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Pricing for a ~10-symbol watchlist, not the whole CME universe

Date: 2026-10-05

Correction to prior research

2026-10-05-es-nq-backtest-data-acquisition.md stated Firstrate Data's $99.95/yr as a flat full-package price. That was wrong. Firstrate's own FAQ states verbatim: "Updates are approximately $99 per year for individual tickers, and between $59 and $119 per month for bundles." $99.95/yr is the per-symbol annual update fee; their 130-symbol "Futures – Most Active" bundle is actually $59–$119/month ($720–$1,430/yr) instead. Buying 10 symbols individually (~10 × $99.95 ≈ $1,000/yr, plus one-time base-purchase fees per symbol not fully confirmed) is cheaper than the bundle for a small watchlist, but nowhere near the "$10/symbol/yr" framing in the prior doc. Firstrate is deprioritized below where it was previously ranked for a watchlist-sized plan specifically.

Scope

This doc answers the actual ask: cheap (not necessarily free) data for a small, deliberately chosen watchlist of ~10 volatile, liquid futures (e.g. ES, NQ, RTY, CL, GC, SI, NG, 6E, ZN + micros) — not full CME-universe access.

Historical data — confirmed per-vendor economics for ~10 symbols

  • Kibot — the actual bargain here. Confirmed via their site: tiered packages exist by symbol count (10, 25, 83, 3000+...), not one flat all-futures price. Their "Top 10 Futures Continuous Contracts" tier: $800 one-time for tick+bid/ask, or $400 one-time for 1-minute (30/15/5-min bundled free). Flat, no subscription, genuinely scoped to a 10-symbol watchlist — this is the cleanest match to the actual ask.
  • Databento — proportional, no minimum, but rate still unconfirmed for real use. Historical billing is metered by bytes of exactly what you request; a concrete real example was found: pulling the trades schema for one symbol (ESH4) over 5 days cost $2.17. That's an anchor, but not enough to extrapolate a 10-symbol, multi-year MBP-1 cost — get a metadata.get_cost() quote before committing. Best choice if you want tick/MBP-1 depth and prefer pay-exactly-for-what-you-use over a flat package.
  • PortaraCQG — confirmed per-symbol, explicit pricing found this time. Their pricing page states "the price is the same whatever range you need, so the full history is always included," sold per commodity: $330 (currently $220 on special) per symbol, one-time, full history included. 10 symbols ≈ $2,200–$3,300 one-time. Real option, but costs more than Kibot's equivalent tier for the same use case.
  • CSI Data (Unfair Advantage) — prices by category, not strictly per symbol: "North American Futures" license $60 one-time (10yr history, +$20/extra year) + platform fee $26–$33/mo or $313/yr prepaid. Appears to cover the whole futures category rather than metering by symbol count — worth a follow-up call to confirm scope before relying on this reading.
  • Firstrate — per the correction above, ~$1,000/yr for 10 symbols individually; no longer the top recommendation for this specific ask.

Live data — flat/bundle-based regardless of watchlist size (good news)

Both realistic live paths price by exchange group, not symbol count — so a 10-symbol CME-family watchlist costs exactly the same as watching the whole exchange:

  • IBKR: the $10/mo "US Securities Snapshot and Futures Value Bundle" covers real-time top-of-book for all of CBOT/CME/COMEX/NYMEX in one flat fee (waived in any month with ≥$30 commissions). Confirmed: watchlist size doesn't change this cost at all.
  • Rithmic: per-exchange-group fees (CME/Globex L1 $5/mo, L2 $17/mo) or the "CME Bundle (ALL CME Markets)" at L1 $15/mo / L2 $45/mo, covering CBOT+CME+COMEX+NYMEX together, plus a flat $25/mo connection fee and $0.10/contract routing when live. Same conclusion: flat regardless of how many symbols within the bundle you actually watch.

Recommendation for the ~10-symbol watchlist specifically

  1. Historical: Kibot's "Top 10 Futures Continuous Contracts" — $400 one-time for 1-minute bars (the floor granularity worth paying for), or $800 one-time if tick+bid/ask fidelity is wanted from the start. No subscription, no per-symbol scaling surprise, and already matches "a couple 10" symbols exactly.
  2. If MBP-1/depth data becomes necessary later for a specific strategy (not up front): Databento, pay-exactly-for-the-10-symbols-you-pick, after a direct get_cost() quote.
  3. Live: IBKR's $10/mo bundle — cheapest, flat, already covers the whole watchlist's exchange family with zero per-symbol metering.
  4. Free pipeline-validation step is unchanged: still start with the Kaggle choweric/cme-es/cme-nasdaq free data (2026-10-05-free-futures-data-for-qkt-pipeline-validation.md) to prove the ingestion/roll pipeline before spending the $400–$800 on Kibot.

Open items

  • Databento's exact $/GB for MBP-1 over a multi-year, multi-symbol window — still needs a direct get_cost() check; the $2.17/5-day/1-symbol trades anchor doesn't extrapolate reliably to MBP-1 or to years of history.
  • PortaraCQG's live/subscription dollar pricing — still custom-quoted only.
  • CSI Data's actual license scope (true category coverage vs. per-symbol metering) — needs a follow-up call to confirm.

Sources