How far back does Bonds historical data go?

The deepest daily series in this class is Euro Bund, with daily candles from 2016-05-02. Tick-level history is younger everywhere: the earliest Bonds tick data starts 2016-05-02, and the newest additions only from 2018-12-18.

Which Bonds instruments have the longest history?

Euro Bund (daily from 2016-05-02), UK Long Gilt (daily from 2017-12-26), US T-Bond (daily from 2018-12-18). Each instrument page lists its exact per-timeframe start dates.

Do all 3 Bonds instruments include tick data?

Yes — every instrument here can be fetched at tick level, but each series only reaches back to its own tick start date (2016-05-02 for the earliest, 2018-12-18 for the newest listings). Always check the per-timeframe table on the instrument page before assuming intraday depth.

When do Bonds markets trade?

These markets trade extended weekday sessions with weekend gaps and per-market holiday closures; exact hours vary by venue. The gaps are real market structure, not missing data.

📊 Bonds Historical Data Downloader

A desktop app that downloads historical price data for 3 instruments in Bonds — government bond futures — with daily history reaching back to 2016. Every series is available from tick level up to monthly OHLC candles, fetched on your own machine and written locally as CSV or JSON, current to the last completed trading day.

Popular: Euro Bund · UK Long Gilt · US T-Bond

Preview Bonds downloads →

Or size one first with the file-size calculator.

One licence covers every instrument below and its entire history — tiers differ by export formats, bulk queueing and automation, never by how much data you may retrieve. Get the app · from €9, one time · Windows, macOS, Linux.

All Bonds instruments (3)

The MarketData Hub catalogue browser listing instruments by asset class with the history available for each. — **Browsing the catalogue.** Every Bonds instrument below is one row in the app, searchable alongside the rest of the 265+ markets.

Where to start with Bonds

If you are picking a first series here, depth is usually what decides it. Euro Bund reaches furthest back — daily candles from 2016-05-02, about 10 years — while US T-Bond is the most recent addition, starting 2018-12-18. The third sits between them.

Every instrument here offers quote-level tick data from the same date as its candles, so the granularity you choose does not cost you history.

Each instrument page below lists its own per-timeframe start dates, row counts and file sizes.

What a Bonds download looks like

Sizes here are driven by how much of the week the market actually trades, so they differ from other asset classes. Taking Euro Bund as the worked example, over its full history:

Timeframe	From	Rows	CSV size
Daily	2016-05-02	~2,600	~130 KB
1 hour	2016-05-02	~62,500	~3 MB
1 minute	2016-05-02	~3.7M	~187 MB
Tick (every quote)	2016-05-02	Far larger — usually gigabytes. Size a range before you run it.

Estimates at 50 bytes per CSV row, rounded. JSON runs larger; the file-size guide works through the arithmetic, and tick data vs OHLC covers which one you actually need.

Guides for Bonds

Frequently asked questions

How far back does Bonds historical data go?: The deepest daily series in this class is Euro Bund, with daily candles from 2016-05-02. Tick-level history is younger everywhere: the earliest Bonds tick data starts 2016-05-02, and the newest additions only from 2018-12-18.
Which Bonds instruments have the longest history?: Euro Bund (daily from 2016-05-02), UK Long Gilt (daily from 2017-12-26), US T-Bond (daily from 2018-12-18). Each instrument page lists its exact per-timeframe start dates.
Do all 3 Bonds instruments include tick data?: Yes — every instrument here can be fetched at tick level, but each series only reaches back to its own tick start date (2016-05-02 for the earliest, 2018-12-18 for the newest listings). Always check the per-timeframe table on the instrument page before assuming intraday depth.
When do Bonds markets trade?: These markets trade extended weekday sessions with weekend gaps and per-market holiday closures; exact hours vary by venue. The gaps are real market structure, not missing data.