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Is there any online service that provides (in any format whatsoever) historical foreign exchange rates, with bid/ask values? Intra-day would be preferred, but end-of-day is also of interest.

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See also money.stackexchange.com/questions/5479/… .. which is specifically asking for a chart of historical data. –  Chris W. Rea Jan 6 '11 at 18:49

2 Answers 2

up vote 3 down vote accepted

Here are three sites I can recommend:

  • ERS International Macroeconomic Data Set: This is annualised data put out by the US Department of Agriculture Economic Research Service and isn't too bad;
  • XE: This is a commercial service which can supply a currency instream but also provides historical data and a fair amount of info available free from the site.
  • UN Data: This is my favourite site for global data sourcing. You sometimes have to hunt a bit but this search brought up quite a bit and you may find what you're looking for directly.
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Thanks for the recommendations. Unfortunately, none of them seem to provide bid-ask spreads, let alone intra-date rates... –  Noldorin Sep 3 '10 at 15:59
    
As a follow-up question, are you willing to pay for that service because I'm not sure that such data is available for free? Otherwise - and I haven't explored this - I know Yahoo! has an API for stock activity, perhaps they also have something for exchange rates? –  Turukawa Sep 3 '10 at 21:37
    
Indeed, it seems bad/ask data (certainly at low intervals, ticks even) is only available via paid services. I have however found one that seems suitable now. Thanks for your help; I'll accept this answer anyway. –  Noldorin Sep 7 '10 at 12:41
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@Noldorin why not link to your solution so the rest of us can enjoy the actual answer to this question? –  Tom Jan 1 '12 at 20:10

Dukascopy

  • majors since 2007, tick by tick
  • minors since 2010, tick by tick
  • also covers XAUUSD and XAGUSD
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