US Dollar Index w/IB and Excel

Discussion in 'Index Futures' started by Dart, Aug 6, 2006.

  1. Dart


    I want to create a US Dollar index in Excel, using IB quotes. Has anyone done this?

    I want it's quotes to be equivelent to those of the NYBOT DX.

    Interactive Brokers has feeds for all the currencies in the DX basket, through IDEAL Forex and through CME/Globex futures.

    I'm not sure which quotes I should use, and I'm not sure exactly to caclulate it.

    Is there a thread on this subject somewhere already?
  2. Dart


    Has anyone done this?
  3. Dart