overview
What futures conversion is, which tickers and futures it supports, when contracts roll, and where to use it on the website, in integrations, and through the API.
gexbot calculates levels on the options underlying, such as SPX. You trade the future, such as ES. The two prices differ by the premium (the basis). Futures conversion applies that premium so each strike, bar, and major level lands on the futures price scale.
Where to use it
futures conversion for integrations
Set Ticker and Futures Target in ATAS, NinjaTrader, Sierra Chart, MotiveWave, Quantower, cTrader, Bookmap, or TradingView. Live conversion only.
historical sessions (webapp)
Replay a past Classic, State, or Orderflow session on a futures contract in the webapp.
level converter
Convert a single level between an index, an ETF, and a future.
futures conversion (api)
Request the multiplier and offset programmatically.
The website's Classic, State, and Orderflow charts also have a spot price / future toggle for live sessions.
Models and pairs
| Model | Formula | Default for |
|---|---|---|
| Additive | Future = Source + Offset | SPX to ES, NDX to NQ, RUT to RTY |
| Affine | Future = Source × Multiplier + Offset | Every other combination, such as SPY to ES or GLD to GC |
The API accepts any listed stock or index ticker with ES, NQ, RTY, YM, GC, SI, or CL. The ten pairs in the Level Converter are the common ones, not a limit. An integration or web control may offer fewer targets than the API.
Contract rollover
| Futures | Rolls |
|---|---|
ES, NQ, RTY, YM | On the Monday of the third-Friday week of March, June, September, and December. |
GC, SI, CL | Live: the active contract is the one with the highest session volume. Historical: the menu lists the two nearest contracts with data, within four calendar months. |
Integrations take a product code such as ES and select the contract for you. The website live menu offers the previous contract until its settlement date, and the next contract shortly before the roll. The historical menu lists the contracts that have data on the selected day.
TradingView integration
Install and configure the gexbot TradingView Desktop companion to stream GEX, Gamma, Vanna, and Charm exposure profiles directly onto your charts.
futures conversion for integrations
Show gexbot levels on your ES, NQ, or other futures chart with automatic futures conversion. Which Ticker and Futures Target to use, how it refreshes, and how to fix levels that do not line up.