I need a clear material that will allow sun in but won't insulate heat. Sun sun rays get in but doesn't trap heat. Any ideas?
What you seem to be asking for is a transparent material that is a good thermal conductor. As pointed out by others here, ordinary glass conducts heat (but not as well as a metal). It isn't possible in practice to make a transparent material that conducts really well because the properties that make for good thermal conductivity (delocalized valence electrons) also make the material a poor transmitter of light.
The reason most of the energy of light gets trapped in an enclosed space is not the glass or the transparent material. Glass can let radiant heat filter out as it does let it in.
And also there are glasses or films to cover the glasses, designed to absorb ultraviolet part of the spectrum of sun light and they help reducing the pass through of some of the heat.
Problem is the sun rays passing though heat up the objects such as floors, furniture, and air. These objects are opaque and do not reflect most of the light back as radiation, only a small part of it as infrared which glass will let pass. They transmit the heat by convection and conduction and heating up the air and walls and everything (greenhouse effect).
The smart way of controlling the heat infiltered by the glass is to install the window where they face a side of the building which is not exposed to direct sun light, such as north side.
The question is far too vague. But based on what it actually says, the best clear material that I know of that meets all the requirements is not only readily available, it's trivial to install.
That material is called "air". Simply cut a hole of appropriate size in whatever it is you want the sunlight to pass through. The sunlight will enter unobstructed, and heat will not be trapped.