YM - Anyone day trading it?

[Overnight]

Let's say that besides the CME data, you access data from the CBOT and NYMEX... you pay all of them their exchange fees? (My data package only includes the CME.)

No. It is 30 bux for all four, as BigAAPL said. The CME, CBOT, NYMEX and COMEX have been incorporated in to what they now call the GLOBEX. It is a bundle.

30 bux per month, non-pro, and you get a lot of instruments with it.

Just get CQG through AMP, get the bundle, and you will have no troubles in futures. I've been with them for seven years, have had nary a problem.

 

[deepfkvalue]

YM is great for some day trading strategies that are more inconsistent with ES. For example good for VWAP related strategies, and the fee for all data across all the US indices is only $30 per month.