I am looking for a resource to download fixed income data online, much like there is access to stock data from yahoo. At the very least I'd like the treasury bonds.
I use python, but any help would be appreciated.
+1
A:
That will be hard to impossible. Little of this is exchange-traded (i.e. public) and even if it were, exchanges are unlikely to give data away for free. Sales of data now comprise more than half of total revenue for a number of exchanges.
Dirk Eddelbuettel
2010-03-22 16:09:14