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Date/Time: Sat, 04 May 2024 18:21:17 +0000



Yield Spread Calculation

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[2015-10-05 10:33:58]
Meritus - Posts: 164
I want to chart the yield spread (difference between 2 yields) of two bond futures namely Dec FGBL and Dec FGBX. Please can you advise the best way of doing this? Thanks
[2015-10-05 18:34:15]
Sierra Chart Engineering - Posts: 104368
There is only a way to calculate the difference between the prices of those charts themselves. That can be done by using the Difference study:
https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s3
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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