How to Get Historical Bond Prices and Yields Data?
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A step-by-step guide covering Python, SQL, analytics, and finance applications.
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While we know that there are many sources to get the historical prices for stocks and mutual funds such as Yahoo Finance and Google Finance, getting the historical bond prices and yield data is more complicated. Here we will highlight some of the methods you can use to get such data.
FINRA Site
On the FINRA site, you can get the historical prices and yields on municipal bonds and corporate securities. Here’s the link: FINRA’s Market Data Center. You’ll notice that this is hosted on MorningStar.
Yahoo! Bond Center
The Yahoo Bond Center also offers data and tools for investors to research bond. Here you can find the US Treasury Bond rates, and yield curve. You can also use their bond screener to research specific bonds to meet your investment needs. Here’s the link: Yahoo! Bond Center.
Federal Reserve
Federal Reserve’s site provides access to a lot of historical data for US Treasuries. For example, you can get the market yield of 1-year US Treasury right from 1959 from this link on their website. The historical data is also available through their Data Download Program.
Investing.com
This website also provides historical data for Government bonds, such as the US 10-year bond yield. You can also get the yields for world government bonds. For example, this link provides historical yields for Canada 1-year bonds.
Bloomberg
Bloomberg provides bond prices and yields for all bonds including Government bonds. It also has in interesting bond spread calculator that can be used to compare the yield spreads of various bonds.