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How to get FinancialData[] Exchange Rates ?

Anonymous User
Anonymous User
Posted 10 years ago

Hi,

I want to extract a times series of Exchange Rates between, say, EURO and USD. I enter the following command:

FinancialData[{"EUR","USD"}, {{2005,1,1},{2008,1,1}}]

Unfortunately, it does not work! and to my surprise, against my tremendous search in Mathematica to retrieve Times series exchange rates I simply cannot retrieve any time series exchange rates but only the current exchange rate. However, for stock market data, the above code works.

What is going on? Please let me receive your help.

Thanks.
POSTED BY: Anonymous User
6 Replies
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Kelly O
Kelly O
Posted 9 years ago

This seems to be a yahoo finance thing. "X" is USD so for EUR/USD you need to divide by 1. For say USD/JPY you do not.

euro = TimeSeries[FinancialData["EUR=X", "Price", {{2006}, {2016}, "Week"}][[All,2]]];
eurusd = 1/euro;
ListLinePlot[eurusd]

enter image description here

ts = FinancialData["EUR=X", {{2006}, {2016}, "Week"}];
tx = TimeSeries[ts];
tsx = 1/tx;
DateListPlot[tsx]

enter image description here
POSTED BY: Kelly O

Exchange rates in Excel. I had used MarketXLS for this. It works for me great.
POSTED BY: Harrison Delfino
E Martin
E Martin
Posted 10 years ago

Tray downloading the info directly from the ECB site.

The ECB maintains the daily exchange rates since 1999 for the most important currencies in a single spreadsheet (Excel) [eurofxref-hist.csv], all currency pairs related. It is updated by the ECB on a daily basis.

https://www.ecb.europa.eu/stats/exchange/eurofxref/html/index.en.html

It is available in CSV and XML formats and can be easily dumped to Mathematica.

In the link about you can find it along with many other pieces of info on currencies.

Good luck.

Martin.
POSTED BY: E Martin

You also can use:

Financial data from Quandl in Wolfram Language using QuandlLink

<< QuandlLink`

AUDvsUSDrates = QuandlFinancialData["CURRFX/AUDUSD",
    startDate -> "1995-1-1", endDate -> "2015-5-1"];

DateListPlot[Transpose[{#[[All, 1]], #[[All, 2, 1]]} &@Rest[AUDvsUSDrates]], 
 PlotTheme -> "Detailed"]

enter image description here
POSTED BY: Vitaliy Kaurov
POSTED BY: Vitaliy Kaurov
Anonymous User
Anonymous User
Posted 10 years ago
POSTED BY: Anonymous User
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