To load futures, you will need an Interactive Brokers' datafeed or an IQFeed. These are the two feeds that can provide real-time futures data into PTF PRO.
IQFeed offers a free trial, but limited to 1 year of history. If you sign up through our link with them they will waive the $50 signup fee if you do subscribe. We don't get compensated for the link:
https://pairtradefinder.com/iqoffer/index.html
The instructions and syntax for adding Futures from IQFeed into PTF PRO is on pgs. 64 and 65 of you User Manual here:
https://www.pairtradefinder.com/downloads/PTF PRO v20 User Manual July 2019 FINAL2.pdf
For IB, you need to have an IBKR PRO account opened so that you can use Trader Workstation. Then you need to subscribe for real-time futures data. You can then use the following syntax to get futures into PTF PRO: