[R-sig-finance] Is oanda.com data trustworthy?

Ajay Narottam Shah ajayshah at mayin.org
Sun Nov 13 00:21:18 CET 2005


On Sat, Nov 12, 2005 at 04:19:18PM -0000, Phineas Campbell wrote:
> There must be an official fixing for the options market to price from.  Also
> at any given time there will buy and sell prices.
> 
> Given that 31% of Gloabl FX trading occurs in London I would use Bank of
> England data:
> 
> http://213.225.136.206/mfsd/iadb/FromShowColumns.asp?Travel=NIxAZxI1x&FromCategoryList=Yes&NewMeaningId=REURX&CategId=6&HighlightCatValueDisplay=Exchange%20rate%20(spot)%20-%20Euro%20into%20US%20dollar

Thanks. I will investigate. At first blush, the US Federal Reserve
dissemination of data seems a lot nicer because they have well defined
files for each exchange rate of interest. So one can just setup
automation using wget or curl to a fixed URL.

The Bank of England setup involves interaction, which generally comes
at the cost of automation. Or are the URLs such as

http://213.225.136.206/mfsd/iadb/fromshowcolumns.asp?Travel=NIxSTxTIxSUx&FromSeries=1&ToSeries=50&DAT=RNG&FD=1&FM=Jan&FY=1963&TD=12&TM=Nov&TY=2005&csv.x=19&csv.y=22&CSVF=TT&FN=N&C=EC3

stable and trustworthy? I wasn't able to figure out a mapping from
standard currency codes to the notation they are using, such as "EC3"
for the Australian dollar.

Has someone deciphered the above URL, so that we can write something
like a Yahoo::Quote for it?

-- 
Ajay Shah
ajayshah at mayin.org
http://www.mayin.org/ajayshah



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