Different price for the S&P 500 index between IB and TradingView

Discussion in 'Interactive Brokers' started by Justanotherguy, May 4, 2020.

  1. Hi.
    Sorry if it's a silly question; I searched for an answer but unsuccessfully.

    Shortly, I noticed there is a difference between the S&P 500 Index price in TradingView and ES continuous future price in IB, and that makes difficult to me to calculate the right price for orders, stop loss and take profit.
    Am I missing something maybe?
     
  2. Metamega

    Metamega

    Ones an index, ones a futures contract. Difference is because of dividends and cost of carry. Theirs really no reason the ES has to track the index. Arbitrage opportunity between the underlying stocks and the futures contract only reason it will track.

    https://www.tastytrade.com/tt/shows...hy-are-spx-and-es-different-prices-12-29-2015

    Didn’t watch the video but any google search of index vs futures contract difference in price will turn up similar articles.

    Edit: I should mention this is for current prices. Historical prices in continuous futures can get a bit off. Theirs many ways to stitch futures contracts together and they all have their nuances. Another topic to google “ which way to create continuous futures contract”
     
    Last edited: May 4, 2020
    Justanotherguy likes this.
  3. got it. Thanks for explaining.