If you're a good enough trader to trade futures, data fees from two brokers are the least of your concerns. Think your broker is immune? Griffin 1999. Refco 2005. MF Global 2011. PFGBest 2012. Sure, you might have got (some of) your money back but your funds were locked in limbo in the meantime. Leave as little in their accounts as possible. Avoid segregated trusts where possible.
Anyhow, I think you're undercapitalized - come back when you have enough to play the game properly.