Hourly & 4-Hourly Data from Jan 1997 (chf, jpy, gbp) and Jul 1998 (eur)
Format (1997 – 2003): Text files stored as [NY EST Time, Open, High, Low, Close]
Format (2003 – 2009): Text files stored as [Open, Low, High, Close, NY EST Time]
EURUSD | USDCHF | GBPUSD | USDJPY |
As from 1 January 2010 – updated on a monthly basis – the majors (eur, chf, jpy, gbp) stored with format of [Open, Low, High, Close, NY EST Time]: MAJORS (ending 11 September 2010).
Long-term historical data (available on request)
Series | Date Range |
EURUSD | 1970 – 2012 |
GBPUSD | 1660 – 2012 |
USDCHF | 1819 – 2012 |
USDJPY | 1862 – 2012 |
EURJPY | 1970 – 2012 |
USDCAD | 1757 – 2012 |
AUDUSD | 1822 – 2012 |
NZDUSD | 1892 – 2012 |
USDZAR | 1844 – 2012 |
USDINR | 1822 – 2012 |
USD Trade-weighted Index | 1950 – 2007 |
AUD Trade-weighted Index | 1970 – 2007 |
NZD Trade-weighted Index | 1970 – 2007 |
GOLD London PM fixing | 1257 – 2012 |
GOLD New York | 1257 – 2012 |
SILVER | 1800 – 2012 |
Brent Oil Price (US$/Barrel) | 1957 – 2012 |
West Texas Intermediate Oil Price (US$/Barrel) | 1860 – 2007 |
USA 10-year Bond Constant Maturity Yield | 1800 – 2007 |
UK 2 1/2% Consol Yield | 1700 – 2007 |
Japan 7-year Government Bond Yield | 1870 – 2007 |
South Africa 20-year Government Bond Yield | 1860 – 2007 |
Real Estate Index (USA new home prices) | 1830 – 2006 |