There's a theoretical result that says that any data structure representing an ordered list cannot have all of insert, lookup by index, remove, and update take time better than O(log n / log log n), so no such data structure exists.
There are data structures that get pretty close to this, though. For example, an order statistics tree lets you do insertions, deletions, lookups, and updates anywhere in the list in time O(log n) apiece. These are reasonably good in practice, and you may be able to find an implementation online.
Depending on your specific application, there may be alternative data structures that are more tailored toward your needs. For example, if you only care about finding the smallest/biggest element at each point in time, then a data structure like a Fibonacci heap might fit the bill. (Fibonacci heaps are usually slower in practice than a regular binary heap, but the related pairing heap tends to run extremely quickly.) If you're frequently updating ranges of elements by adding or subtracting from them, then a Fenwick tree might be a better call.
Hope this helps!