TAQ data currency dump

Discussion in 'Data Sets and Feeds' started by ogarbitrage, Mar 22, 2011.

  1. ogarbitrage

    ogarbitrage

    For anyone in need of intraday currency prices, here's a file I recorded a few weeks ago.

    Screenshot: http://img27.imageshack.us/i/currencyopen.png/

    File: http://www.mediafire.com/?14aow9re6h9bsgi

    Here are the pairs:

    GBP/USD
    /CHF
    /AUD
    /CAD
    /NZD
    /NOK
    /HKD
    /MXN
    /JPY

    MXN/JPY

    SGD/JPY

    USD/CHF
    /SGD
    /DKK
    /NOK
    /SEK
    /HKD
    /MXN
    /JPY
    /CAD

    EUR/AUD
    /CAD
    /USD
    /GBP
    /CHF
    /NZD
    /SGD
    /NOK
    /SEK
    /HKD
    /MXN
    /JPY

    AUD/NZD
    /SGD
    /HKD
    /USD

    If anyone needs some custom pairs recorded let me know.
     
    #1     Mar 22, 2011
    Share