Foreign Exchange Interbank Rates Data

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