YRM Prop Data Feeds 2026

YRM Prop uses institutional-grade market data providers — specifically dxFeed, CQG, and Marex — to deliver tick-level futures price data, depth-of-market information, and volume statistics to traders using Volumetrica and Quantower platforms, and while you don't pay separately for these data feeds (they're included in your Challenge or funded account access), understanding the underlying data infrastructure matters because data quality, latency, and reliability directly impact your ability to execute profitable trades in fast-moving futures markets.

‍ If you've only traded stocks or forex where data feeds are mostly invisible and standardized, futures data is different — the feed provider, the specific data tier (conflated vs tick-by-tick), and the platform's data processing all create variations in what you see on your charts and DOM, which can materially affect order flow reading, volume analysis, and execution timing.

Here's what most traders don't realize: not all "real-time data" is actually real-time, and not all volume data is complete. Some feeds deliver conflated data where rapid price updates are compressed to reduce bandwidth (fine for slower traders, problematic for scalpers). Some feeds provide market-by-order (MBO) depth showing individual orders in the queue, while others only show market-by-price (MBP) aggregated depth. These differences matter enormously if your trading edge relies on reading precise order flow, identifying hidden liquidity, or front-running large institutional orders entering the market.

This overview connects to YRM Prop's trading platforms (Volumetrica and Quantower) that consume and display this data, the approved products list showing which futures contracts you can trade, and the commission structure that includes data access costs.

Quick heads-up: This article is based on my real experience with YRM Props and the info available when I published/updated this. Things change in prop trading — rules, payouts, promos, all of it.

For the absolute latest, check YRM Props´s website or their help center.

What Are Market Data Feeds?

The Basics: How Futures Data Works

Futures exchanges (CME, CBOT, NYMEX, COMEX) generate massive amounts of data every microsecond:

• Every bid and ask price update
• Every trade execution
• Every order added or cancelled in the depth-of-market
• Volume at each price level
• Time & sales tick data

This raw data is captured by data feed providers who aggregate, normalize, and distribute it to trading platforms like Volumetrica and Quantower. The feed provider acts as the intermediary between exchanges and your trading platform.

Data flow:

1. CME exchange generates tick data
2. dxFeed captures and processes this data
3. Volumetrica requests data from dxFeed
4. Your chart/DOM displays the processed data

Why Data Feed Choice Matters

Different providers have different strengths:

Latency: How quickly data travels from exchange to your platform (measured in microseconds). Lower latency = faster reaction time.

Completeness: Does the feed include every single tick (tick-by-tick) or compress updates (conflated)?

Depth quality: Market-by-order (MBO) showing individual orders vs market-by-price (MBP) showing aggregated volume.

Reliability: Uptime, redundancy, ability to handle high-volume periods without dropping data.

Coverage: Which exchanges and instruments are supported.

For retail futures traders, these differences might seem academic. For order flow traders executing 20+ trades per day, the distinction between 60-microsecond latency (dxFeed) and 15-microsecond latency (Rithmic) can be the difference between profitable and unprofitable scalping.

YRM Prop's Data Providers: dxFeed, CQG, Marex

dxFeed: The Primary Data Backbone

dxFeed is YRM Prop's primary data provider, particularly for Volumetrica platform users. It's an enterprise-grade data feed provider specializing in tick-level historical and real-time data for futures, stocks, options, and forex.

dxFeed characteristics:

Coverage: CME, CBOT, NYMEX, COMEX futures plus equity markets (Nasdaq, NYSE)

Latency: ~60 microseconds average from exchange to feed handler

Data quality: Full tick-by-tick for futures, non-conflated volume data

Historical depth: 500+ terabytes of tick-level historical data, some instruments dating back to 2009

Delivery models:

• "Ticker" (conflated, bandwidth-efficient)
• "Stream" (lossless, complete tick-by-tick)

Strengths for YRM Prop traders:

• Excellent for volume analysis and footprint charting
• Reliable tick data crucial for order flow reading
• Strong integration with both Volumetrica and Quantower
• Includes complete volume-per-tick data (not synthetic estimates)

Limitations:

• No CME MBO (market-by-order) data for individual queue positions
• Slightly higher latency than Rithmic (matters for extreme high-frequency scalping)
• Data-only provider (no trade execution routing)

Practical impact: For 95% of YRM Prop traders, dxFeed delivers everything you need. If you're scalping MES for 2-3 ticks and execution speed is life-or-death, dxFeed's 60-microsecond latency might be a constraint. For everyone else — day traders, overnight position holders, swing traders within YRM's rules — dxFeed is more than sufficient.

CQG: Institutional-Grade Alternative

CQG (originally Commodity Quote Graphics) is one of the oldest and most respected data providers in futures markets, offering both data feeds and execution infrastructure.

CQG characteristics:

Coverage: 75+ global exchanges including all major US futures markets

Latency: Similar to dxFeed (~50-70 microseconds depending on data tier)

Data quality: Full tick-by-tick available, excellent depth-of-market

Analytics integration: Built-in studies, volume profiles, spread analysis

Strengths:

• Extremely reliable uptime and data integrity
• Broad global exchange coverage beyond just US futures
• Mature platform with decades of institutional use
• Integrated charting and analysis tools

Limitations:

• More expensive for retail traders accessing directly
• Does not provide full order book depth (MBO) for all instruments
• Platform complexity can overwhelm new users

Practical impact for YRM Prop: CQG is available through Quantower platform via specific broker connections. Most traders use dxFeed by default, but traders needing global futures coverage (European futures, Asian markets) benefit from CQG's extended reach.

Marex: Specialized Futures Data

Marex (formerly ED&F Man Capital Markets) is a global commodities broker and data provider specializing in energy, metals, and agricultural futures.

Marex characteristics:

Coverage: Primarily energy and commodity futures on CME/NYMEX/COMEX

Specialization: Deep liquidity data for commodity markets

Integration: Available through select YRM Prop platform configurations

Practical impact: Marex is most relevant for traders focusing heavily on crude oil (CL), natural gas (NG), gold (GC), or agricultural products. For equity index futures traders (ES/NQ/RTY), dxFeed or CQG handle everything needed.

Data Feed Comparison for YRM Prop Traders

What "Institutional-Grade" Actually Means

Data Quality Metrics

Marketing materials love throwing around "institutional-grade" without defining it. Here's what it actually means:

Uptime: 99.9%+ reliability with redundant feed handlers and failover systems. No data outages during critical trading hours.

Completeness: Every tick captured and transmitted without drops or gaps, even during high-volume periods like major economic releases.

Latency consistency: Not just low average latency, but consistent latency. Occasional 60-microsecond updates mixed with random 5-millisecond delays create worse execution than consistent 100-microsecond latency.

Timestamp precision: Accurate to the microsecond for proper sequencing of events, critical for order flow analysis.

Historical depth: Years of tick-level historical data available for backtesting and strategy development.

Why Retail Traders Rarely See This Quality

Most retail brokers (TD Ameritrade, E-Trade, Robinhood for stocks; many forex brokers) use aggregated or delayed data feeds because:

1. Cost: Institutional data feeds cost thousands per month directly. Retail brokers subsidize access through commissions and account minimums.
2. Bandwidth: Streaming complete tick-by-tick data requires significant server infrastructure and network capacity.
3. Complexity: Most retail traders don't use order flow analysis, so providing MBO data adds cost without value.

YRM Prop's advantage: By pooling trader capital and using simulated environments during Challenge/Prime phases, they can provide institutional-grade data feeds included in account access. You're getting data quality that would cost $500-2,000/month to access directly through brokers.

How Data Feeds Impact Your Trading

Scalping: Data Quality Is Critical

If you're scalping MES for 2-3 tick profits (10-15 points = $50-75 gross per trade), data latency and completeness are make-or-break.

Scenario: ES trades at 5800.00, bounces to 5800.50, you want to enter long at 5800.25 on the pullback.

With fast, complete data (dxFeed): You see the bounce within 60 microseconds, enter your limit order at 5800.25, get filled as price retraces.

With slow or conflated data (hypothetical inferior feed): Bounce appears on your screen 2-3 milliseconds late (50× slower), by the time you click, price already at 5800.75, you miss the entry entirely or chase and get worse fill.

Over 40 trades per day, this latency difference could mean 10-15 missed opportunities or worse fills totaling $200-500 in slippage beyond commission costs.

Day Trading: Data Reliability Matters More Than Speed

Day traders holding positions 15 minutes to several hours care less about microsecond latency and more about data completeness and uptime.

Critical factor: Does the data feed accurately show volume profile development throughout the day? If you're trading based on volume nodes and high-volume areas, you need complete volume-per-tick data, not estimates or synthetic volume.

dxFeed's "Stream" delivery mode ensures you're seeing actual traded volume at each price level, not algorithmic guesses about volume distribution.

Order Flow Trading: Depth Quality Essential

Order flow traders reading DOM, footprint charts, and bid-ask imbalances need market depth data showing actual orders resting in the book.

MBP (Market By Price): Shows aggregated volume at each price level. Example: "500 contracts bid at 5800.00" but doesn't show if that's one 500-lot order or 50 individual 10-lot orders.

MBO (Market By Order): Shows individual orders in queue. "Order #1: 200 contracts, Order #2: 150 contracts, Order #3: 150 contracts" = 500 total bid.

Why it matters: MBO data lets you identify icebergs (large orders hiding size), see queue position changes, and read institutional order flow. MBP only shows the aggregate.

dxFeed limitation: No CME MBO data. You get high-quality MBP depth (aggregate volume per level) but not individual order visibility.

Practical impact: For most order flow strategies (reading imbalances, absorption, volume clusters), MBP data is sufficient. Only the most advanced order flow strategies genuinely benefit from MBO data, and those traders typically need ultra-low latency execution beyond what prop firm environments provide anyway.

Data Feeds and Platform Integration

Volumetrica + dxFeed

Volumetrica is built around dxFeed integration. The platform is optimized for dxFeed's data format, and the two work seamlessly together.

Key benefits:

• Pre-configured connection, minimal setup required
• Volumetrica's footprint and volume profile tools designed for dxFeed data structure
• Automatic failover and reconnection if data feed drops

Setup process: Essentially plug-and-play once you have YRM Prop account credentials. Connection is established automatically during Volumetrica setup.

Quantower + Multiple Feed Options

Quantower supports 60+ connections including dxFeed, CQG, and many others. This flexibility means you can choose your preferred feed provider.

Typical YRM Prop setup:

• Primary data: dxFeed for futures price data, volume, and depth
• Alternative: CQG for extended global coverage if needed
• Custom setups: Experienced traders can use different feeds for different instruments (dxFeed for ES, CQG for European futures)

Setup complexity: Higher than Volumetrica due to multiple configuration options. See Quantower setup guide for step-by-step instructions on data feed connection.

Do You Need to Understand Data Feeds?

Probably Not (At First)

Most traders starting with YRM Prop don't need deep data feed knowledge. The platforms come pre-configured with appropriate data providers, and everything works automatically.

Just trade: Focus on executing your strategy, passing Challenge evaluation, and getting funded. Data feed optimization is a problem for later.

When Data Feed Knowledge Matters

You should care about data feeds when:

You're experiencing data issues: Charts freezing, missing ticks, depth-of-market not updating. Understanding your feed provider helps troubleshoot.

You're scalping aggressively: If your edge requires split-second timing, data latency becomes material to profitability.

You're trading multiple firms: Using Quantower across YRM Prop and other prop firms means managing multiple data connections. Understanding feed providers helps optimize setup.

You're advancing to complex strategies: Multi-timeframe analysis, spread trading, or sophisticated order flow reading requires quality data. Knowing your feed limitations prevents false signals.

Data Feeds FAQ

Do I pay separately for dxFeed, CQG, or Marex access through YRM Prop?

No. Market data access is included in your Challenge subscription or Instant Prime account. There are no additional data feed fees.

Can I use my own data provider with YRM Prop?

No. YRM Prop provides Volumetrica and Quantower with specific data feed configurations. You cannot bring your own external data feeds.

Is dxFeed data fast enough for scalping?

For most scalpers, yes. dxFeed's 60-microsecond latency is competitive with retail futures brokers. Only extreme high-frequency scalpers targeting sub-tick profits would notice limitations.

Why doesn't YRM Prop use Rithmic data?

Cost and integration complexity. Rithmic offers lower latency (~15-30 microseconds) but is more expensive and requires different platform architecture. For YRM Prop's target trader base, dxFeed provides better cost-benefit balance.

What happens if data feed goes down during trading?

YRM Prop's infrastructure includes failover systems. Temporary data drops automatically reconnect. Extended outages are rare but would prevent trading until connection restores. Your positions remain safe; you just can't enter new trades or see real-time updates.

Does data feed quality affect my drawdown calculation?

Indirectly. Better data = better entries and exits = less slippage and fewer bad fills = easier to stay within drawdown limits. But the actual drawdown calculation is based on executed trades, not data feed quality.

Can I access historical data for backtesting strategies?

Yes. dxFeed and CQG both provide deep historical tick data. Quantower includes replay functionality for testing strategies on historical data. Volumetrica's historical access varies by configuration.

Is futures data better quality than forex or stock data?

Yes, generally. Futures trade on centralized exchanges (CME, CBOT) with complete transparency. Every tick is recorded and available. Forex is decentralized (no central exchange) so volume data is incomplete or estimated. Stocks have centralized exchanges but data access is fragmented across NYSE, Nasdaq, ARCA, etc.

Does choosing Volumetrica vs Quantower affect my data quality?

Not the raw data quality — both use the same underlying feeds. The difference is visualization and analysis tools. Quantower offers more advanced data manipulation and display options.

What is "conflated" data and should I avoid it?

Conflated data compresses rapid updates to reduce bandwidth. Example: if ES price updates 50 times per second, conflated data might show every 5th update. For most trading (non-scalping), this is fine. dxFeed's "Stream" mode is non-conflated (shows every tick), which YRM Prop configurations typically use.