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 May 24th, 2022. Data updated quarterly.
govpx_repo	None Last updated June 30th, 2020. Data update frequency is not defined.
govpx_ticks1991	GovPX Treasury Benchmark Prices, Tick-by Tick 1991 Legacy data is no longer updated.
govpx_ticks1992	GovPX Treasury Benchmark Prices, Tick-by Tick 1992 Legacy data is no longer updated.
govpx_ticks1993	GovPX Treasury Benchmark Prices, Tick-by Tick 1993 Legacy data is no longer updated.
govpx_ticks1994	GovPX Treasury Benchmark Prices, Tick-by Tick 1994 Legacy data is no longer updated.
govpx_ticks1995	GovPX Treasury Benchmark Prices, Tick-by Tick 1995 Legacy data is no longer updated.
govpx_ticks1996	GovPX Treasury Benchmark Prices, Tick-by Tick 1996 Legacy data is no longer updated.
govpx_ticks1997	GovPX Treasury Benchmark Prices, Tick-by Tick 1997 Legacy data is no longer updated.
govpx_ticks1998	GovPX Treasury Benchmark Prices, Tick-by Tick 1998 Legacy data is no longer updated.
govpx_ticks1999	GovPX Treasury Benchmark Prices, Tick-by Tick 1999 Legacy data is no longer updated.
govpx_ticks2000	GovPX Treasury Benchmark Prices, Tick-by Tick 2000 Legacy data is no longer updated.
govpx_ticks2001	GovPX Treasury Benchmark Prices, Tick-by Tick 2001 Legacy data is no longer updated.
govpx_ticks2002	GovPX Treasury Benchmark Prices, Tick-by Tick 2002 Legacy data is no longer updated.
govpx_ticks2003	GovPX Treasury Benchmark Prices, Tick-by Tick 2003 Legacy data is no longer updated.
govpx_ticks2004	GovPX Treasury Benchmark Prices, Tick-by Tick 2004 Legacy data is no longer updated.
govpx_ticks2005	GovPX Treasury Benchmark Prices, Tick-by Tick 2005 Legacy data is no longer updated.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 May 23rd, 2022. Data updated quarterly.
govpxsamp_all	GovPX Sample Sample Last updated October 17th, 2013. Data update frequency is not defined.

GOVPX

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