How far back does US T-Bond data go?

US T-Bond history runs from 2018-12-18 — roughly 8 years — up to the last completed trading day, at every timeframe from raw ticks to monthly candles. Every licence tier reaches all of it.

How large is a full US T-Bond download?

The complete US T-Bond 1-minute history is roughly 2.7M rows, about 137 MB as CSV. Daily candles over the same instrument are far smaller — around 1,900 rows, 96 KB. Tick and 1-second runs are larger again and are queued and resumable rather than fetched in one pass. Sizes are approximate; nothing is priced by volume.

What columns are in the US T-Bond CSV file?

OHLC files contain a timestamp plus open, high, low and close columns; tick files contain a timestamp with bid and ask prices. All timestamps are UTC. The files import directly into Excel, Google Sheets, Python (pandas read_csv), R, MetaTrader, NinjaTrader and TradingView.

Do you sell US T-Bond data?

No — we sell software. The MarketData Hub client retrieves US T-Bond (USTBONDTRUSD) on your own machine, under your instruction, directly from the source; we never host, cache or relay it. Your use of the retrieved data is subject to the source's terms.

US T-Bond Historical Data Downloader

Name: MarketData Hub — US T-Bond historical data downloader
Price: 5.60 EUR
Availability: InStock
Author: MarketData Hub

A desktop app that downloads US T-Bond (USTBONDTRUSD) price history on your own machine, written straight to your disk as CSV or JSON. History runs from 2018-12-18 — around 8 years — at every timeframe from raw ticks to monthly candles. A complete US T-Bond 1-minute series is roughly 2.7M rows, about 137 MB as CSV.

Preview a US T-Bond download →

Windows, macOS, Linux · €5.60 one-time for the entry licence · get the app

What the app fetches for US T-Bond

Symbol	USTBONDTRUSD
Instrument	US T-Bond
Asset class	Bonds
Tick & 1-second data from	2018-12-18
1–30 minute candles from	2019-01-21
Hourly & 4-hour candles from	2019-01-21
Daily & monthly candles from	2018-12-18
Timeframes	Tick → 1s → 1m → 5m → 15m → 30m → 1h → 4h → Daily → Monthly
Price types	Bid & Ask
File formats	CSV, JSON (MetaTrader, NinjaTrader, Parquet & SQLite/DuckDB from the Pro licence)
Coverage	2018-12-18 → 2026-08-01 (last completed trading day)
Retrieval	Local — your machine connects directly to Dukascopy Bank SA
Runs on	Windows, macOS, Linux

US T-Bond timeframes the app supports

Tick (every quote)
1 second
1 minute
5 minutes
15 minutes
30 minutes
1 hour
4 hours
Daily
Monthly

US T-Bond coverage & file size, timeframe by timeframe

Every US T-Bond timeframe shares the same 2018-12-18 start date, but not the same scale — coarser candles stay small while tick and intraday files grow fast. Current through 2026-08-01:

Timeframe	History from	Approx. rows	Approx. CSV
Tick (every quote)	2018-12-18	very large	—
1 second	2018-12-18	very large	—
1 minute	2019-01-21	~2.7M	~137 MB
5 minutes	2019-01-21	~546K	~27 MB
15 minutes	2019-01-21	~182K	~9 MB
30 minutes	2019-01-21	~91,100	~5 MB
1 hour	2019-01-21	~45,500	~2 MB
4 hours	2019-01-21	~11,400	~569 KB
Daily	2018-12-18	~1,900	~96 KB
Monthly	2018-12-18	~90	~5 KB

Counts are approximate, derived from bonds session hours across the available history. Tick and 1-second runs are queued and resumable rather than fetched in one pass. See the data methodology for how candles are built.

Working with the US T-Bond series

The US T-Bond future tracks the long end of the Treasury curve — the most duration-heavy, most rate-sensitive instrument in this catalogue. The series starts end-2018 and therefore captures the full arc: the 2020 flight-to-safety peak, then the deepest Treasury drawdown in modern history as long bonds lost roughly 40% into 2023. Bond "safety" is a short-duration concept; this series is the proof. Prices move inversely to yields; continuous rolls apply.

What's inside the US T-Bond file

timestamp,open,high,low,close

One row per candle; tick files instead carry timestamp,bid,ask on every quote. All timestamps are UTC. Worked examples and import steps are in the CSV & JSON format guide.

About US T-Bond

US T-Bond (USTBONDTRUSD) is a bond CFD with 8 years of retrievable history. It is commonly used for fixed-income and macro backtesting, yield and rate analysis, and building cross-asset research datasets. Pick any date range from 2018-12-18 onward, choose a timeframe and the bid or ask side, and the app fetches and writes the files locally — no scripting.

Frequently asked questions

How far back does US T-Bond data go?: US T-Bond history runs from 2018-12-18 — roughly 8 years — up to the last completed trading day, at every timeframe from raw ticks to monthly candles. Every licence tier reaches all of it.
How large is a full US T-Bond download?: The complete US T-Bond 1-minute history is roughly 2.7M rows, about 137 MB as CSV. Daily candles over the same instrument are far smaller — around 1,900 rows, 96 KB. Tick and 1-second runs are larger again and are queued and resumable rather than fetched in one pass. Sizes are approximate; nothing is priced by volume.
What columns are in the US T-Bond CSV file?: OHLC files contain a timestamp plus open, high, low and close columns; tick files contain a timestamp with bid and ask prices. All timestamps are UTC. The files import directly into Excel, Google Sheets, Python (pandas read_csv), R, MetaTrader, NinjaTrader and TradingView.
Do you sell US T-Bond data?: No — we sell software. The MarketData Hub client retrieves US T-Bond (USTBONDTRUSD) on your own machine, under your instruction, directly from the source; we never host, cache or relay it. Your use of the retrieved data is subject to the source's terms.