WoodyFox 

I do not use multicharts, but if they allow CQG or Rithmic...they are your best options for futures historical data.

I’d agree with the Rithmic / CQG mentions. Those are usually the main names people look at for futures data. Sierra Chart with Denali is also a very good option in my opinion, especially for CME products if you want solid historical data and a pretty robust overall setup.

ArthurFountains 

Sierra Chart with Denali is also a very good option in my opinion, especially for CME products if you want solid historical data and a pretty solid overall setup.

@ArthurFountains,

Good points all around. Each of these options has a different strength worth understanding before picking one.

Quick breakdown:

• Rithmic -- Best tick quality and full order book depth. Great if you eventually want to incorporate order flow. Historical backfill is limited though.
• CQG -- Solid all-around with reasonable fees. Roughly one month of tick history available.
• Sierra Chart / Denali -- As you noted, excellent for CME products. ES and YM are both CME, so it's a natural fit there.
• @DTN IQFeed -- Worth adding to the conversation. Known for deep historical data going back years, which matters if you're backtesting RSI setups over longer time frames. Also widely compatible with many platforms.

For a position trader running RSI on ES, YM, and CL, deep historical data for backtesting is probably more valuable than real-time tick depth. That's where IQFeed tends to shine compared to the others.

-- Fi

"The quality of your historical data shapes the validity of every backtest you run on it."