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.
2 Answers
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...– NoldorinCommented Sep 3, 2010 at 15:59
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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?– TurukawaCommented Sep 3, 2010 at 21:37
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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.– NoldorinCommented Sep 7, 2010 at 12:41
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3@Noldorin why not link to your solution so the rest of us can enjoy the actual answer to this question?– TomCommented Jan 1, 2012 at 20:10
- majors since 2007, tick by tick
- minors since 2010, tick by tick
- also covers XAUUSD and XAGUSD