Data for modelling duration in fixed income and equity futures markets
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https://researchdata.edu.au/modelling-duration-fixed-futures-markets/927302
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资源简介：
The data are supplied commercially and format may change over time. The Chicago Mercantile Exchange dataset consisted of csv files containing columns of tick times with associated trade prices. The Cantor Fitzgerald database was available in ASCII format, comma delimited with varying numbers of fields over the time frame. The data were cleaned to extract the time stamp of trades and transaction price. Thomson Datastream is a large provider of economic and financial data available by commercial subscription
提供机构：
University of Tasmania, Australia
