/collections/futures-data*

## 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](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/exocharts), where CME, Eurex and Nasdaq reach
the desktop app only through a dxFeed or Rithmic plan you buy yourself, and under
[MultiCharts](https://stockmarketstack.com/tools/multicharts), which ships no data of its own at all: you bring the feed.
[NinjaTrader](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/guides/real-time-market-data-fees) 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](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/tickdata) starts futures trade history on 2 December 1974, with five CME
contracts, and prices at 180 dollars per symbol-year. [FirstRate Data](https://stockmarketstack.com/tools/firstrate-data) and
[Kibot](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/categories/charting-screeners), and a cluster
of them exist almost entirely for futures traders: [Bookmap](https://stockmarketstack.com/tools/bookmap),
[ATAS](https://stockmarketstack.com/tools/atas), [Exocharts](https://stockmarketstack.com/tools/exocharts), [Jigsaw daytradr](https://stockmarketstack.com/tools/jigsaw-trading),
[Quantower](https://stockmarketstack.com/tools/quantower) and [Sierra Chart](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/jigsaw-trading) 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](https://stockmarketstack.com/tools/nautilus-trader), [QuantConnect](https://stockmarketstack.com/tools/quantconnect),
[QuantRocket](https://stockmarketstack.com/tools/quantrocket) and the rest of
[backtesting frameworks](https://stockmarketstack.com/categories/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](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/tools/quantlib) is here for the curve building
underneath a futures strip.

**Trade journals and one tracker.** Six journals import futures fills;
[TradeLog](https://stockmarketstack.com/tools/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](https://stockmarketstack.com/collections/real-time-data) narrows the catalogue that way instead.

## Cards

- [Adaptrade Builder](https://stockmarketstack.com/tools/adaptrade-builder.md) — Windows strategy generator — genetic programming writes the rules, you export the code.
- [AlgoSeek](https://stockmarketstack.com/tools/algoseek.md) — Lossless SIP, OPRA and CME tick history with published per-asset-class lease pricing.
- [AmiBroker](https://stockmarketstack.com/tools/amibroker.md) — Windows portfolio backtester scripted in AFL, sold as a perpetual licence.
- [ATAS](https://stockmarketstack.com/tools/atas.md) — Footprint charts and a market-by-order DOM for futures, with data bought separately.
- [Backtesting.py](https://stockmarketstack.com/tools/backtesting-py.md) — A single-instrument Python backtester — one OHLC series, one strategy, no live trading.
- [Backtrader](https://stockmarketstack.com/tools/backtrader.md) — An event-driven Python backtester with 122 indicators, frozen since April 2023.
- [Barchart.com](https://stockmarketstack.com/tools/barchart-com.md) — Stock, fund and options screeners sold as a $0-$29.95 website membership.
- [Barchart OnDemand](https://stockmarketstack.com/tools/barchart-ondemand.md) — Seventy-odd REST endpoints covering equities, options and physical commodities.
- [Blueshift](https://stockmarketstack.com/tools/blueshift.md) — Free hosted Python backtesting with bundled minute data and broker execution.
- [Bookmap](https://stockmarketstack.com/tools/bookmap.md) — The limit order book as a heatmap, with full-depth DOM for futures and stocks.
- [bt](https://stockmarketstack.com/tools/bt.md) — Python backtesting for allocation and rebalancing rules, not entries and exits.
- [Build Alpha](https://stockmarketstack.com/tools/build-alpha.md) — Point-and-click strategy generation on Windows, exported as code to eight platforms.
- [Capitol Trades](https://stockmarketstack.com/tools/capitol-trades.md) — Three years of US congressional stock disclosures, filterable and free with no account.
- [Cboe DataShop](https://stockmarketstack.com/tools/cboe-datashop.md) — Per-file OPRA options history from the exchange, priced by dataset, date and symbol.
- [CSI Data](https://stockmarketstack.com/tools/csi-data.md) — End-of-day futures history back to 1922 and eight ways to build a continuous contract.
- [Databento](https://stockmarketstack.com/tools/databento.md) — Full order book and tick history from exchange feeds, billed by the gigabyte.
- [Edgewonk](https://stockmarketstack.com/tools/edgewonk.md) — Post-trade analytics and discipline tracking on one annual plan, with no free tier.
- [Equibles](https://stockmarketstack.com/tools/equibles.md) — Scrapes SEC, FINRA, FRED and CFTC data into your own Postgres and serves it over MCP.
- [exchange_calendars](https://stockmarketstack.com/tools/exchange-calendars.md) — Sessions, minutes and holidays for 69 exchanges, keyed by ISO-10383 code.
- [Exocharts](https://stockmarketstack.com/tools/exocharts.md) — Crypto-native footprint and DOM order flow, with CME and Nasdaq on a separate dxFeed plan.
- [Finviz Elite](https://stockmarketstack.com/tools/finviz-elite.md) — Real-time quotes, advanced filters and CSV export on top of the free Finviz screener.
- [FirstRate Data](https://stockmarketstack.com/tools/firstrate-data.md) — Historical US intraday and tick data as zipped CSV, bought once rather than rented.
- [ib_async](https://stockmarketstack.com/tools/ib-async.md) — The community continuation of ib_insync — same API, new maintainers, TWS still required.
- [IQFeed](https://stockmarketstack.com/tools/iqfeed.md) — Tick-by-tick data into a local Windows socket, with exchange fees billed on top.
- [Jigsaw daytradr](https://stockmarketstack.com/tools/jigsaw-trading.md) — Windows DOM and order-flow platform for futures, bought once rather than monthly.
- [Kibot](https://stockmarketstack.com/tools/kibot.md) — US intraday history back to 1998, bought once and kept, delivered as gzipped CSV.
- [Koyfin](https://stockmarketstack.com/tools/koyfin.md) — A browser research terminal for global equities, funds, macro and estimates.
- [Lumibot](https://stockmarketstack.com/tools/lumibot.md) — One strategy class for backtest and live, plus a built-in LLM agent runtime.
- [Massive](https://stockmarketstack.com/tools/massive.md) — Full-tick US equities, options and futures from a direct exchange feed.
- [MotiveWave](https://stockmarketstack.com/tools/motivewave.md) — Java desktop charting whose Elliott Wave tooling is the reason anyone buys it.
- [MultiCharts](https://stockmarketstack.com/tools/multicharts.md) — Windows charting, backtesting and order routing on EasyLanguage, sold outright or monthly.
- [NautilusTrader](https://stockmarketstack.com/tools/nautilus-trader.md) — Rust core, Python API, one strategy that backtests and trades live unchanged.
- [NinjaTrader](https://stockmarketstack.com/tools/ninjatrader.md) — Windows futures platform with C# strategy scripting and order-flow charting.
- [Norgate Data](https://stockmarketstack.com/tools/norgate-data.md) — Survivorship-bias-free end-of-day history with delisted stocks and index constituents.
- [OneTick](https://stockmarketstack.com/tools/onetick.md) — Enterprise tick capture, storage and streaming analytics, sold only by quote.
- [OpenBB](https://stockmarketstack.com/tools/openbb.md) — One Python API, REST app and MCP server over thirty other people's data feeds.
- [Optuma Desktop](https://stockmarketstack.com/tools/optuma.md) — Windows technical-analysis desktop for analysts, with Optuma's own EOD data bundled in.
- [pandas-ta](https://stockmarketstack.com/tools/pandas-ta.md) — The DataFrame indicator library whose repo is gone and whose last release is a year old.
- [QuantConnect](https://stockmarketstack.com/tools/quantconnect.md) — The open-source LEAN engine, plus a hosted cloud that runs it against real brokers.
- [QuantLib](https://stockmarketstack.com/tools/quantlib.md) — The open-source derivatives pricing library banks actually use, reachable from Python.
- [Quantower](https://stockmarketstack.com/tools/quantower.md) — Windows order-flow terminal for 60+ connections, with an open C# API and a real free tier.
- [QuantRocket](https://stockmarketstack.com/tools/quantrocket.md) — Zipline and Moonshot in Docker on your own hardware, wired to Interactive Brokers.
- [Sierra Chart](https://stockmarketstack.com/tools/sierra-chart.md) — Windows-native charts, order flow and DOM trading, priced as packages plus exchange fees.
- [SnapTrade](https://stockmarketstack.com/tools/snaptrade.md) — One API for reading brokerage holdings and placing orders at supported brokers.
- [StockCharts](https://stockmarketstack.com/tools/stockcharts.md) — Browser technical charting, custom scans and alerts, priced per service level.
- [StockSharp](https://stockmarketstack.com/tools/stocksharp.md) — C#/.NET algo stack with 384 connectors; source is published but no longer open source.
- [StrategyQuant X](https://stockmarketstack.com/tools/strategyquant-x.md) — Machine-searches for trading strategies, then tries to break them with robustness tests.
- [TA-Lib](https://stockmarketstack.com/tools/ta-lib.md) — The C indicator library everything else wraps — and pip now ships the C part with it.
- [Tick Data](https://stockmarketstack.com/tools/tickdata.md) — Historical intraday ticks from 1974, sold by the symbol-year and licensed perpetually.
- [TradeLog](https://stockmarketstack.com/tools/tradelog.md) — Wash sales and Form 8949 rebuilt from raw broker trade history, not from the 1099-B.
- [Trademetria](https://stockmarketstack.com/tools/trademetria.md) — Multi-asset trade journal and tracker with a free plan and a 194-name import list.
- [TraderSync](https://stockmarketstack.com/tools/tradersync.md) — Options-first trade journal - multi-leg spreads classified on import, replay to 250ms.
- [Tradervue](https://stockmarketstack.com/tools/tradervue.md) — The category's oldest journal, 81 supported brokers, and a free tier that still works.
- [TradesViz](https://stockmarketstack.com/tools/tradesviz.md) — The analytics-heavy journal: 150+ base charts across seven instrument types.
- [TradeZella](https://stockmarketstack.com/tools/tradezella.md) — Auto-synced trade journal with bar-by-bar replay, backtesting and AI session review.
- [tradingview-mcp](https://stockmarketstack.com/tools/tradingview-mcp.md) — Screeners, technical analysis and backtests for any MCP client. No TradingView account.
- [TradingView](https://stockmarketstack.com/tools/tradingview.md) — Charting across 50-plus markets, with Pine Script, server-side alerts and broker trading.
- [TrendSpider](https://stockmarketstack.com/tools/trendspider.md) — Automated technical analysis, real-time scanning and no-code backtesting in one web app.
- [Unusual Whales](https://stockmarketstack.com/tools/unusual-whales.md) — US options tape, dark pool prints and congressional trades over one REST API.
- [VectorBT PRO](https://stockmarketstack.com/tools/vectorbt-pro.md) — Paid vectorbt — native Rust simulators, streaming indicators and a built-in MCP server.
- [Vibe-Trading](https://stockmarketstack.com/tools/vibe-trading.md) — A local finance research agent with 74 MCP tools, nine backtest engines and 14 brokers.
- [WealthLab](https://stockmarketstack.com/tools/wealthlab.md) — Windows portfolio backtesting in C# or drag-and-drop blocks, with a built-in MCP service.
- [Zipline-reloaded](https://stockmarketstack.com/tools/zipline-reloaded.md) — The maintained fork of Quantopian's Zipline. Bring your own data — it ships almost none.

## 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.