oh yeah they do charge more for futures... however for ES and YM, you can get approximate the same data from equities... just use SPY and I know there is an ETF that tracks DOW. if you just want a cheap solution to get you 80% of way there, worth it. you can try tickdata.com too, they are cheaper per contract but they have $1000 minimum.
When I used this service around a year ago, the minimum order was $150 for 18 months of futures tick data. Then I ordered 15 years of data for different futures for $750, it is still available here: http://www.tickdata.com/html/order.shtml
since we're on the subject : anyone know where one can download Futures Data, Time stamped to the millisecond ?