I am looking for historical foreign exchange forex data for financial reporting purposes. For example, I would like to distribute a data source that could be used for determining forex gains and losses on floated amounts within open source financial software I help to develop.
The data doesn't have to be exactly what the bank would charge standard average rates are fine as long as they are consistent , but the data needs to be semantically consistent, and would ideally cover most currencies most days.
There is no documentation. There are many API methods and in particular for your case, you can request a time series. There will soon be an 'available dates' endpoint available too. You'll need a code to cycle over dates, here is an example of my python 2. Not so open after all. Google finance have this information here are some examples. According to their support page you can download some of this data. This looks like the best source I've found, but no doubt there are others. Ideally, of course, it would be a single daily forex rates dataset spanning over 40 years, but I haven't seen one yet.
I started using Barchart's free api you can get daily, 15 min delayed and a ton of historical data http: A popular tick data source is Dukascopy that offers free data spanning from for most currencies to now. Data is made available to users for personal use only, solely for the purpose of testing and evaluating their proprietary electronic trading strategies.
It is also prohibited to alter, modify, reverse-engineer, create derivative products on the basis of or otherwise temper with Data for purpose other than the one indicated above. It is prohibited to publicly display any part of the Data or disseminate it to any third parties. By providing access to Data, Dukascopy does not waive any of its rights in or with respect to the foregoing.
Join them; it only takes a minute: Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the top. Where can I find open data on historical forex rates for financial reporting purposes? Chris Travers 5 9. What are forex rates? RSFalcon7 6 Oanda's data are not open; they are aggregated from a variety of proprietary sources.
Several sources provide pretty nice information on exchange rates: Anton Tarasenko 1, 3 10 Data quality is usually considered good.
Without derogating from the generality of the foregoing, among other Dukascopy does not warrant or represent: The most outstanding feature of their tick data is the time range covered but: Sign up or log in Sign up using Google.
Sign up using Facebook. Sign up using Email and Password. Post as a guest Name. According to their support page you can download some of this data share improve this answer.More...