Baker Library | Bloomberg Center

GovPX

Description: Historical tick by tick data for US Treasury issues (current year not available).

Harvard has access to data from 1999 to the past year. Prices for bills, notes, bonds, STRIPS and TIPS.

Content Type: Financial Markets Data

Subject: Sovereign Debt

Access:

  • Current HU faculty, students, and staff

  • Harvard University faculty, graduate students (including MBA students) and researchers can request a WRDS account
  • HU undergraduates may use WRDS in the Financial Databases Room.

Note: Use of WRDS is limited to academic and non-commercial research purposes. The right to access licensed databases and copyrighted material on the WRDS system is only for internal or academic research. You may not use data downloaded from WRDS for any commercial endeavor. In addition, you may not reveal, disclose, transfer, or share username and password information with anyone. Additional restrictions apply. See WRDS Terms of Use.

Use of this database implies acceptance of our Copyright and Licensing Restrictions.


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