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Intraday Government Bond Data Through Interactive Brokers

Article Quant Q&A · Author: Opt
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Summary

The document asks where historical or current intraday prices for government bonds can be obtained. The response identifies Interactive Brokers as a source of historical intraday bond data and gives a T-bill as an example of a security checked. It also points to two API request types: one for historical data and another for tick-level history when finer detail is needed.

This is a practical data-access pointer rather than a discussion of bond valuation, trading strategy, or data quality. The excerpt does not specify the bonds and venues covered, the available lookback period, timestamp granularity, subscription requirements, or whether the data is sufficient for a particular research use. Availability and detail can vary by instrument and account access, so researchers should confirm current API behavior and coverage before building a dataset or backtest around it.

Key ideas

  • Interactive Brokers is presented as a source of historical intraday government bond data.
  • The response names separate API requests for historical bars and more granular historical ticks.
  • The example concerns a Treasury bill, but the excerpt does not establish coverage for all government bonds.
  • Researchers should verify instrument coverage, history limits, and data access conditions for their use case.

Tags

Fixed incomeExecutionBacktesting
Full text
# Intraday government bond data


# Intraday government bond data












Is there any place where I can access intraday government bond price data, historical and/or ticker?

Thanks

## Answer by Rojolithos (score 1)

https://quant.stackexchange.com/a/80160

Yes, IBKR has free historical Intraday data for bonds; I just checked the August 15th T-Bill. You can use either reqhistoricaldata or, if you want even more granularity, reqHistoricalTicks.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.