Datasets:

FinzData
/

macro-fx

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.

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:

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.

US macro data: FX (81 series)

The full history, point in time, through one API

Most-watched series in this package

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