| --- |
| 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. |
|
|
