Premium FX Feed Historical Data

Premium FX Feed Historical Data

The Premium FX Feed delivers streaming FX spot and cross rates for a comprehensive list of currencies, providing a full view of the interdealer market. The Premium FX Feed rates are sources from multiple global contributors, including the CME Group EBS FX trading platform. These rates reflect the activity of more than 2,500 traders on 800-plus trading floors. The feed provides daily indicative bid/offer quotes on a 24 hour/weekday basis.

The update rate is liquidity dependent and consequently this will vary by individual currency


Dates Available

Premium FX historical data is available from February 1, 2009 to present.*

*Actual start for some currency pairs maybe after February 1,2009


Sample Files

Dataset

Sample File

Dataset

Sample File

FX Premium

2/3/2020

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FAQ

What format is the file delivered in?

Data is provided in .csv format (comma separated values).

Are files compressed?

Yes, the files are compressed into zip files.

What is the precision level for timestamping for these datasets?

The FX Premium dataset has millisecond precision.

What tenors are available for purchase?

See the available Premium FX Product Spot & Cross Currency pairs:

USD Spot Rates

ARS / USD
TRY / USD
USD / BIF
USD / CNH
USD / DZD
USD / GTQ
USD / ISK
USD / LAK
USD / MOP
USD / NOK
USD / PYG
USD / SOS
USD / TZS
AUD / USD
USD / AED
USD / BND
USD / CNY
USD / EGP
USD / HKD
USD / JMD
USD / LBP
USD / MRU
USD / NPR
USD / QAR
USD / SRD
USD / UAH
CAD / USD
USD / ALL
USD / BOB
USD / COP
USD / ETB
USD / HNL
USD / JOD
USD / LKR
USD / MUR
USD / NZD
USD / RON
USD / STN
USD / UGX
EUR / USD
USD / ANG
USD / BRL
USD / CRC
USD / EUR
USD / HRK
USD / JPY
USD / LSL
USD / MVR
USD / OMR
USD / RSD
USD / SVC
USD / UYU
GBP / USD
USD / ARS
USD / BSD
USD / CUP
USD / FJD
USD / HTG
USD / KES
USD / LYD
USD / MWK
USD / PAB
USD / RUB
USD / SZL
USD / VND
INR / USD
USD / AUD
USD / BWP
USD / CVE
USD / GBP
USD / HUF
USD / KHR
USD / MAD
USD / MXN
USD / PEN
USD / RWF
USD / THB
USD / XCD
JPY / USD
USD / BBD
USD / BZD
USD / CZK
USD / GEL
USD / IDR
USD / KMF
USD / MDL
USD / MYR
USD / PGK
USD / SAR
USD / TND
USD / ZAR
MXN / USD
USD / BDT
USD / CAD
USD / DJF
USD / GHS
USD / ILS
USD / KRW
USD / MGA
USD / NAD
USD / PHP
USD / SCR
USD / TRY
USD / ZMW
NZD / USD
USD / BGN
USD / CHF
USD / DKK
USD / GMD
USD / INR
USD / KWD
USD / MKD
USD / NGN
USD / PKR
USD / SEK
USD / TTD

 

RUB / USD
USD / BHD
USD / CLP
USD / DOP
USD / GNF
USD / IQD
USD / KZT
USD / MMK
USD / NIO
USD / PLN
USD / SGD
USD / TWD

 

Cross Currencies

AED / DKK
BWP / ZAR
CZK / EUR
EUR / HNL
EUR / XCG
GBP / QAR
INR / TWD
MXN / ZAR
RON / GBP
TWD / CHF
AED / EUR
CAD / AED
CZK / JPY
EUR / HRK
EUR / XOF
GBP / RON
INR / ZAR
MYR / AUD
RUB / GBP
TWD / CNY
AED / INR
CAD / ARS
CZK / SEK
EUR / HTG
EUR / XPF
GBP / RUB
IQD / GBP
MYR / CAD
RUB / JPY
TWD / DKK
AED / IQD
CAD / AUD
DJF / GBP
EUR / HUF
EUR / YER
GBP / SAR
JMD / GBP
MYR / CNY
SAR / ILS
TWD / GBP
AED / JPY
CAD / BRL
DKK / AED
EUR / ILS
EUR / ZAR
GBP / SCR
JOD / AED
MYR / DKK
SAR / PKR
TWD / HKD
AED / NOK
CAD / CHF
DKK / AUD
EUR / INR
EUR / ZMW
GBP / SEK
JOD / ILS
MYR / EUR
SCR / GBP
TWD / INR
AED / PKR
CAD / CNY
DKK / BGN
EUR / IQD
GBP / AED
GBP / SGD
JPY / AED
MYR / GBP
SEK / AUD
TWD / JPY
AED / SAR
CAD / DKK
DKK / BRL
EUR / ISK
GBP / ALL
GBP / SZL
JPY / ARS
MYR / HKD
SEK / CAD
TWD / KRW
AED / SEK
CAD / EUR
DKK / CAD
EUR / JMD
GBP / ARS
GBP / THB
JPY / AUD
MYR / IDR
SEK / CHF
TWD / MYR
AED / ZAR
CAD / GBP
DKK / CHF
EUR / JOD
GBP / AUD
GBP / TND
JPY / BRL
MYR / INR
SEK / CZK
TWD / NZD
ALL / GBP
CAD / HKD
DKK / CNY
EUR / JPY
GBP / BBD
GBP / TRY
JPY / CAD
MYR / JPY
SEK / DKK
TWD / PKR
ARS / AUD
CAD / ILS
DKK / CZK
EUR / KES
GBP / BDT
GBP / TTD
JPY / CHF
MYR / KRW
SEK / EUR
TWD / SGD
ARS / BRL
CAD / INR
DKK / EUR
EUR / KHR
GBP / BGN
GBP / TWD
JPY / CNY
MYR / NZD
SEK / GBP
TWD / THB
ARS / CAD
CAD / JPY
DKK / GBP
EUR / KRW
GBP / BHD
GBP / TZS
JPY / CZK
MYR / PKR
SEK / ILS
TWD / ZAR
ARS / CHF
CAD / KRW
DKK / HKD
EUR / KWD
GBP / BIF
GBP / UAH
JPY / DKK
MYR / SGD
SEK / INR
VND / GBP
ARS / EUR
CAD / KWD
DKK / HUF
EUR / KZT
GBP / BND
GBP / UGX
JPY / EUR
MYR / THB
SEK / JPY
XPF / GBP
ARS / GBP
CAD / MXN



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