Volume on 30 year bond. symbol ZB

Discussion in 'Trading' started by accutrader, Jun 3, 2009.

  1. eSignal and DTN provide volume data on intraday sales on a current basis for the U.S. electronic bonds. However, the data does not include volume data for spreads; that is sales of one year bond and purchase of another. As such the volume being reported accounts for only approximately half of the total volume. (The volume on pit sales is also not reported intraday but that volume is not overly large.)

    Does anyone know of a data provider that provides intraday volume data for the 30 year U.S. bond that includes volume on spread sales?