OPEN-SOURCE SCRIPT
Updated SPY to ES or QQQ to NQ
This indicator is used to automatically map 
SPY VWAP and 10 levels of your choice to 
ES/
MES or map 
QQQ VWAP and 10 levels of your choice to 
NQ/MNQ. Since SPY and QQQ have the same price action as their futures iteration, there seems to a direct correlation between their levels and VWAP. This indicator is made to easily map the key levels of your choice to the appropriate futures instrument.
SPY VWAP and 10 levels of your choice to ES/MES or map QQQ VWAP and 10 levels of your choice to NQ/MNQ. Since SPY and QQQ have the same price action as their futures iteration, there seems to a direct correlation between their levels and VWAP. This indicator is made to easily map the key levels of your choice to the appropriate futures instrument. Release Notes
Added in input groupings, adding in standard futures VWAP so a separate indicator isn't needed and changed default colors. Release Notes
Modified the script to only require the opening price of SPY or QQQ, rounded to the nearest whole number, to be input (default value is 370). The script will now calculate the 10 closest strikes/levels above and below the specified price and automatically plot them on ES or NQ based on the ETF chosen. Also, reduced the default line sizes. Release Notes
Fix input groups, change level titles.Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
For quick access on a chart, add this script to your favorites — learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
For quick access on a chart, add this script to your favorites — learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.