Quote from invertedCurve:
WTF! another random run in ZN why is someone suddenly selling, over 127K tens trade in 15 mins!
Random bull$hit I am short 120.13 for an hour cover at 10.5 then at 6 at 005?
Then of course I buy em at 4.5, 4 puke the low. This is so Fu$king stupid!
You can get the close data for free from the Fed H.15 historical database. The other stuff will be more problematic.Quote from jfut:
Hey,
I was wondering if anyone knows a decent supplier of historical index data for the 30 year, 10 year and 5 year Treasuries (not the futures data)? I've contacted the CME Group but they weren't much help.
I basically need 30 minute OHLC data for the above Treasury indexes dating back 20/30 years or so, preferably in CSV format.
Your help would be much appreciated.
Cheers