Bond Yield Data

Discussion in 'Fixed Income' started by AvantGarde, Jan 7, 2022.

  1. Hey all,
    Does anyone know where you can get real-time bond YIELD data from? I am not looking for futures prices, but yields. I know you can get them from Reuters/Refinitiv and Bloomberg, possibly FactSet, but these are quite expensive for the mere retail trader...
    I am looking for a broad array of yields, including Italy, Germany, Canada, Australia, so the new US yield futures are not what I'm after. Specifically, I'm looking for yields, and futures prices won't cut it for my purposes...
    Thanks!
     
  2. what broker do you use? You can just add the bonds as tickers and observe the yield in real time. if you're not on a platform you can look for an index of the yield, which I believe can be found on the FRED website.

    Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity (DGS10) | FRED | St. Louis Fed (stlouisfed.org)
     
  3. I use Interactive Brokers but haven't found that they stream this data real-time. Thanks for sharing the link. Apologies, I should have mentioned that I want intraday data, ideally updating every few seconds or worst case minutes, that I could access via an API.
     
  4. mervyn

    mervyn

    tnx and tyx for 10 and 30 on IBKR, divided by 10.

    if you are not a big boy, don’t trade rates.
     
    jharmon likes this.
  5. Thanks. But as I mentioned above, I need intraday yields for a much broader array of countries than just the US.

    Also, who said I was trading rates?
     
  6. ZBZB

    ZBZB

    You can get a Reuters EIKON terminal badged as www.metastock.com Xenith for $99 a month.
     
  7. mervyn

    mervyn

    If you don’t pay for the data subs, then Bloomberg market page is decent enough.
     
  8. ZBZB

    ZBZB

    You can get real-time web scraping software to get it off the Bloomberg markets page.

    https://www.contentbomb.com/
     
  9. I might be stupid but can't you get the yield from price
     
  10. Not easily.

    GAT
     
    #10     Jan 8, 2022