Yield data

Discussion in 'Fixed Income' started by DevBru, Dec 10, 2021.

  1. DevBru

    DevBru

    Where do you guys get your yield data for charting? Preferably intraday.

    I am currently using Tradingview, but some of the yields are only available as CFD's and some of the charts look off.

    If i wanted to get yield data on Tradingview, what data package do i need to purchase?
     
  2. ZBZB

    ZBZB

    TNX TYX from the CBOE on TradingView.
     
  3. xandman

    xandman

    Bloomberg. Your taking Yugo to a Formula 1 track.

    Easiest way is for a Futures subscription to track bond futures prices. But, there are Yield futures from the CME.
     
  4. SunTrader

    SunTrader

    Unfortunately CME yield futures are a joke. 4-5000 contracts per day on the 10 year!!!!
     
    xandman likes this.
  5. Overnight

    Overnight

    There are a couple of hundred contracts per day on forward index futures month, and they trade just fine. What is the problem?
     
  6. xandman

    xandman

    Depends on how precise you want to get. The issues are liquidity and true price discovery. A couple of hundred is a drop in the ocean.

    It may be good enough for a day to day information dashboard.
     
  7. SunTrader

    SunTrader

    So how are you doing trading them?
     
  8. Overnight

    Overnight

    I'm doing just swell. I cannot imagine the CME yield futures being any worse if they have many-fold the volume of forward indices.
     
  9. DevBru

    DevBru

    Thanks.

    Any good sources for the EU yields? They are only available as CFD on Tradingview and the charts don't seem right, this is for example a 5 minute chart for the German 2 year yield from yesterday.

    [​IMG]

    All those spikes don't seem right and make the chart not very readable/reliable.
     
  10. ZBZB

    ZBZB

    just chart the futures.
     
    #10     Dec 28, 2021