I have been developing a python bot to trade NASDAQ futures but I am having issues accessing the market data candles. I have a sim account and I am paying for API access. I am able to authenticate my account just fine through the API calls but have never been able to actually fetch minute market data.
Reading through old community threads from 4 years ago with someone having a similar issue I see they had to pay for an extra subscription to CME. Is this still the case? Do I need to pay a CME subscription on top of the API access subscription to be able to fetch futures market data?
I know this is way too late maybe but yes you need to pay extra for data. Either through Tradovate or you can use an external dataprovider like for instance DataBento. They(DataBento) recently changed their pricing and I was lucky enough to get grandfathered into an account of just $49 per month for live streaming data of Nasdaq.
Reason why I like DataBento is not only the price but also the fact that they are on the same serverpark as the Nasdaq, Tradovate and my VPS so I am having a super low latency