The best source for you will likely depend on the nature of your research (general exploration or large project), what type of bonds you are focused on, and what types of information you need.
For Individual Bonds
For bond trading data for a few bonds, we recommend Eikon – see Eikon access help.
To see trading data for an entity's bond:
Load an entity's profile and in the tabs go to Debt & Credit > Debt Structure to see what bonds they have issued.
Click on the bond to see more details and use the Charts or Price History tabs.
Change the interval and dates as needed.
Use the Excel icon to export to Excel.
Note: Eikon only has intraday data for the most recent 3 months at 1, 5, and 30 minute intervals.
For a Larger Dataset
These sources are often used in papers. You can Ask Us to discuss your project so we can help identify the best options. Notes:
geographic coverage improves over time (emerging markets have less history than the U.S.)
while the U.S. distinguishes between sovereign and municipal bonds, not all countries do (many won't have what we think of as muni bonds and instead all government issuances will come from a central entity and so may be classified as sovereign bonds)
See * for tips. Coverage is global and while there are earlier bonds, coverage picks up in the 1950s.
Note: If needing a low level of geography (like county or city) it can be hard to tease out all of the city or county-level municipal bond issuers separate from the city/county's general obligation debt.
Specifically covers US Treasuries from the 1960s (data is updated annually).
*Bloomberg Terminals have bond data but download limits make large projects infeasible. If the other sources don't meet your needs we encourage you to Ask Us so we can explore any other options.
