Created
December 15, 2016 15:12
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Quandl TY comparison
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| import quandl | |
| TY1 = quandl.get("CHRIS/CME_TY1", authtoken="hzW7pRAWuHdYT_zUk88F") | |
| TY1_SCF = quandl.get("SCF/CME_TY1_FW", authtoken="hzW7pRAWuHdYT_zUk88F") | |
| ax = TY1.Last.plot() | |
| TY1_SCF.Settle.plot(ax=ax) | |
| import matplotlib.pyplot as plt | |
| plt.savefig('myfig') |
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Hello,
Could you please explain to me what are the object TY1 and TY1_SCF? Are they the price series of 10-year US treasury note futures? Thank you.