Learn what you are trading
Understand how a futures contract works: contract size, tick size and tick value, margin, and what happens at expiry. Start with the Micro contracts (MES, MNQ), which are one tenth the size of the E-minis, so each mistake costs less while you learn.
Choose a futures broker
You need an account with a futures commission merchant (FCM) or an introducing broker that clears through one. Compare commissions, day trading margins, platform support and how they handle market data. Check any firm on the NFA's BASIC database before sending money.
Pick a trading platform
The platform is where you chart, place orders and manage risk. Many futures day traders use NinjaTrader Desktop. If you go that route, NinjaTrader Guru has free guides for installation, data connections and chart setup.
Get market data
Real-time CME data is a separate monthly fee with most brokers. Non-professional rates are much lower than professional ones, so answer the exchange's data agreement questions carefully.
Trade a simulator first
Most platforms include a simulated account. Use it until you can follow your own rules for weeks at a time, not just until you have a few winning days.
Write a risk plan
A maximum loss per trade that you will not move. A maximum loss per day, after which you stop. The setups you take, and the conditions when you stay flat. A trading journal you actually review every week.
Consider a prop firm evaluation
Futures prop firms let traders pay for an evaluation and, if they pass, trade the firm's capital under strict rules. Read every rule, especially daily loss limits and trailing drawdown, before you start. Traders running several funded accounts often use a trade copier; Affordable Indicators makes one for NinjaTrader.
Find people to learn with
Trading alone makes it easy to repeat the same mistakes. Our Atlanta trading community is a good place to ask questions and compare notes.