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This item downloads historical quotes data for ten currency pairs. The data is provided by Finam and it spans from 2001 to present for most pairs.
The following currency pairs are available:
Japanese Yen / Swiss Franc - CHFJPY
Euro / Swiss Franc - EURCHF
Euro / British Pound - EURGBP
Euro / Japanese Yen - EURJPY
Euro / U.S. Dollar - EURUSD
British Pound / U.S. Dollar - GBPUSD
U.S. Dollar / Swiss Franc - USDCHF
U.S. Dollar / Germany Deutsche Marks - USDDEM
U.S. Dollar / Japanese Yen - USDJPY
U.S. Dollar / Russian Ruble - USDRUB
You can use Futures and Forex historical data object to get Forex data for other currencies, such as the Australian Dollar and the Canadian Dollar.
You can also download historical economic events for these forex pairs. The Currency Pairs Calendar Data downloads and stores economic events related to each currency in a database called "economic_cal". The database contains the date on which the event occurs, the country concerned by the event, the description of the economic event, the actual, forecast and previous values. You may also want to try a trading indicator called Economic events surprise. The indicator calculates the surprise or the forecast minus the actual value of the release, for the event and the currency pair that you specify. It can easily be used to create trading systems and portfolios that buy, sell, short and cover based on economic data.
