GOVPX

GovPX US Treasury Tick History offers comprehensive market data coverage across a wide range of US Treasury and Agency markets.

Sourced from CME Group (formerly NEX Data) and TP ICAP’s broking operations, the GovPX US Treasury Tick History product offers price discovery for all US Treasury Bills, Notes, Bonds, FRN’s, When-Issued (WIs), TIPS, STRIPS, Swap Boxes and Agencies.

GovPX Tick history can be licensed directly through CME Group for distribution via WRDS.

Price:

$5,565 per calendar year of data purchased.

Query Forms

GovPX
GOVPX | Sample Sample

Products

Product Description

Data Last Updated

govpx_all GovPX Treasury Benchmark Prices, Tick-by Tick - Exists for FK contraint

Last updated June 30th, 2020. Data update frequency is not defined.

govpx_common GovPX Treasury Benchmark Prices, for website use

Last updated November 14th, 2023. Data updated annually.

govpx_ticks1991 GovPX Treasury Benchmark Prices, Tick-by Tick 1991

Legacy data is no longer updated.

govpx_ticks1992 GovPX Treasury Benchmark Prices, Tick-by Tick 1992

Legacy data is no longer updated.

govpx_ticks1993 GovPX Treasury Benchmark Prices, Tick-by Tick 1993

Legacy data is no longer updated.

govpx_ticks1994 GovPX Treasury Benchmark Prices, Tick-by Tick 1994

Legacy data is no longer updated.

govpx_ticks1995 GovPX Treasury Benchmark Prices, Tick-by Tick 1995

Legacy data is no longer updated.

govpx_ticks1996 GovPX Treasury Benchmark Prices, Tick-by Tick 1996

Legacy data is no longer updated.

govpx_ticks1997 GovPX Treasury Benchmark Prices, Tick-by Tick 1997

Legacy data is no longer updated.

govpx_ticks1998 GovPX Treasury Benchmark Prices, Tick-by Tick 1998

Legacy data is no longer updated.

govpx_ticks1999 GovPX Treasury Benchmark Prices, Tick-by Tick 1999

Legacy data is no longer updated.

govpx_ticks2000 GovPX Treasury Benchmark Prices, Tick-by Tick 2000

Legacy data is no longer updated.

govpx_ticks2001 GovPX Treasury Benchmark Prices, Tick-by Tick 2001

Legacy data is no longer updated.

govpx_ticks2002 GovPX Treasury Benchmark Prices, Tick-by Tick 2002

Legacy data is no longer updated.

govpx_ticks2003 GovPX Treasury Benchmark Prices, Tick-by Tick 2003

Legacy data is no longer updated.

govpx_ticks2004 GovPX Treasury Benchmark Prices, Tick-by Tick 2004

Legacy data is no longer updated.

govpx_ticks2005 GovPX Treasury Benchmark Prices, Tick-by Tick 2005

Legacy data is no longer updated.

govpx_ticks2006 GovPX Treasury Benchmark Prices, Tick-by Tick 2006

Legacy data is no longer updated.

govpx_ticks2007 GovPX Treasury Benchmark Prices, Tick-by Tick 2007

Legacy data is no longer updated.

govpx_ticks2008 GovPX Treasury Benchmark Prices, Tick-by Tick 2008

Legacy data is no longer updated.

govpx_ticks2009 GovPX Treasury Benchmark Prices, Tick-by Tick 2009

Data updated quarterly.

govpx_ticks2010 GovPX Treasury Benchmark Prices, Tick-by Tick 2010

Data updated quarterly.

govpx_ticks2011 GovPX Treasury Benchmark Prices, Tick-by-Tick 2011

Data updated quarterly.

govpx_ticks2012 GovPX Treasury Benchmark Prices, Tick-by-Tick 2012

Data updated quarterly.

govpx_ticks2013 GovPX Treasury Benchmark Prices, Tick-by-Tick 2013

Data updated quarterly.

govpx_ticks2014 GovPX Treasury Benchmark Prices, Tick-by-Tick 2014

Data updated quarterly.

govpx_ticks2015 GovPX Treasury Benchmark Prices, Tick-by-Tick 2015

Data updated quarterly.

govpx_ticks2016 GovPX Treasury Benchmark Prices, Tick-by-Tick 2016

Data updated quarterly.

govpx_ticks2017 GovPX Treasury Benchmark Prices, Tick-by-Tick 2017

Data updated quarterly.

govpx_ticks2018 GovPX Treasury Benchmark Prices, Tick-by-Tick 2018

Data updated quarterly.

govpx_ticks2019 GovPX Treasury Benchmark Prices, Tick-by-Tick 2019

Data updated quarterly.

govpx_ticks2020 GovPX Treasury Benchmark Prices, Tick-by-Tick 2020

Last updated October 1st, 2021. Data updated quarterly.

govpx_ticks2021 GovPX Treasury Benchmark Prices, Tick-by-Tick 2021

Last updated May 23rd, 2022. Data updated quarterly.

govpx_ticks2022 GovPX Treasury Benchmark Prices, Tick-by-Tick 2022

Last updated January 23rd, 2023. Data updated quarterly.

govpx_ticks2023 GovPX Treasury Benchmark Prices, Tick-by-Tick 2023

Last updated November 14th, 2023. Data updated quarterly.

govpxsamp_all GovPX Sample Sample

Last updated October 17th, 2013. Data update frequency is not defined.