GovPX U.S. Treasury End-of-Day
Industry-standard end-of-day pricing for U.S. Treasuries.
GovPX U.S. Treasury End-of-Day (EOD) pricing service offers comprehensive and reliable end-of-day pricing data for active and off-the-run U.S. Treasury securities. By providing definitive price levels at critical daily intervals, including 3:00 p.m., 4:00 p.m. and 5:00 p.m. ET, this service provides the transparency required for middle and back-office operations, performance evaluation and daily mark-to-market valuations.
ASSET CLASS
Interest Rates
PRODUCT GROUP
Cash Markets Data
Key features
Comprehensive coverage
Covers a wide range of U.S. Treasury products, including Bills, Notes, Bonds, FRNs, TIPS and STRIPS, as well as over 150 active and off-the-run government agencies.
Timestamped snapshots
Provides price levels at three specific times: 3:00 p.m., 4:00 p.m. and 5:00 p.m. ET.
High-quality data
Recognized as a reliable source for U.S. Treasury data.
Extensive historical data
Access historical data datingg back to 2009.
Ideal for
Financial analysts
Evaluates the performance of securities and analyzes price action to develop prospective trading strategies.
Back-office operations
Uses the closing prices for daily settlement processes and portfolio valuation.
Researchers
Studies long-term trends in the U.S. Treasury market using extensive historical data.
Traders
Analyzes market statistics, including open interest and VWAPs, using end-of-day reports to prepare for the next trading day.
Data connection options
| Platform | Data Format | Latency |
|---|---|---|
| WebSocket API | JSON | ~100ms |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| DataMine | Varies | Varies |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| DataMine | Varies | Varies |
Get connected: Steps for licensing and access
Step 1
Get licensed for use
Licensing and costs vary based on your specific use case. Please contact us, and a data expert will assist you.
Step 2
Complete Information License Agreement (ILA)
If you do not already have one, you will need to complete an Information License Agreement (ILA) or update an existing one to include licenses for this data.
Step 3
Access data
Once licensing is complete, you can begin accessing the data via your chosen connectivity option.
Contact a Data expert
Connect with a member of our team to get more information about our products and services.
