This paper introduces a novel dataset on the secondary market prices of all government bonds traded at the Amsterdam Stock Exchange between 1 January 1914 and 31 December 1919. In all, the dataset com-prises about 161,000 daily price quotes on 288 government bond subseries issued by 38 different coun-tries. The dataset complements the recent studies by Jopp (2014. 2016, 2018, 2020) on the question of how the Amsterdam capital market perceived the Central and the Allied Powers to fare in the First World War. Apart from public opinion about the belligerents’ war effort, this dataset offers new possibilities to study the impact of wartime trade restrictions on financial market development and bond-specific liquidity.