By "real time" presumably you mean tick data. This is generally not available for most contracts on most exchnages unless you are prepared to stump up a fair wedge of cash. However, i did once find on some russian website per-second historical data for various currency pairs - although I forget the site now.

However depending on your trading strategy I doubt you'll need tick data. You may be able to find per-5-minute data for free on some stuff. And EOD is generally free for most contracts.

http://datashop.deutsche-boerse.com Tick data: Price, volume, time, total volume for every options series and every futures contract - 120,00 Euro per calendar month.

You would probably be more interested in top of level order book data though, thats 300,00 Euro per calendar month.

Don't know of other exchanges, but seeing as the FESX is one of the most liquid products in the world it should be sufficient for testing. Check the sample.

IB will give you up to 1 second resolution (open, high, low, close) for most US equity names.

getting bid ask tick data is harder/more expensive to come by.

Tick databases large enough to do backfill testing on (a few years worth) are usually a few TB for equities markets.