As mentioned in the answer to Timezone convertion between tickers by Dennis T,
we can use the security() function to get the time in another timezone.
Now I was tryi
time() is the time in the exchange's time zone and when viewed through security(), will also be dependent on how the bars from each ticker are mapped to each other. Also, those two markets have a one hour delta in their starting/closing time.
Here, we fetch the Unix time but then convert it to hours in the context of the chart's timezone:
//@version=4
study("Nymex-CME times", shorttitle="Time")
time_cl1 = security("CL1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on) // UTC-4 Nymex
time_es1 = security("ES1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on) // UTC-5 CME
hour_cl1 = hour(security("CL1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on)) // UTC-4 Nymex
hour_es1 = hour(security("ES1!", timeframe.period, timestamp(year, month, dayofmonth, hour, minute, second), gaps=barmerge.gaps_on)) // UTC-5 CME
plot(time_cl1, "time_cl1", color.blue)
plot(time_es1, "time_es1", color.red)
plot(hour_cl1, "hour_cl1", color.blue)
plot(hour_es1, "hour_es1", color.red)