http://www.amazon.com/Bond-Market-Trading-Risk-Management/dp/1556232896 I just bought a used copy which I'm very happy with. Its from 1993, before daytrading was around though, but its still very useful. I bought this after spending alot of money on useless newer books that had zero info about actual trading of bonds.
It really started taking off as the dot com bubble starting filling with air, right after Netscape went public in 1995. Remember Broadway Trading and WorldCo?
Prior to computerized order matching and rock bottom commission rates there was little "day trading" in futures. http://www.tradingmarkets.com/.site/stocks/commentary/editorialarticles/-76549.cfm
So what have all the locals been doing in the pit for the last 20/30 years? I would never describe myself as a day trader but seeing as I do trade in and out of positions maybe a hundred times a day that just semantics isn't it?
as long as any market has been open there have been 'daytraders.' in the usa had to get a membership to exchanges in ny/chicago/ to get 'member' rates otherwise commissions/slippage too big to overcome. also 1970's commission's discounted - schwab popped up- allow more upstair traders to trade off the floor and made it's way to the public w/ cheaper and growing technology.