For futures data import from a source other than Norgate, it is critical to include a SymInfo file with the correct point value for every symbol. Otherwise, backtest results will not be accurate. (Tick size is not required, but if present, it will be used in chart scaling, and will be useful in formulas such as slippage modeling.)
RealTest has no "futures mode" and actually doesn’t know or care whether a given symbol is a stock or a futures contract. All it needs to know is the point value. This means that you can easily import data that contains a mix of stocks and futures, and test things such as using futures to hedge a stock portfolio.
There is no explicit support in RealTest for futures margin requirement levels. Use the MaxInvested formula (see below) as needed to model your margin needs. If you need to refer to per-contract margin requirements in your strategies, you can use one of the extra Info columns in the SymInfo file to import this data if available.