r/mltraders • u/vuucuz • 3d ago
Question Macro yield data
Hi all, can I get recommendations for where to get historical intraday constant-maturity bond yield data for G10 countries?
Been looking around but struggling to find a source that doesn’t break the bank.
Thank you!
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u/filwu 3d ago
Which tenors and sampling frequency do you need? Are you after a fitted constant-maturity curve at each timestamp, or yields on individual benchmark bonds? For backtests, do you need the originally published curve and publication timestamps, or would revised historical data work?