Anyone knows where can I get monthly 3m T-Bill rates before 1934?

The Fed's FRED database has data doing back to January 1934 but nothing before that. Anyone know where I can get this?

 

CRSP but why do you need that old data?

 

I dont want to pay thousands to get the data. I need it for research

 

https://www.globalfinancialdata.com/databases/HistoricalStockData.html

Fixed income back to 1520!

 

cool, how much does it cost?

 

wiki says first 3m bills were issued at an auction in 1929, so you're not missing much. Between around 1917 and 1929 you had fixed rate tenders that resulted in oversubscription cus the coupons were set too high. Prior to that there was no need in short-term paper (src: wiki).
https://en.wikipedia.org/wiki/United_States_Treasury_security#History

If you're okay with subscription prices only and not prices from secondary market, you can harvest those from treasury annual reports. For example, page 321 from the pdf here says 2.75% annualized for 3m issued on 17.12.1929 , https://fraser.stlouisfed.org/scrib...ocs/publications/treasar/AR_TREASURY_1930.pdf