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Yahoo Finance Major Currency FX Time Series
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About
This data product provides a collection of daily foreign exchange (FX) rates for major global currencies, sourced from Yahoo Finance. The data offers a deep historical perspective spanning nearly two decades, from 2003 through 2021. It tracks the daily fluctuations, enabling users to analyse trends and volatility in the global currency market. The structure includes open, high, low, close, and adjusted close values for specified currency pairs, facilitating detailed financial modelling and market research.
Columns
The structure details daily price movements for currency pairs. The following six columns are standard in the provided CSV file (e.g., the Australian Dollar to US Dollar sample):
- Date: A timestamp indicating the specific day for the recorded exchange rates.
- AUDUSD_Open: The rate for the Australian Dollar against the US Dollar at the opening of the trading day.
- AUDUSD_High: The highest rate recorded for the pair during that trading day.
- AUDUSD_Low: The lowest rate recorded for the pair during that trading day.
- AUDUSD_Close: The closing rate for the currency pair at the end of the trading day.
- AUDUSD_Adj Close: The adjusted closing rate, factoring in potential corporate actions or adjustments.
Distribution
The dataset is typically supplied in CSV (Comma Separated Values) format. It presents a daily time series structure. Based on sample files, individual series contain thousands of records; for instance, the AUDUSD series holds 3958 validated records spanning its specified timeframe. The structure includes six columns of data detailing the daily price action. Updates to this dataset are expected to occur on an annual basis.
Usage
This data is ideal for quantitative finance applications, including backtesting trading strategies and developing predictive models for currency movements. It can be utilised for academic research investigating market efficiency and international economics. Financial analysts and researchers can leverage the historical volatility and trend data for risk management and portfolio diversification studies.
Coverage
The data covers exchange rates from 2003 up to 2021. It includes rates for several major currencies, such as the US Dollar (USD), Euro (EUR), Japanese Yen (JPY), British Pound (GBP), Australian Dollar (AUD), New Zealand Dollar (NZD), Canadian Dollar (CAD), Swedish Krona (SEK), Swiss Franc (CHF), Hungarian Forint (HUF), Chinese Yuan (CNY), Hong Kong Dollar (HKD), Singapore Dollar (SGD), Indian Rupee (INR), Mexican Peso (MXN), Philippine Peso (PHP), Thai Baht (THB), Malaysian Ringgit (MYR), South African Rand (ZAR), and Russian Ruble (RUB).
License
CC0: Public Domain
Who Can Use It
- Quantitative Analysts: For designing and validating FX trading algorithms.
- Economists: For macroeconomic modelling and studying international monetary policy impacts.
- Financial Data Scientists: For machine learning projects aimed at forecasting short-term and long-term currency valuations.
- Students and Academics: For educational projects related to financial markets and time series analysis.
Dataset Name Suggestions
- Global Daily Foreign Exchange Rates History (2003-2021)
- Yahoo Finance Major Currency FX Time Series
- Historical Daily Interbank Foreign Currency Exchange Rates
Attributes
Original Data Source: Yahoo Finance Major Currency FX Time Series
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