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

[Christofer Bogaso]

Thank you Eric and Frank for such details. Regards,

On Mon, Oct 8, 2018 at 8:17 PM Eric Berger <ericjberger using gmail.com> wrote:

> 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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>>         [[alternative HTML version deleted]]
>>
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>

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