已更新
ES/SPY Conversion Ratio (by Yulien)
The 
ES1! ES/ 
SPY SPY Conversion Ratio compares E-mini S&P 500 futures (ES) with the SPDR S&P 500 ETF (SPY). It establishes a daily reference ratio from the confirmed close of the first regular-session minute (9:30-9:31 AM, America/New_York), avoiding reliance on the noisier opening-auction print.
It also calculates a live ratio on every update, displays the percentage drift from the first-minute reference, and converts a user-selected SPY price level into its corresponding ES price rounded to the configured ES tick size.
The indicator includes a configurable on-chart table, an interactive SPY reference level, and a customizable horizontal marker. It does not generate trading alerts or directional signals. This tool is intended for relative price conversion and execution reference only.
IMPORTANT DATA REQUIREMENT
Accurate operation requires real-time market data for both CME ES futures and SPY. Delayed, unavailable, or differently timestamped feeds can produce stale prices, an unavailable first-minute reference, or an inaccurate live ratio.
ES1! ES/ SPY SPY Conversion Ratio compares E-mini S&P 500 futures (ES) with the SPDR S&P 500 ETF (SPY). It establishes a daily reference ratio from the confirmed close of the first regular-session minute (9:30-9:31 AM, America/New_York), avoiding reliance on the noisier opening-auction print.It also calculates a live ratio on every update, displays the percentage drift from the first-minute reference, and converts a user-selected SPY price level into its corresponding ES price rounded to the configured ES tick size.
The indicator includes a configurable on-chart table, an interactive SPY reference level, and a customizable horizontal marker. It does not generate trading alerts or directional signals. This tool is intended for relative price conversion and execution reference only.
IMPORTANT DATA REQUIREMENT
Accurate operation requires real-time market data for both CME ES futures and SPY. Delayed, unavailable, or differently timestamped feeds can produce stale prices, an unavailable first-minute reference, or an inaccurate live ratio.
版本注释
The ES/SPY Institutional Conversion Ratio compares E-mini S&P 500 futures// (ES) with the SPDR S&P 500 ETF (SPY). It establishes a daily reference ratio
// from the confirmed close of the first regular-session minute (9:30-9:31 AM,
// America/New_York), avoiding reliance on the noisier opening-auction print.
// It also calculates a live ratio on every update, displays the percentage drift
// from the first-minute reference, and converts a user-selected SPY price level
// into its corresponding ES price rounded to the configured ES tick size.
//
// The indicator includes a configurable on-chart table, an interactive SPY
// reference level, and a customizable horizontal marker. It does not generate
// trading alerts or directional signals. This tool is intended for relative
// price conversion and execution reference only.
//
// IMPORTANT DATA REQUIREMENT
// Accurate operation requires real-time market data for both CME ES futures and
// SPY. Delayed, unavailable, or differently timestamped feeds can produce stale
// prices, an unavailable first-minute reference, or an inaccurate live ratio.
版本注释
SPY / SPX / ES Live Conversion RatioThis overlay translates price levels between the SPDR S&P 500 ETF (SPY), the S&P 500 Index (SPX), and E-mini S&P 500 futures (ES). It serves as a practical execution reference for traders monitoring the same underlying market across different instruments.How It WorksAutomatic Instrument Assignment: The indicator runs on SPY, SPX, or ES charts. The active chart is set as the Main ticker, while the remaining two instruments are automatically assigned as Reference 1 and Reference 2. (You can manually choose the Main ticker in settings, provided it matches the active chart).Live Ratio Calculation: Calculated in real time as $\text{Reference Price} / \text{Main Price}$ using the latest available 1-minute close for each reference market.Table Display & Level Projection: Displays the main price, both reference prices, and both live ratios. Placing one interactive Reference Level on the main chart projects that exact level into both reference markets using current ratios.Precision Rounding Rules:ES Projections: Rounded to the configured minimum tick size.SPY & SPX Projections: Rounded to two decimal places.ObjectiveProvides a fast, consistent method to map key price levels from your active chart to equivalent levels in secondary instruments—streamlining execution, entry/exit planning, and stop placement without manual math.Data Requirements & LimitationsNote: Requires active real-time market data for SPY, SPX, and CME ES futures. Delayed, unavailable, or misaligned feeds may yield stale prices or temporary ratio inaccuracies. This script does not generate trade alerts or directional signals.Changes Since V1.0Expanded Scope: Upgraded from a simple ES/SPY converter to a fully configurable SPY/SPX/ES multi-instrument tool.Smart Detection: Added automatic main-ticker detection and validation for supported charts.Enhanced Metrics: Integrated live SPX feed, two synchronized conversion ratios, and dynamic reference labels.Interactive Projection: Added an interactive main-chart Reference Level with automatic ES tick-size rounding.Customization & Optimization: Added configurable table layout (rows, position, colors, line styles, widths), optimized external request.security calls, and removed the legacy 9:30 AM candle highlight.版本注释
[3.5.4] - 2026-08-14### Changed
- Kept `CBOE:SPX` as the default SPX symbol.
- Added explicit guidance that SPX requires a real-time, non-delayed Cboe feed.
- Added explicit guidance to select the exact active CME ES contract and current
expiration, especially around futures rollover.
- Documented that `ES1!` is a convenience continuous contract and is not the
preferred execution symbol near rollover.
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。