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AB12358


Total Posts: 55
Joined: Apr 2014
 
Posted: 2017-11-07 13:13
I'm searching for 15-20 years of FX spot prices, but am having some difficulty.

Everywhere I look either recommends defunct free sources, or prohibitively expensive ones.

Could I please have some provider recommendations or tips on where to look for cheap/free data?

goldorak


Total Posts: 1041
Joined: Nov 2004
 
Posted: 2017-11-07 14:57
Hope this helps.


FX data, London fix

Attached File: fx_fixing.zip

If you are not living on the edge you are taking up too much space.

AB12358


Total Posts: 55
Joined: Apr 2014
 
Posted: 2017-11-08 01:37
Wow. I never noticed that we can attach files.

That data will be really useful, thanks very much!

ronin


Total Posts: 314
Joined: May 2006
 
Posted: 2017-11-13 11:08
St Louis Fed is not a bad source for that sort of thing.


"There is a SIX am?" -- Arthur

John_Livermore


Total Posts: 2
Joined: Nov 2017
 
Posted: 2017-11-20 17:03
http://www.forextester.com/ is a good site for free Forex data. I have been using them for quite awhile. Begin date is 01.01.2001.

http://professionaltradingsystems.com

finanzmaster


Total Posts: 155
Joined: Feb 2011
 
Posted: 2017-11-23 12:16
How about fixer.io (a JSON interface to get ECB data).

Here I published an R-Script, which gets and parses data, hope it helps.

www.yetanotherquant.com - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students
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