Historic EOD FX data

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Post Reply
ladadriver
Senior Member
Senior Member
Posts: 25
Joined: Tue Feb 27, 2007 10:08 am

Historic EOD FX data

Post by ladadriver »

Hi,

I'm looking to backtest crude palm oil as part of a global portfolio, and need historic EOD Malaysian Ringgit data to feed in to Trading Blox. CSI lists USD/MYR on FINEX, but it's inactive. Oanda offers historic FX data in 500 day chunks, which I can stitch together and massage into the right format to cover the whole backtesting period, but this is a bit of a hassle. Does anyone know of another source/approach for historic EOD FX data?
Top
LeviF
Roundtable Knight
Roundtable Knight
Posts: 1436
Joined: Mon Dec 22, 2003 12:24 pm
Location: Des Moines, IA
Contact:
Contact LeviF

Post by LeviF »

CSI has it, but they spell it wrong. Search for ringit.
Top
sluggo
Roundtable Knight
Roundtable Knight
Posts: 2987
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo »

levijean wrote:CSI has it, but they spell it wrong. Search for ringit.
Be sure to look amongst the "Cash" instruments (yellow box), get a list of them by clicking the "Mkts" button (red box)
Attachments
MYR.png
MYR.png (11.37 KiB) Viewed 3544 times
Top
ladadriver
Senior Member
Senior Member
Posts: 25
Joined: Tue Feb 27, 2007 10:08 am

Post by ladadriver »

sluggo wrote:
levijean wrote:CSI has it, but they spell it wrong. Search for ringit.
Be sure to look amongst the "Cash" instruments (yellow box), get a list of them by clicking the "Mkts" button (red box)
Many thanks for the help. Looking forward to going global!
Top
Post Reply

Return to “Testing and Simulation”