Tangential question, for retailer traders out there, how do you guys buy bonds? I think the typical way is to buy TLT ETF which is very liquid. But I'm curious

Tangential question, for retailer traders out there, how do you guys buy bonds? I think the typical way is to buy TLT ETF which is very liquid. But I'm curious if you guys tried any retail brokerage way of buying and holding onto treasuries directly or even if it's worth it.