Forums  > Software  > R-script for Fixer.io – get FX rates in R for 31 currencies  
     
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finanzmaster


Total Posts: 118
Joined: Feb 2011
 
Posted: 2017-07-09 10:58
Even if you are not a Forex trader, it is often necessarily to get currency exchange rates, e.g. if you trade [the options on] foreign stocks. Fixer.io provides daily FX-rates from European Central Bank for 31 currencies via JSON API. For main currencies the history is available from 2000. We present a script to get data in R.

https://letyourmoneygrow.com/2017/07/08/r-script-fixer-io-get-fx-rates-r-31-currencies/

www.yetanotherquant.com - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students

tbretagn


Total Posts: 242
Joined: Oct 2004
 
Posted: 2017-07-09 16:09
Or you can use quandl?

Et meme si ce n'est pas vrai, il faut croire en l'histoire ancienne

finanzmaster


Total Posts: 118
Joined: Feb 2011
 
Posted: 2017-07-09 17:35
yes
However, after YaWhore Dance with Yahoo Finance I prefer to have at least two data vendors.

www.yetanotherquant.com - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students
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