looking for fx cross rate historical data

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michaelt
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Joined: Wed Feb 03, 2010 10:53 am
Location: princeton,nj

looking for fx cross rate historical data

Post by michaelt »

Hello Traders:

I am looking for historical FX cross rates (cash).

CSI's data for many crosses, such as the Euro-Yen, Sterling Yen, Euro-CD, etc., for the most part only go back to 1998 or 1999.

In some cases (Aussie-Yen) the data goes back to 1986 -- but the data is different in it's character prior to 1998 (very 'thin')-- maybe the data file contains only one source (i.e. one bank) for that era.

Any suggestions as to where I can obtain the cash FX cross rates from 1989 or so onward?

Thanks.
gunter
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Post by gunter »

michaelt
Senior Member
Senior Member
Posts: 37
Joined: Wed Feb 03, 2010 10:53 am
Location: princeton,nj

Post by michaelt »

thanks gunter!
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