Unable to return currency data for a specific date or period with yahoo

hello!

I am unable to return currency (e.g. EURUSD=X) data for a specific date or period with yahoo. It works for stocks (e.g. IBM).

Any ideas what is going on? Help much appreciated.

>> fetch(yahoo,'EURUSD=X','03-Jun-2014') Error using yahoo/fetch (line 314) Unable to return data for given security and date.

>> fetch(yahoo,'IBM','03-Jun-2014')

ans =

   1.0e+06 *

    0.7358    0.0002    0.0002    0.0002    0.0002    2.5171    0.0002

Cheers!

Answer 1

[Supreeth Subbaraya]

You can only access the present currency data using the yahoo fetch command.

fetch(yahoo,'EURUSD=X');

This returns the fields as shown below

    Symbol: {'EURUSD=X'}
      Last: 1.3366
      Date: 735825
      Time: 0.6931
    Change: NaN
      Open: NaN
      High: NaN
       Low: NaN
    Volume: NaN

Apart from that there is no feature currently to obtain the data from previous dates.

Instead you can use other service providers from the Datafeed Toolbox to obtain historical currency data.

For example, the FRED data server from the Federal Reserve offers free historical currency exchange data for some currencies. The following website lists the daily exchange rates available from the FRED server:

http://research.stlouisfed.org/fred2/categories/94

You can obtain the data for June 3 using the following lines of code:

>> connect = fred;
>> d = fetch(connect, 'DEXUSEU', '06/3/2014')

    d = 

                     Title: ' U.S. / Euro Foreign Exchange Rate'
                  SeriesID: ' DEXUSEU'
                    Source: ' Board of Governors of the Federal Reserve System'
                   Release: ' H.10 Foreign Exchange Rates'
        SeasonalAdjustment: ' Not Seasonally Adjusted'
                 Frequency: ' Daily'
                     Units: ' U.S. Dollars to One Euro'
                 DateRange: ' 1999-01-04 to 2014-08-08'
               LastUpdated: ' 2014-08-11 3:46 PM CDT'
                     Notes: ' Noon buying rates in New York City for cable transfers payable in foreign currencies.'
                      Data: [735812 1.3436]

You can access the currency from the Data field in the structure