looking for fx cross rate historical data
Posted: Tue Apr 13, 2010 5:07 pm
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.
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.