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I'm looking for a provider of historic exchange rates which fits a sample of exchange rates I have. My problem is that I have historic turnovers in GBP which I want to recalculate in EUR. All I know is that the provider of the historic data I have, updates exchange rates every hour and I have a sample of the correct exchange rates from Aug 16th 2012. If someone could tell me any provider which does show exactly these exchange rates for these times this would be great.

Here are the exchange rates from Aug 16th 2012 for GBP/EUR, times are GMT:

  • 1.2790 10:00:00
  • 1.2776 11:00:00
  • 1.2782 12:00:00
  • 1.2761 13:00:00
  • 1.2755 14:00:00
  • 1.2738 15:00:00
  • 1.2736 16:00:00
  • 1.2733 17:00:00
  • 1.2727 18:00:00
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  • Not many will provide such data for free, includes lot of data to be carried around which would add to storage costs. Probably you might have to get in touch with a market data provider.
    – DumbCoder
    Commented Aug 22, 2012 at 14:56
  • Thx, but how could I figure out whether a potential market data provider really matches my sample before I have to pay? My hope was that somebody who has access to market data would recognize that this sample matches data of his provider 1 to 1.
    – blubbfish
    Commented Aug 22, 2012 at 15:10
  • dukascopy bids could do the trick, they quote EURGBP with 5 decimal places and offer their tick by tick data for free (I should say I only examined the first 4 prices, and rounded them towards 0)
    – hroptatyr
    Commented Aug 24, 2012 at 14:27
  • thx, I found dukascopy before I asked here, but unfortunately the rates don't fit exactly to my sample.
    – blubbfish
    Commented Aug 24, 2012 at 14:36

1 Answer 1

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You will most likely not be able to avoid some form of format conversion, regardless of which data you use since there is, afaik, no standard for this data and everyone exports it differently.

One viable option would be, like you said yourself, using the free data provided by Dukascopy.

Please take into consideration that those are spot currency rates and will most likely not represent the rate at which physical and business-related exchange would have happened at this time.

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