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Spot exchange rates

Types of data

  • Complete spot exchange rates database:
    • Exchange rate codes (EUROFIDAI, ISIN and Valoren).
    • 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, 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.
  • Selected 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.

Data Range & Origin

All data is provided by Six Financial Information.

  • Period: January 1975 - December 2023
  • Frequency of observations: daily

Our “Selected Exchange Rates” database (one single quote for a currency pair) includes a list of exchange rates selected or computed by EUROFIDAI and contains 14 023 spot quotations. This database is used by EUROFIDAI for simple conversions, for instance for dividends or returns. 

Our “Complete Exchange Rates“database (all the quotes from the different suppliers and places) contains 17 478 spot quotations and 31 206 495 observations.

Choose your type of data extraction


A complete spot exchange rates database...

EUROFIDAI offers a complete spot exchange rates database (all the quotes from the different suppliers and places) with 17 460 different quotes, including, among others:

  • 196 currencies against the US dollar
  • 199 currencies against the euro
  • 194 currencies against the pound sterling.

Data extraction requires a specific EUROFIDAI code. 

... or a selected spot exchange rates database

EUROFIDAI offers a selected exchange rate database (one single quote for a currency pair) for 14 023 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.