Forex historical data in Python

Question

Have been searching for hours so please be kind.

Need solutions to get historical Forex data in Python.

For stocks it is easy:

import pandas as pd
import pandas_datareader as pdr

start = dt.date.today() - dt.timedelta(days=30)
end = dt.date.today()

df = pdr.DataReader('AAPL', 'google', start, end)
print(df.head())

Have tried google, yahoo, fred and oanda. Nothing seems to work.

Please give a code example of how to request the data. (In most cases one line should be fine).

Thank you.

Answer 1

Do you just need historical currency values?

Try using the forex_python module with the datetime class ( from the datetime module ). I'm using python 3 but I doubt that matters too much.

These exchange rates are the 3pm (CET) data from the European Central Bank, since 1999.

>>> from datetime import datetime
>>> from forex_python.converter import get_rate

>>> t = datetime(2001, 10, 18)  # the 18th of October, 2001
>>> get_rate("USD", "GBP", t)
0.69233
>>> get_rate("GBP", "USD", t)
1.4444
>>> 1 / 1.4444   # check
0.6923289947382997 

>>> t = datetime(2006, 6, 26)  # June 26th, 2006
>>> get_rate("GBP", "USD", t)
1.8202

So
on 18/10/01, 1 USD == 0.69 GBP,
on 26th June, 2006, 1 GBP == 1.82 USD.