Fx Futures / Forwards data for quant analytics

(Last Updated On: February 6, 2012)

Fx Futures / Forwards datafor quant analytics

All, I am interested in getting the daily closing of all currency pairs futures / forwards for O/N, 1W, 2W, 1M, 6M, 1Y tenors – since this is for my personal analysis, I am not looking for expensive subscription based services. Is there any service provider this group can recommend?

Google searches seems ineffective.


Don’t know about closing rates, but you can find current prices for those tenors on FXStreet.com. I guess if you went on there each day at what you consider “closing time”, you could trace down the rates you were interested in and call it the close


NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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