there are a few people here with insight and experience. I don't play monopolies; I own them +12 months. If retail had any advantage I'd be the first to exploit it.
there was a major firm that traded pink sheets written in perl. another that quoted some illiquid instruments and if it ever got filled would alert and turn off; again written in perl
calculating the iNAV of spy might be closer to spx if you're looking at last few significant digits. did something similar between sp futures, oex, and spx in manual days
yes, i was suggesting tag50 half jokingly. Seems like you're trying to see what other participants are doing. Everyone would like that. Maybe there's a squawk box service or become a client at a larger bank.