[R-SIG-Finance] data differs

[Brian G. Peterson]

They are different symbols with  different tenors, so yes, it is normal
for them to differ.

iirc, IR is a 90-day interbank rate, and YT is a 3-yr bond  

It's been a while, so I might have those tenors wrong, but either way
they are futures for different rates.  Why would you expect them to be
the same?

On Wed, 2020-01-22 at 15:10 +1100, Stephen Choularton wrote:
> Hi
> 
> I am studying the spread between a couple of interest rate futures
> on 
> the ASX using R and IB
> 
> The futures are IR and IT.
> 
> This data line is produced by a callback looping on them at 4:30 pm
> when 
> trade finishes:
> 
> time ->  2020-01-21 16:29:59.818593 last IR -> 99.19 last YT ->
> 99.26 
> spread ->  -0.0700000000000074
> 
> This data is produced by a call to reqHistoricalData for close
> yesterday 
> (21 Jan)
> 
>                                     last IR ->  99.2 last YT -> 
> 99.29 
> spread ->  -0.01993848
> 
> I know they are 'similar' but is it normal for them to differ?
>