CME data fees for a retail trader, and what to budget

CME data fees for a retail trader are a monthly charge for each exchange you take data from, set by the exchange and collected by your data vendor. A retail trader in this note means a non-professional subscriber, someone who trades their own money and does not work for a regulated firm. The note on non-professional versus professional data status explains the test. This note puts published prices into one budget, with Liquivue as the worked example and other platforms beside it.

What the exchange charges for

CME Group runs four exchanges. CME lists ES, NQ and the currency futures. CBOT lists ZN and the grains. NYMEX lists CL, and COMEX lists GC. Each exchange charges its own data fee.

There are two levels of data. Top of book is the best bid, best offer and trades. Depth adds the resting size at prices away from the inside. A heatmap or DOM needs depth.

Published depth prices for non-professionals

These are the monthly prices this site recorded in its cost audit. Each vendor sells the same exchange data, but adds its own fee and rules.

Denali's non-professional rate needs a verified live funded futures account, and evaluator accounts do not qualify. The Bookmap marketplace Rithmic price includes exchange fees and adds market by order data. Top of book alone costs less. Denali lists US$2 per exchange, and NinjaTrader includes CME Level I on current funded plans.

What professional status does to the bill

Professional rates are several times higher. Denali charges US$145 per CME Group exchange. NinjaTrader lists US$156 per exchange. BookmapData charges US$159, and Rithmic through the Bookmap marketplace costs US$171 for CME. Confirm your status with your broker before you subscribe. Do not budget with non-professional prices if you are a professional subscriber.

A worked budget for one ES trader

All usage numbers below are invented. A non-professional trades ES only, on a Rithmic account at a broker that uses AMP's June 2026 schedule. That schedule lists US$17 a month for CME depth, a Rithmic fee of US$25 a month per user and routing of US$0.10 per side. The trader makes 150 round turns a month, which is 300 sides.

Commissions and exchange transaction fees come on top, and they depend on the broker. The yearly Liquivue plan of €192 lowers the licence to €16 a month.

In Liquivue, that one CME depth subscription drives the heatmap layer, the DOM, trade bubbles, CVD, VWAP and the volume and delta profiles. The docked HTF chart with footprint and TPO profiles reads the same feed. Liquivue bills for its licence only. You connect your own Rithmic account or the NinjaTrader bridge, and that provider bills the depth line in the table.

The same budget on other platforms

Each line below adds the software licence to one CME exchange of depth at a non-professional rate. It uses each platform's own data route from the table above.

• Bookmap Global at US$49 plus BookmapData at US$34 comes to US$83 a month for analysis. Global+ at US$99 adds live execution and its footprint.
• ATAS needs its Pro plan at €69.95 for live futures, plus US$39 of dxFeed depth.
• Sierra Chart Package 11 at US$46 plus Denali depth at US$13.50 comes to US$59.50, for traders with a funded account.
• NinjaTrader includes Order Flow+ on current funded plans, and depth costs US$16 a month for CME.

The note on why market data costs money separately from software explains why no platform can fold the exchange fee into its licence.

Billing rules that change the total

Exchange data bills by calendar month. NinjaTrader states that paid exchange subscriptions renew without proration. Sierra Chart charges a full month even for a partial month. A subscription started on the 28th can cost a full month for three days of data. AMP's schedule also charges a second data fee for a duplicate username, so two platforms on two logins can pay for the same exchange twice.

A check you can run

Open last month's statements from your broker and your data vendor. List every line that names CME, CBOT, NYMEX or COMEX, with its amount. Compare the count of exchanges with the contracts you traded, and cancel any exchange you did not use.