Are there any free realtime charts that I am able to view VWAP for the S&P 500 futures? If not, what is the best/cheapest alternative? Many thanks.
Open TD Ameritrade account. You don't need any deposit, and there's no inactivity fee. They provide non-delayed data feed and you can use complete features (including VWAP) of powerful thinkorswim platform. Most free data via CQG, Tradingview, etc. is 10-20 mins delayed feed.
For my understanding, CME rules say that if someone has display quotes they can 11 minutes delayed. No one can display publically real-time quotes. Non funded accounts in brokerages (CME rule) can not get real-time quotes.
Perhaps, TDA has some workaround? I have non-funded TDA account (I've never funded my TDA account due to bank wire issue with my bank) and having non-delayed futures charts (at least I see 1 min chart is same and sync with CQG fed charts). If someone needs to fund for some reason, I think very minimum deposit ($10 for example) may still work to get real-time data.....
I believe you. But.... There are no workaround CME rules. They enforce them on the FCM and data feed level. Each customer is entitled to 30 days of real-time demo data annually (source: data and execution vendors). There are very few brokers who do not charge CME data for funded accounts, but then it is added to commissions and the broker pays for that. Anyway, you can call the CME and ask because you do not want to get a bill one day.
I made a /ES screenshot to compare 1 min charts between TOS and Rithmic. They are same. I thought there are already many people who opened TDA account just for free data and charting.... I opened my account about a year ago and they've never charged anything to me so far.... Also, the biggest retail broker in my country provides real-time futures data for free even if I have no deposit (no inactivity fee). So, I guess CME has some exceptions depending on their contract model with brokers.....