How to Find Contract Size on TradingView
To size a futures position, identify the exact contract and its price multiplier before calculating cash exposure. TradingView's symbol information can help, but the exchange or broker specification is the reference for the instrument you will actually trade.
Keep the Units Separate
| Term | Meaning |
|---|---|
| Contract size | The amount or index exposure represented by one contract |
| Point value | Value of a one-unit change in the quoted price, per contract |
| Tick size | Minimum quoted price increment |
| Tick value | Cash change for one tick, per contract |
| Margin | Collateral requirement; not the contract's price multiplier or maximum loss |
For a linear contract, tick value equals point value multiplied by tick size. Point value equals tick value divided by tick size. The currency and quotation units matter: not every price is quoted in whole dollars and not every derivative uses a linear payoff.
Inspect the Symbol and Exchange Specification
Open the chart's symbol details and note the exchange, instrument type, contract month, currency and available point/tick fields. If a field is absent, do not infer it from the quantity label alone. Check the exchange product specification and the broker's trade ticket.
A continuous futures chart combines contract histories; it is not itself proof of the exact contract you can order. Select the tradable expiry when checking execution details. Continuity does not mean the exchange multiplier is an average of different expiry multipliers.
Display Pine's Symbol Fields
This complete script exposes TradingView's reported values in the Data Window. It does not independently verify the exchange contract:
//@version=6
indicator("Contract Metadata", overlay=true)
plot(syminfo.pointvalue, "Point value", display=display.data_window)
plot(syminfo.mintick, "Minimum tick", display=display.data_window)
plot(syminfo.pointvalue * syminfo.mintick, "Linear tick value", display=display.data_window)
Open Pine Editor, add the script and inspect the Data Window. A dummy plot(na) alone would not display these fields. TradingView documents syminfo in Chart information.
Work Through the Arithmetic
CME's E-mini documentation specifies ES at $50 per index point and $12.50 for a 0.25-point outright tick. An illustrative 10-point adverse move therefore equals $500 per contract before costs.
CME's Euro FX specification gives a contract size of 125,000 euros. A move from 1.0800 to 1.0801 is 0.0001, not 1.00. Its cash change is 125,000 × 0.0001 = $12.50 per contract. The outright minimum tick is 0.00005, worth $6.25.
For a linear contract, an initial stop-distance estimate is:
- Estimated loss before costs = price distance × point value × contracts.
- Contracts within a stated risk budget = budget ÷ estimated loss per contract, rounded down to the allowed size increment.
- Add commissions and an execution allowance; check margin separately.
A stop is not a guaranteed maximum loss. Gaps, slippage, rejection or missing protective orders can produce a larger loss. The Long/Short Position drawing is a planning tool and does not enforce the broker position.
Other Asset Classes Need Their Own Specification
Crypto inverse contracts, CFDs, spread bets, adjusted options and foreign-currency settlement can require different calculations. A lot is a quantity convention whose meaning depends on the product; it is not limited to stock board lots. Confirm the exact payoff and settlement currency rather than applying the ES formula universally.
Pineify can help draft calculations, but generated code does not replace exchange specifications or confirm broker sizing. For simulated strategy testing, see how to backtest on TradingView.