NeoButane

Futures APR

Futures basis % for any ticker.

Requires: an index to compare against, the futures ticker, and the expiration year/month/day/hour. Optional second ticker to compare with.


Example explanation using bitcoin futures:

For Deribit, their futures expire at 0800UTC and the ticker will show the date of expiration. For example, BTC27H20's expiration is the 27th of March, 2020, at 0800UTC. For BitMEX, their futures expire at 1200UTC and have the same expiration dates.


https://www.deribit.com/pages/docs/futur...
"3 and 6 months quarterly of the March, June, September, December cycle; Quarterly futures expire the last Friday of each calendar quarter at 08.00 UTC."

https://www.bitmex.com/app/contract/XBTM...
Archived page here: http://archive.is/9IZeF
"This contract settles on the .BXBT30M Index value as of the Jun 26, 5:00 AM (12:00:00 PM UTC)."
Once the June 2020 contract does expire you can always replace "XBTM20" with the currently running contract.



Notes on futures charts that never expire:

For OKEx, their futures charts are continuous, meaning that the indicator's values won't be accurate past prior expirations. This will be the same for other continuous futures charts such as BTC1! . This is because they are displaying previously expired contracts combined together.

My published indicators: https://www.tradingview.com/u/NeoButane/#published-scripts

Sorry if I haven't replied to your message yet, I'm a bit backlogged :)
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