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Comprehensive access to the U.S. Treasury market. Real-time, hourly and end-of-day data that provides unparalleled insight into the largest government bond market in the world.
Introduction

Built around Tradition’s leading Global Fixed Income business, our US Treasury Bond Market data provides a comprehensive view across the largest government bond market in the world..

  • Real-time, hourly and end-of day data for Top of Book and Depth of Book.
  • 360+ total securities/instruments.
  • Off-The-Run Breakdown:
    • 80+ 30-year Treasury Bonds
    • 15+ 20-year Treasury Bonds
    • 40+ 10-year Treasury Notes
    • 20+ 2-year Treasury Notes
    • 30+ 3-year Treasury Notes
    • 50+ 5-year Treasury Notes
    • 80+ 7-year Treasury Notes
    • 10+ T-Bills
  • 7 On-The-Run securities/instruments
  • Executable, not indicative prices, sourced directly from Tradition’s Global Fixed Income business and market-leading liquidity.
    • Real-time with full depth of book. Delivered direct via FIX API.
    • Hourly Snaps – Top of Book. Delivered via SFTP.
    • End of Day Snaps – Top of Book. Delivered via SFTP.
  • Historical data up to 7 years
  • The Gold Standard for data reliability.

 

Top of Book

Top of Book (TOB) provides the highest bid and lowest ask, with size, for On-The-Run and Off-The-Run bills, notes and bonds across the entire U.S. Treasury curve. TOB provides traders and investors with crucial information about current market sentiment and liquidity for U.S. Treasury securities, helping them make informed decisions about buying or selling.

Depth of Book

Depth of Book (DOB) provides a more robust picture of the market by offering a fuller view of the liquidity and interest in U.S. Treasury securities. This includes the best bid and ask, as well the next multiple levels of bids and asks, with size. This additional view of liquidity is valuable for quants, traders and investors looking to assess market depth and potential price movements in UST securities.

Product Name

FII-BND-AME-UST


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Hourly Snaps
EOD Snaps
Real-Time
Does TraditionData cover all tenors of US Treasury bills, notes and bonds?
How many files are available per day?
11 files per day from 7am-5pm EST
Each file contains data for all on-the-run instruments, plus 350+ off-the-runs.
1 file per day at 5pm EST
Each file contains data for all on-the-run instruments, plus 350+ off-the-runs.
N/A
What is the timestamp precision for the datasets?
Minute
Minute
Millisecond
When are files delivered?
On the hour, from 7am-5pm EST and delivered downstream immediately as they are generated.
5pm EST and delivered downstream immediately as they are generated.
Real-time via FIX API
What is the source of the data?
BondsPro ATS via bonds.com
BondsPro ATS via bonds.com
BondsPro ATS via bonds.com
Are sample files available?
Yes, please contact us.
Yes, please contact us.
Yes, please contact us.
What historical data is available?
7 years (2017)
7 years (2017)
7 years (2017)
What is the file format of the historical data?
.csv format
.csv format
.csv format
Try our US Treasury Bond market data, free for 90 days.
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Our real-time, hourly and end-of-day prices provide visibility across the entire Treasury curve, with access to top-of book or full-book for over 350 Treasury securities. These are executable prices, not indicative, which is crucial to effectively monitor and trade in this key and volatile marketplace. With this level of real market prices and flexibility, TraditionData is your source for U.S. Treasury data.
Jim Mahn, Global Head of Product

Try our US Treasury Bond data, free for 90 days.

  • Unlimited access
  • Comprehensive coverage across spot, forward, NDF and FX Options
  • In-depth view of largest government bond market in the world
  • Easy set up with 24/7 support
  • Cancel at any time
Why TraditionData?

Building on our foundations of knowledge, integrity and trust, we have developed a reputation for our fresh perspective, innovative product delivery and agile approach to client services.

With over 1 trillion data points across 200+ products and 200 instruments going back 15+ years, as well as a global presence with over 40 offices in 30 countries, we provide precision data and analytics to our customers that is used daily for trading and business decisions.

TraditionData is part of Tradition (Compagnie Financière Tradition S.A. (SWX: CFT)), one of the world’s largest interdealer brokers in over-the-counter financial and commodity products. Tradition’s long history of managing pricing liquidity and trade execution across multiple asset classes in vanilla and complex products in primary and emerging markets enables us to access prices in many of the world’s most dynamic and traditionally opaque markets.


If the market is open, we are open.
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