How can get ' USDJPY'(currency rates) with pandas and yahoo finance?

≡放荡痞女 提交于 2019-11-30 14:45:23

Yahoo Finance doesn't provide historical data on exchange rates (i.e. there's no "Historical Prices" link in the top left of the page like there would be for stocks, indices, etc...)

You can use FRED (Federal Reserve of St. Louis data) to get these exchange rates...

import pandas.io.data as web

jpy = web.DataReader('DEXJPUS', 'fred')

or the more direct way...

jpy = web.get_data_fred('DEXJPUS')

A list of all of the exchange rate that FRED has daily data for can be found here: http://research.stlouisfed.org/fred2/categories/94

Yahoo Finance doesn't provide historical data on exchange rates

Yes it does but not on cross rates. All vs the USD List of Yahoo USD Exchange Rates

a = web.DataReader("JPY=X", 'yahoo')

Get the historical exchange rates from OANDA http://pandas-datareader.readthedocs.io/en/latest/remote_data.html

In [1]: from pandas_datareader.oanda import get_oanda_currency_historical_rates
In [2]: start, end = "2016-01-01", "2016-06-01"
In [3]: quote_currency = "USD"
In [4]: base_currency = ["EUR", "GBP", "JPY"]
In [5]: df_rates = get_oanda_currency_historical_rates(
            start, end,
            quote_currency=quote_currency,
            base_currency=base_currency
        )
In [6]: print(df_rates)

Update: Oanda started charging for this lately https://www.oanda.com/fx-for-business/exchange-rates-api

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