In ojessen/ecbfx: Get Exchange Rates vs Euro From The ECB

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

library(ecbfx)
library(ggplot2)
library(dplyr)
library(tidyr)
library(stringr)

chf = get_ecb_fx("CHF")

chf %>%
  ggplot(aes(Datum, D.CHF.EUR)) + 
  geom_line()

Different Frequencies

The Datum column will change its type, depending on the frequency.

head(chf)

chf_m_a = get_ecb_fx("CHF", freq = "M")

head(chf_m_a)

Using Average or End of Period

For most currencies and frequencies, the DWH supports average and end-of-period calculation for the exchange rate.

chf_m_e = get_ecb_fx("CHF", freq = "M", type = "E")

chf_m_joined = chf_m_a %>%
  left_join(chf_m_e, by = "Datum") %>%
  rename(avg = 2, eop = 3)  %>%
  mutate(Datum = as.Date(str_c(Datum, "-28")))

tail(chf_m_joined) %>% knitr::kable()

chf_m_joined %>%
  gather(type, CHF, -Datum) %>%
  ggplot(aes(Datum, CHF, group = type,  colour = type)) + 
  geom_line()

Please note the caveat that only most combinations are supported, one counter example is half annual, end-of-period data for the USD.

try(get_ecb_fx("USD", freq = "H", type = "E"))

ojessen/ecbfx documentation built on July 9, 2020, 12:50 a.m.