(I don't know anything about Rithmic, I hear AMP is good though) I have programmed dozens of custom indicators and scripts to make TOS a quant traders dream come true. Have a look. Here is another one. This is a chart in EXCEL using the IB TWS API (and custom VBA scripts)
Rithmic shows you full depth of market (level 3). If you don't need it, AMP with CQG should be enough.
Yes, it's all free. But, you are going to have to mess around with the stuff to get it working. If you have never programmed before it will be a struggle. [Well, the thinkscript stuff isn't free. I had to code that myself. But I used a lot of free scripts from here http://traderyam.blogspot.com/2016/02/thinkorswim-scripts.html and other thinkscript community resources.] This is the sample worksheet. https://www.interactivebrokers.com/php/whiteLabel/Interoperability/DDE_Excel/ddeIntro.htm This is the github for using it. https://interactivebrokers.github.io/tws-api/excel_apis.html And this is the script I run to chart the data. https://stackoverflow.com/questions/58369968/excel-vba-macro-edit TDA has a sort of free data for 'funded' accounts. There is a video about it here ***I am not affiliated with the author of the video that I am linking.*** ***I have no business interest in this youtube channel.*** ***I don't even know who the author is.***
Hi @Real Money Thanks I'm going though these now. I'm just wondering which ETF you're using as a proxy for the SPX as the CME SPX futures rarely trade? https://www.cmegroup.com/trading/equity-index/us-index/sandp-500.html
SPY is the SPX ETF, ES is the futures, and then you need the SPX itself. In ThinkorSwim, the CBOE real-time cash index ticker is SPX. I don't really understand your question, it's kind of unclear. This link is the full size institutional contract. I'm not even sure how you would trade it. It doesn't trade on GLOBEX outside of RTH (AFAIK), and I'm not even sure you can trade it on GLOBEX at all.