Spot exchange rates


Database version: July 15, 2017
"Presentation" and "Documentation" sections are publicly available, but you must be a member to access the other sections.

Data range and origin

All data is provided by Six Financial Information.

  • Period: January 2, 1975 - December 31, 2017
  • Frequency of observations: daily
  • Number of spot exchange rates: 15 647
  • Number of observations: 21 384 475
  • Number of currency pairs for basic exchange rates: 2 648
  • Data overview: download

A complete spot exchange rates database...

EUROFIDAI offers a complete spot exchange rates database (all the quotes from the different suppliers and places) with 15 647 different quotes, including, among others:

  • 182 currencies against the US dollar
  • 182 currencies against the euro
  • 180 currencies against the pound sterling

This database can be useful for researchers interested in conducting specific studies on exchange rates.

Data extraction requires a specific EUROFIDAI code. In addition, simplified extractions can be made with an ISIN code.

... or a basic spot exchange rates database

EUROFIDAI offers a basic exchange rate database (one single quote for a currency pair) for 2 648 currency pairs.

This database can be used in combination with other EUROFIDAI databases allowing researchers to work with data expressed in a common currency.

Data extraction only requires currency ISO 4217 codes.

Types of data

  • Complete spot exchange rates database:
    • Exchange rate codes (ISIN, Valoren and EUROFIDAI).
    • Exchange rate name, status, names and codes for the base currency and the counter currency, observation period, number of observations and source.
    • Spot exchange rates : opening (MID, BID, ASK), closing (MID, BID, ASK), highest (MID, BID, ASK), lowest (MID, BID, ASK), adjusted, settlement, estimated, adjustment coefficient.
    • For a specific currency pair: displays all the quotes listed by different suppliers or places or displays just the most relevent quote selected by EUROFIDAI.
       
  • Basic spot exchange rates database:
    • A single rate for each currency pair.
    • For major currency pairs, our exchange rates are based on closing midpoint rate.
    • For currency pairs where few data are available, exchange rates are computed from cross rates with the US Dollar, the Euro, or the British Pound.

The Exchange rates database documentation is available on demand for free: just fill the on line form (follow the link to get access to the form) to receive an automatic email with the requested documentation.

If you already are a subscriber of EUROFIDAI, just connect by clicking on the padlock on the top right corner of this page and get a direct access to the documentation.

Data download is accessible through a subscription:

  • We can provide on demand a trial account which allows you to access the private pages of the website of EUROFIDAI: give a try out to the data extraction forms and visualize the available data.
     
  • Contact us to receive more information about our subscription fees.
    Warning, you are not able to access this page for one of the following reasons:
      – You are not part of EUROFIDAI subscribers.
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      – You are part of EUROFIDAI subscribers but your research center does not have access to this database.
      – Your research center contract’s ended.
    Contact our team if you need any help !
    Warning, you are not able to access this page for one of the following reasons:
      – You are not part of EUROFIDAI subscribers.
      – You are part of EUROFIDAI subscribers but you are not logged in.
      – You are part of EUROFIDAI subscribers but your research center does not have access to this database.
      – Your research center contract’s ended.
    Contact our team if you need any help !

    FORWARD EXCHANGE RATES ON DEMAND

    The publication of the forward exchange rates database was interrupted, due to new regulations of our contributors of raw data (suppliers and/or places).

    The database covering a period until the end of 2011 is still available upon demand.