I believe the official US Dollar Index is generated at a different time
than those generated by the Federal Reserve web site.
Because the US Dollar Index is calculated against spot rates that trade
on a 24 hour basis, you will find variations when looking at daily data
because of differing sample times.
For example the US Dollar Index is based upon a 5pm New York close. The
Fed Reserve typically uses a 12:00 (noon) in most of their calculations.
Our US Dollar Index cash data goes back to 1971 and our US Dollar Index
futures data dates back to November 1985.
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net
-------- Original Message --------
Subject: Re: [amibroker] Re: US$ INDEX
From: Nick de Peyster <[email protected]>
To: [email protected]
Date: Thu, 19 Nov 2009 05:09:08 -0800 (pst)
Tim,
It's on the federal reserve website. I sent you the link. DXY, I
think, is the G10 index.
--- On *Thu, 11/19/09, Tim /<[email protected]>/* wrote:
From: Tim <[email protected]>
Subject: [amibroker] Re: US$ INDEX
To: [email protected]
Date: Thursday, November 19, 2009, 2:45 AM
Thank you for your suggestions. I was hoping there might be a way
to get the DXY data which is the US$ index but I guess not. It
makes tracking the US$ much easier especially since so many people
relate to this index. Thank you again for responding.
Best regards,
Tim
--- In amibro...@yahoogrou ps.com
<http://us.mc318.mail.yahoo.com/mc/compose?to=amibroker%40yahoogroups.com>,
"Tim" <raven...@.. .> wrote:
>
> Hello,
> Does anyone know of a way to get free data for this index?
YAHOO, GOOGLE, MSN don't carry it that I am aware of. I would like
to follow it so any help is most appreciated. Thank you.
>
> Kindest regards,
>
> Tim
>
