SITFX_FuturesSpec_v17

Full-scale futures contract specification library for Pine Script v6. Covers CME, CBOT, NYMEX, COMEX, CFE, Eurex, ICE, and more – including minis, micros, metals, energies, FX, and bonds.
Key Features:
✅ Instrument‑agnostic: ES/MES, NQ/MNQ, YM/MYM, RTY/M2K, metals, energies, FX, bonds
✅ Full contract data: Tick size, tick value, point value, margins
✅ Continuation‑safe: Single‑line logic, no arrays or continuation errors
✅ Foundation for SITFX tools: Gann, Fibs, structure, and risk modules
Usage example:
import SITFX_FuturesSpec_v17/1 as fs
spec = fs.get(syminfo.root)
label.new(bar_index, high, str.format("{0}: Tick={1}, Value=${2}", spec.name, spec.tickSize, spec.tickValue))
SITFX_FuturesSpec_v17 – Complete Futures Contract Library for Pine Script v6
Author: Ken (“SITFX”) | © 2025 Solvere Trading Solutions, LLC
🔹 Overview
SITFX_FuturesSpec_v17 is a comprehensive, continuation‑safe Futures contract library for Pine Script v6.
It provides single‑line contract definitions for CME, CBOT, NYMEX, COMEX, CFE, Eurex, ICE, and other major exchanges, covering:
Equity Index Futures: ES, NQ, YM, RTY, EMD and all micros (MES, MNQ, MYM, M2K)
Volatility Futures: VIX (VX) and Mini‑DAX (FDXM)
FX & Crypto Futures: EuroFX, Yen, Pound, CAD, AUD, Swiss Franc, Micro Euro, Dollar Index, Micro Bitcoin
Treasury & Interest Rate Futures: 30‑Year, 10‑Year, 5‑Year, 2‑Year, SOFR, Fed Funds
Metals: Gold, Silver, Platinum, Copper and their E‑Mini/Micro equivalents
Energies: Crude Oil, E‑Mini Crude, Natural Gas, Heating Oil, RBOB Gasoline
🔹 Key Features
Instrument‑Agnostic Data Backbone
Returns a full FuturesSpec record with symbol, name, exchange, contract size, delivery months, tickSize, tickValue, pointValue, dayMargin, and overnightMargin.
Standardized formatting for multi‑market HUDs, Gann/Fibonacci tools, and risk models.
Continuation‑Safe
Every contract is defined on a single line for guaranteed compilation in Pine Script v6.
Avoids line‑continuation (+ or /) issues common in ternary operators.
Complete Coverage
Supports equity indices, metals, energies, FX, crypto, rates, and bonds.
Micro, mini, and full‑size contracts are fully mapped.
Plug‑and‑Play Integration
Designed as a drop‑in module for any SITFX script.
Provides a single function call:
pinescript
Copy
Edit
import SITFX_FuturesSpec_v17/1 as fs
spec = fs.get(syminfo.root)
label.new(bar_index, high, str.format("{0}: Tick={1}, Value=${2}", spec.name, spec.tickSize, spec.tickValue))
Instantly fetches tick and margin data for dynamic HUDs, risk sizing, and Gann/Fib calculations.
Future‑Ready Backbone
Centralized database for multi‑market, multi‑timeframe scripts.
Optimized for SITFX.StructureCollector, Gann/Fib Modules, and Risk Management HUDs.
🔹 Usage Notes
This library is timeframe and instrument agnostic.
Input: symbol as the root ticker (e.g., "ES", "MES", "GC", "M2K", "VX").
Output: A FuturesSpec record containing all contract details.
Fallback: Returns na if the symbol is not recognized.
🔹 Example Use Case
pinescript
Copy
Edit
import SITFX_FuturesSpec_v17/1 as fs
spec = fs.get(syminfo.root)
if not na(spec)
label.new(bar_index, close,
str.format("{0} | Tick={1} | Value=${2}", spec.symbol, spec.tickSize, spec.tickValue))
This library serves as the foundation for all professional SITFX scripts, enabling:
Real‑time margin & tick value calculation
Multi‑contract HUDs for indices, metals, energies, and FX
Preparation for Gann/Fibonacci confluence and quantified risk engines
Provides standardized tick size, tick value, point value, day/overnight margin, and session data for major CME, CBOT, NYMEX, COMEX, ICE, Eurex, and FX contracts.
🔹 Instrument-agnostic: works with Minis, Micros, Metals, Energies, Bonds, FX, Indices.
🔹 Continuation-safe: all logic written with if/else (no multiline, no line-continuation).
🔹 Helper Getters: tickSize(), tickValue(), pointValue(), dayMargin(), overnightMargin().
🔹 Session Aliases: per-region helpers (US/EU/AS) with normalized contract roots.
🔹 Backbone: designed to integrate with SITFX libraries (DataEngine, HUD, Strategies).
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda juga boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah tertakluk kepada Peraturan Dalaman.
Penafian
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda juga boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah tertakluk kepada Peraturan Dalaman.