Data on the Medium (approx. 5-years) and Short (approx. 2-years) futures contract listed on ICE only goes back to 2009. Is anyone able to point me towards where I can get a longer time series, perhaps by joining data from a previous incarnation of the contract (even if on a different exchange).
Similarly, can anyone explain why there are large gaps in the 3-year swap and 3-year government bond in data around 2008