Data advice, please help

[icm63]

Hi,

Where can I get DAILY 30yr or 20yr USA treasury (Long) bond (price or yield) data going back to 1920s till 2007????

Like CSV format.

Date, Yield

or

Date, Price

[FRED]

Re: Data advice, please help

Hi,

Where can I get DAILY 30yr or 20yr USA treasury (Long) bond (price or yield) data going back to 1920s till 2007????

Like CSV format.

Date, Yield

or

Date, Price

Is this the kind of analysis you're looking for?

IMPLICATIONS OF RETURNS ON TREASURY INFLATION-INDEXED SECURITIES FOR PROJECTIONS OF THE LONG-TERM REAL INTEREST RATE (pdf), James A. Girola, March, 2006

See also...

Fed's bond data going back to 1977

Treasury Dept. going back to 1990

Cool site for bond market data

[icm63]

Re: Data advice, please help

Thanks, those are excellent FREE sources.

Like anything free, the data has a few holes where data is missing.

Any idea who would be the best Govt T bond data provider be for a small fee.

[FRED]

Re: Data advice, please help

Thanks, those are excellent FREE sources.

Like anything free, the data has a few holes where data is missing.

Any idea who would be the best Govt T bond data provider be for a small fee.

Objection on principle. Don't we pay enough taxes without paying our government to give us data about government bonds?

We are looking over the Treasury Dept. site to find what you're looking for. There's got to be a pony in there someplace.

[icm63]

Re: Data advice, please help

I agree.

I am trying to do a 'flight to safety' study of the INDU from the 1920s to 2008.

So I need to calculate the ratio of performance of INDU to USA Govt long term bond. So thats why I need bond price or yield to be accurate with no data gaps.

I am thinking that the movement of money to safety gives a hint that stocks are sick and are about to dive before the INDU shows a technical breakout of any price pattern.

This certainly was the case in 2001 and 2008.

[FRED]

Re: Data advice, please help

I agree.

I am trying to do a 'flight to safety' study of the INDU from the 1920s to 2008.

So I need to calculate the ratio of performance of INDU to USA Govt long term bond. So thats why I need bond price or yield to be accurate with no data gaps.

I am thinking that the movement of money to safety gives a hint that stocks are sick and are about to dive before the INDU shows a technical breakout of any price pattern.

This certainly was the case in 2001 and 2008.

Sweet. Love to see the results. As for the data sources, we'll keep digging.