Description Usage Arguments Details Value Note Author(s) Examples
Download historical FX data from the PACIFIC Exchange Rate Service, run by Werner Antweiler at Sauder School of Business, University of British Columbia. Visit the homepage http://fx.sauder.ubc.ca/ to learn more.
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baseCurrency |
base currency (eg, |
targetCurrencies |
target currency; can be a vector like |
startDate |
a length-one vector of class |
endDate |
a length-one vector of class |
dataFrequency |
a length-one character vector: either
|
notation |
a length-one character vector: either |
The database is for academic purposes only. Please see the FAQ at http://fx.sauder.ubc.ca/FAQ.html for the terms of use.
There are two types of quoting convention, set through the argument
notation
. Volume notation: how many units of the
targetCurrency
do I have to give for one unit of the
baseCurrency
? Price notation: how many units of the
baseCurrency
do I have to give for one unit of the
targetCurrency
?
The web interface to the database restricts daily and weekly data to
no more four calendar years per download. fetchFX
will
automatically loop in such cases (but will add a delay of one second
in each iteration).
The function returns a data.frame. Column "Jul.Dates"
contains
the Julian dates (see http://fx.sauder.ubc.ca/julian.html) in
numeric
form; column "Dates"
the calendar dates (class
Date
); the following columns contain the exchange rates.
In the FX markets, currencies are typically quoted as FX1FX2
,
which reads ‘How many units of FX2
do I have to give to
get one unit of FX1
?’ For instance, EURUSD
means
‘how many dollars do I have to give for one euro?’ This is
not how currencies are labelled in the PACIFIC Exchange Rate
Service.
Enrico Schumann
Maintainer: Enrico Schumann <es@enricoschumann.net>
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