[R-SIG-Finance] Free download for USD Spot Index

[Eric Berger]

Frank was suggesting to get the data from the Federal Reserve (FRED) and he
supplied code that showed how to do it for the series DGS3MO.
However, he pointed out that in that code you would need to replace the
string 'DGS3MO' by the string 'DTWEXM' to get what (he thought) you want.

The FRED series 'DTWEXM' refers to the "Trade Weighted U.S. Dollar Index:
Major Currencies".
As far as I can tell, this is not the same as the series you asked about,
namely the "U.S. Dollar Index" which is apparently computed by ICE US.
Per Bloomberg, the index you want has ticker DXY and involves "rates
supplied by some 500 banks."

HTH,
Eric


On Mon, Oct 8, 2018 at 5:32 PM, Christofer Bogaso <
bogaso.christofer using gmail.com> wrote:

> I could not relate DGS3MO to Dollar Index Spot values - any explanation?
>
> On Mon, Oct 8, 2018 at 5:17 PM Frank <frankm60606 using gmail.com> wrote:
>
> > Use DTWEXM instead of DGS3MO:
> >
> > library(quantmod)
> > library(chron)
> >
> >
> > ##
> > ## Get DGS3MO Treasury yield from FRED
> > ##
> >
> > getSymbols('DGS3MO',src='FRED')
> > DGS3MO<-na.locf(DGS3MO/100.0,na.rm = TRUE)
> > tail(DGS3MO)
> > file_name <- "DGS3MO.csv"
> > write.zoo(DGS3MO, file = file_name, append = FALSE, quote = TRUE, sep =
> > ",")
> > quit()
> >
> >
> > -----Original Message-----
> > From: R-SIG-Finance <r-sig-finance-bounces using r-project.org> On Behalf Of
> > Christofer Bogaso
> > Sent: Monday, October 08, 2018 4:57 AM
> > To: r-sig-finance using r-project.org
> > Subject: [R-SIG-Finance] Free download for USD Spot Index
> >
> > Hi,
> >
> > I was looking for some way to download daily historical quotes of USD
> Spot
> > Index (as in https://www.fxstreet.com/rates-charts/dollarindexspot) to
> be
> > downloaded using R.
> >
> > Any pointer will be highly appreciated.
> >
> > Thanks,
> >
> >         [[alternative HTML version deleted]]
> >
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