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PureBytes Links
Trading Reference Links
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Most traders actually trade the bond derivatives ? i.e. bond and note
futures. We have data on CBOT US Treasury Bond going back to 1978, 5-year
Note futures back to 1988 and 10-year Note futures going back to 1982. It's
not expensive (US$67 for the entire set of futures data)
Futures trading is a whole lot different from tracking a single security
though. Most back testers use a back-adjustment method to create continuous
contracts suitable for backtesting ? see
http://www.premiumdata.net/support/futurescontinuous.php for more details on
how this works.
Our data is fully compatible with AmiBroker and incorporates the information
required for backtesting (margin value, tick values etc.).
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of jeffro861
Sent: Tuesday, 9 October 2007 6:28 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] US treasury bond data
Does anybody know where I can find data on the historical price of
treasury bonds? I know tnx and tyx are charts for the yields, but I'm
interested in price. I have etf data that mimics price, but the series
is not long enough.
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