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license: other
license_name: public-domain-source-us-government
pretty_name: "US Macro Data: FX"
language:
- en
tags:
- finance
- economics
- macroeconomics
- time-series
- fred
- fx
- quant
- backtesting
size_categories:
- 1K<n<10K
configs:
- config_name: long
data_files: data/long.parquet
default: true
- config_name: wide_daily
data_files: data/wide_daily.parquet
- config_name: wide_monthly
data_files: data/wide_monthly.parquet
- config_name: wide_quarterly
data_files: data/wide_quarterly.parquet
---
# US macro data: FX (81 series)
81 fx series from US government sources, cleaned into one consistent format and ready for pandas.
This free package holds the **last 12 months** (2025-11-01 on) of each series' latest values. It is refreshed weekly.
```python
import pandas as pd
df = pd.read_parquet("hf://datasets/FinzData/macro-fx/data/long.parquet") # series_id, date, value
wide = pd.read_parquet("hf://datasets/FinzData/macro-fx/data/wide_daily.parquet") # one column per series
```
or `datasets.load_dataset("FinzData/macro-fx")`. Wide tables by frequency: `wide_daily` (26 series), `wide_monthly` (49 series), `wide_quarterly` (6 series). `series.csv` lists every series
with its title, units, frequency and how far back the full history goes.
## The full history, point in time, through one API
The FinzData API serves every series back to its first observation, **every revision** (what was known on any past
date, so backtests do not peek at later revisions), and **daily updates**, in the same format:
```python
import finzdata as fz # pip install finzdata
c = fz.Client() # free API key: https://api.finzdata.com/
c.macro("DTWEXBGS") # full history, latest values
c.macro("DTWEXBGS", vintage="first") # as first released
c.macro("DTWEXBGS", as_of="2020-03-01") # exactly what was known on that date
c.macro_series(category="fx") # the catalogue for this category
```
## Most-watched series in this package
| ID | Title | Units | Frequency | Full history from |
|---|---|---|---|---|
| `DTWEXBGS` | Nominal Broad U.S. Dollar Index | Index Jan 2006=100 | Daily | 2006 |
| `DEXJPUS` | Japanese Yen to U.S. Dollar Spot Exchange Rate | Japanese Yen to One U.S. Dollar | Daily | 1971 |
| `DEXUSEU` | U.S. Dollars to Euro Spot Exchange Rate | U.S. Dollars to One Euro | Daily | 1999 |
| `DEXCHUS` | Chinese Yuan Renminbi to U.S. Dollar Spot Exchange Rate | Chinese Yuan Renminbi to One U.S. Dollar | Daily | 1981 |
| `DEXKOUS` | South Korean Won to U.S. Dollar Spot Exchange Rate | South Korean Won to One U.S. Dollar | Daily | 1981 |
| `DEXUSUK` | U.S. Dollars to U.K. Pound Sterling Spot Exchange Rate | U.S. Dollars to One U.K. Pound Sterling | Daily | 1971 |
| `DEXCAUS` | Canadian Dollars to U.S. Dollar Spot Exchange Rate | Canadian Dollars to One U.S. Dollar | Daily | 1971 |
| `EXJPUS` | Japanese Yen to U.S. Dollar Spot Exchange Rate | Japanese Yen to One U.S. Dollar | Monthly | 1971 |
| `DEXINUS` | Indian Rupees to U.S. Dollar Spot Exchange Rate | Indian Rupees to One U.S. Dollar | Daily | 1973 |
| `RTWEXBGS` | Real Broad Dollar Index | Index Jan 2006=100 | Monthly | 2006 |
| `DEXMXUS` | Mexican Pesos to U.S. Dollar Spot Exchange Rate | Mexican Pesos to One U.S. Dollar | Daily | 1993 |
| `EXCHUS` | Chinese Yuan Renminbi to U.S. Dollar Spot Exchange Rate | Chinese Yuan Renminbi to One U.S. Dollar | Monthly | 1981 |
| `EXUSEU` | U.S. Dollars to Euro Spot Exchange Rate | U.S. Dollars to One Euro | Monthly | 1999 |
| `DEXUSAL` | U.S. Dollars to Australian Dollar Spot Exchange Rate | U.S. Dollars to One Australian Dollar | Daily | 1971 |
| `DTWEXAFEGS` | Nominal Advanced Foreign Economies U.S. Dollar Index | Index Jan 2006=100 | Daily | 2006 |
| `TWEXBGSMTH` | Nominal Broad U.S. Dollar Index | Index Jan 2006=100 | Monthly | 1973 |
| `DEXBZUS` | Brazilian Reals to U.S. Dollar Spot Exchange Rate | Brazilian Reals to One U.S. Dollar | Daily | 1995 |
| `DEXSZUS` | Swiss Francs to U.S. Dollar Spot Exchange Rate | Swiss Francs to One U.S. Dollar | Daily | 1971 |
| `EXUSUK` | U.S. Dollars to U.K. Pound Sterling Spot Exchange Rate | U.S. Dollars to One U.K. Pound Sterling | Monthly | 1971 |
| `DTWEXEMEGS` | Nominal Emerging Market Economies U.S. Dollar Index | Index Jan 2006=100 | Daily | 2006 |
| `EXCAUS` | Canadian Dollars to U.S. Dollar Spot Exchange Rate | Canadian Dollars to One U.S. Dollar | Monthly | 1971 |
| `EXINUS` | Indian Rupees to U.S. Dollar Spot Exchange Rate | Indian Rupees to One U.S. Dollar | Monthly | 1973 |
| `DEXTHUS` | Thai Baht to U.S. Dollar Spot Exchange Rate | Thai Baht to One U.S. Dollar | Daily | 1981 |
| `DEXVZUS` | Venezuelan Bolivares to U.S. Dollar Spot Exchange Rate | Venezuelan Bolivares to One U.S. Dollar | Daily | 1995 |
| `EXMXUS` | Mexican Pesos to U.S. Dollar Spot Exchange Rate | Mexican Pesos to One U.S. Dollar | Monthly | 1993 |
All 81 series: `series.csv`. Browse them at https://finzdata.com/macro/category/fx.
## More from FinzData
- Every macro category: https://huggingface.co/FinzData · index on GitHub: https://github.com/FinzData/macro-data
- Survivorship-free US stock prices since 2000, COT positioning, 13F holdings, insider trades, short interest
- Pricing (history bundles from $195 once): https://finzdata.com/pricing
- Python client (open source): https://github.com/FinzData/finzdata-python
Source: U.S. government agencies via FRED/ALFRED (Federal Reserve Bank of St. Louis). Compiled by FinzData.
Data for research, not investment advice.
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