I am looking for historical quotes for US TIPS (treasury inflation protection security). What is a reliable source of data to get this information?
Here's what I have tried:
I have looked into this question: What data sources are available online?. But nothing useful on TIPS.
I have looked into several academic articles that use TIPS data. For example, this paper: The TIPS-Treasury Bond Puzzle uses TIPS data. They say they got their quotes from Bloomberg. I have access to Bloomberg but it is not clear to me how to identify all the TIPS that are outstanding, get their historical quotes, as well as data for past securities (that have reached maturity). Related: Does anyone know any other academic articles that have used TIPS data?
In a nutshell, I am looking for a reliable database with daily quotes of US TIPS (including historical quotes).