Government Bonds
Prices and yields of government bonds
@kaggle.everget_government_bonds
Prices and yields of government bonds
@kaggle.everget_government_bonds
The dataset contains government bond prices and yields of 30 countries from 6 world regions (Americas, Europe, Asia, Pacific, Middle East, Africa) in the range of 1970 to 2020.
The data was collected on TradingView and splitted in two files: prices.csv and yields.csv
There are 216 columns in both files sorted alphabetically. The difference is in units: for yields.csv each value represents a % yield for a particular bond and for prices.csv it is the cost of a bond in a particular country's currency.
| column | description | unit |
|---|---|---|
| time | UNIX timestamp | ms |
| AU01 | Australian Government Bond 1Y term | % or AUD |
| AU02 | Australian Government Bond 2Y term | % or AUD |
| AU03 | Australian Government Bond 3Y term | % or AUD |
| AU05 | Australian Government Bond 5Y term | % or AUD |
| ... | ||
| US07 | US Government Bond 5Y term | % or USD |
| US10 | US Government Bond 10Y term | % or USD |
| US20 | US Government Bond 20Y term | % or USD |
| US30 | US Government Bond 30Y term | % or USD |
| prefix | country |
|---|---|
| AU | Australia |
| BE | Belgium |
| CA | Canada |
| CN | China |
| DK | Denmark |
| FR | France |
| DE | Germany |
| GR | Greece |
| HK | Hong Kong |
| IN | India |
| ID | Indonesia |
| IE | Ireland |
| IT | Italy |
| JP | Japan |
| KR | Korea |
| MY | Malaysia |
| NL | Netherlands |
| NZ | New Zealand |
| NO | Norway |
| PL | Poland |
| PT | Portugal |
| SG | Singapore |
| ZA | South Africa |
| ES | Spain |
| SE | Sweden |
| TW | Taiwan |
| TH | Thailand |
| TR | Turkey |
| GB | UK |
| US | US |
CREATE TABLE prices (
"time" BIGINT,
"au01" DOUBLE,
"au02" DOUBLE,
"au03" DOUBLE,
"au05" DOUBLE,
"au07" DOUBLE,
"au10" DOUBLE,
"au15" DOUBLE,
"au20" DOUBLE,
"au30" DOUBLE,
"be01" DOUBLE,
"be02" DOUBLE,
"be03" DOUBLE,
"be05" DOUBLE,
"be07" DOUBLE,
"be10" DOUBLE,
"be15" DOUBLE,
"be20" DOUBLE,
"be30" DOUBLE,
"ca03m" DOUBLE,
"ca06m" DOUBLE,
"ca01" DOUBLE,
"ca02" DOUBLE,
"ca03" DOUBLE,
"ca05" DOUBLE,
"ca10" DOUBLE,
"ca30" DOUBLE,
"cn01" DOUBLE,
"cn02" DOUBLE,
"cn03" DOUBLE,
"cn05" DOUBLE,
"cn07" DOUBLE,
"cn10" DOUBLE,
"cn15" DOUBLE,
"cn20" DOUBLE,
"cn30" DOUBLE,
"dk02" DOUBLE,
"dk03" DOUBLE,
"dk05" DOUBLE,
"dk10" DOUBLE,
"dk20" DOUBLE,
"fr01" DOUBLE,
"fr02" DOUBLE,
"fr03" DOUBLE,
"fr05" DOUBLE,
"fr07" DOUBLE,
"fr10" DOUBLE,
"fr15" DOUBLE,
"fr20" DOUBLE,
"fr25" DOUBLE,
"fr30" DOUBLE,
"fr50" DOUBLE,
"de01" DOUBLE,
"de02" DOUBLE,
"de03" DOUBLE,
"de05" DOUBLE,
"de07" DOUBLE,
"de10" DOUBLE,
"de15" DOUBLE,
"de20" DOUBLE,
"de25" DOUBLE,
"de30" DOUBLE,
"gr05" DOUBLE,
"gr10" DOUBLE,
"gr15" DOUBLE,
"gr20" DOUBLE,
"gr25" DOUBLE,
"hk01" DOUBLE,
"hk02" DOUBLE,
"hk03" DOUBLE,
"hk05" DOUBLE,
"hk07" DOUBLE,
"hk10" DOUBLE,
"in01" DOUBLE,
"in02" DOUBLE,
"in05" DOUBLE,
"in07" DOUBLE,
"in10" DOUBLE,
"in20" DOUBLE,
"in25" DOUBLE,
"id01" DOUBLE,
"id03" DOUBLE,
"id05" DOUBLE,
"id10" DOUBLE,
"id15" DOUBLE,
"id20" DOUBLE,
"id25" DOUBLE,
"id30" DOUBLE,
"ie01" DOUBLE,
"ie02" DOUBLE,
"ie03" DOUBLE,
"ie05" DOUBLE,
"ie10" DOUBLE,
"ie15" DOUBLE,
"it01" DOUBLE,
"it02" DOUBLE,
"it03" DOUBLE,
"it05" DOUBLE,
"it07" DOUBLE,
"it10" DOUBLE
);CREATE TABLE yields (
"time" BIGINT,
"au01" DOUBLE,
"au02" DOUBLE,
"au03" DOUBLE,
"au05" DOUBLE,
"au07" DOUBLE,
"au10" DOUBLE,
"au15" DOUBLE,
"au20" DOUBLE,
"au30" DOUBLE,
"be01" DOUBLE,
"be02" DOUBLE,
"be03" DOUBLE,
"be05" DOUBLE,
"be07" DOUBLE,
"be10" DOUBLE,
"be15" DOUBLE,
"be20" DOUBLE,
"be30" DOUBLE,
"ca03m" DOUBLE,
"ca06m" DOUBLE,
"ca01" DOUBLE,
"ca02" DOUBLE,
"ca03" DOUBLE,
"ca05" DOUBLE,
"ca10" DOUBLE,
"ca30" DOUBLE,
"cn01" DOUBLE,
"cn02" DOUBLE,
"cn03" DOUBLE,
"cn05" DOUBLE,
"cn07" DOUBLE,
"cn10" DOUBLE,
"cn15" DOUBLE,
"cn20" DOUBLE,
"cn30" DOUBLE,
"dk02" DOUBLE,
"dk03" DOUBLE,
"dk05" DOUBLE,
"dk10" DOUBLE,
"dk20" DOUBLE,
"fr01" DOUBLE,
"fr02" DOUBLE,
"fr03" DOUBLE,
"fr05" DOUBLE,
"fr07" DOUBLE,
"fr10" DOUBLE,
"fr15" DOUBLE,
"fr20" DOUBLE,
"fr25" DOUBLE,
"fr30" DOUBLE,
"fr50" DOUBLE,
"de01" DOUBLE,
"de02" DOUBLE,
"de03" DOUBLE,
"de05" DOUBLE,
"de07" DOUBLE,
"de10" DOUBLE,
"de15" DOUBLE,
"de20" DOUBLE,
"de25" DOUBLE,
"de30" DOUBLE,
"gr05" DOUBLE,
"gr10" DOUBLE,
"gr15" DOUBLE,
"gr20" DOUBLE,
"gr25" DOUBLE,
"hk01" DOUBLE,
"hk02" DOUBLE,
"hk03" DOUBLE,
"hk05" DOUBLE,
"hk07" DOUBLE,
"hk10" DOUBLE,
"in01" DOUBLE,
"in02" DOUBLE,
"in05" DOUBLE,
"in07" DOUBLE,
"in10" DOUBLE,
"in20" DOUBLE,
"in25" DOUBLE,
"id01" DOUBLE,
"id03" DOUBLE,
"id05" DOUBLE,
"id10" DOUBLE,
"id15" DOUBLE,
"id20" DOUBLE,
"id25" DOUBLE,
"id30" DOUBLE,
"ie01" DOUBLE,
"ie02" DOUBLE,
"ie03" DOUBLE,
"ie05" DOUBLE,
"ie10" DOUBLE,
"ie15" DOUBLE,
"it01" DOUBLE,
"it02" DOUBLE,
"it03" DOUBLE,
"it05" DOUBLE,
"it07" DOUBLE,
"it10" DOUBLE
);Anyone who has the link will be able to view this.