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I would like to download historical end-of-day prices for corporate bonds. What are some websites for doing so? I do not mind paying for the data but Bloomberg is too expensive, even though it is very good.

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Here is one from a Bloomberg partnership, it is free. To get the end of day prices, you may need some programming done. PM me if you need help with that.

Getting bond quotes and general information about a bond issue is considerably more difficult than researching a stock or a mutual fund. A major reason for this is that there is not a lot of individual investor demand for the information; therefore, most bond information is available only through higher level tools that are not accessible to the average investor.

Read more: Where can I get bond market quotes? | Investopedia http://www.investopedia.com/ask/answers/06/bondquote.asp#ixzz3wXVwv3s5

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