Futures data is not free the way delayed stock quotes are. CME charges separately for its equity, energy, metals, agricultural and interest rate groups; ICE and CBOE bill their own. Non-professional rates are modest; professional rates are many times higher, and the definition of professional is broad.
Depth of market costs more than top-of-book, which matters if your method depends on reading the order-book.
Example: a retail trader wanting CME equity index depth pays a low monthly non-professional fee per exchange group, plus the platform's own charge. Trading four different asset groups multiplies it.
Related: exchange-fee, order-book, level-2, globex, round-turn