German Bonds’ YIELDS CODES on ProRealtime Platform

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  • #230897 quote
    MigVi
    Participant
    New

    Hello, friends!

    Does anybody know if there are in ProRealTime, CODES for:
    – German 10 year Bond YIELD;
    – German 2 year Bond YIELD;
    – German 6 months Bond YIELD;
    on ProRealtime Platform?

    How can I found them?
    Really thank you very much.
    My best regards to you all.

    #230951 quote
    Iván González
    Moderator
    Master

    Hi,
    Just go to search window and write “german” and select ETF. You will find a lot of assets.
    EL4S
    EL4V
    EL4T
    EL4U

    MigVi thanked this post
    Captura-de-pantalla-2024-04-03-094004.png Captura-de-pantalla-2024-04-03-094004.png
    #230985 quote
    MigVi
    Participant
    New

    Hi, Iván.

    Thank you very much.
    It’s a pitty there are not the instruments by themselves and separated by each maturity alone, so we can calculate spreads with precision.
    It would be very useful to have an instrument for the bond value and a different one for the yield, even that they are (tend to be) negatively correlated, but not always with such a precision. Thus, if we had yields separated by maturity, we could calculate spreads with precision.

    The ones I can found in your image are for mixes of bonds maturies. Thus, I cannot compare yields with a single one maturity.

    But really thank you indeed for your help. If there are other kind of instruments for bonds and its yields separated by instruments, please let me know.

    Thank you very much.

    #231054 quote
    MigVi
    Participant
    New

    My idea is to calculate the spread between US 10 year bond YIELD and German 10 year Bond YIELD.
    Does anybody know how to do it in ProRealTime?

    Which instruments are on the platform so I can do it?

    Thank you very much fo all your help.

    #231056 quote
    Iván González
    Moderator
    Master

    One possibility would be to use the Mansfield CSR indicator, for example.

    MigVi thanked this post
    #231060 quote
    MigVi
    Participant
    New

    Thank you, Iván.

    But Mansfield CSR gives me a correlation (usually a division)… between two instruments too… I would, even so, need the instruments I’m looking for… those Yields… to be more precise in calculation…

    Even that I can use a division to understand, just somehow, the yields curve… the best is to calculate de difference between them. It’s more clear on its visibility… But I would always need both instruments… Isn’t that the Mansfield theory?)

    Thank you indeed for your help. If you find solutions, could you explain how they would be built under an indicator for ProRealTime?
    Thank you so much indeed.

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German Bonds’ YIELDS CODES on ProRealtime Platform


Platform Support: Charts, Data & Broker Setup

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MigVi @migvi Participant
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This topic contains 5 replies,
has 2 voices, and was last updated by MigVi
1 year, 10 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 04/02/2024
Status: Active
Attachments: 1 files
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