Thank you Eric and Frank for such details. Regards, On Mon, Oct 8, 2018 at 8:17 PM Eric Berger <[email protected]> wrote:
> Frank was suggesting to get the data from the Federal Reserve (FRED) and > he supplied code that showed how to do it for the series DGS3MO. > However, he pointed out that in that code you would need to replace the > string 'DGS3MO' by the string 'DTWEXM' to get what (he thought) you want. > > The FRED series 'DTWEXM' refers to the "Trade Weighted U.S. Dollar Index: > Major Currencies". > As far as I can tell, this is not the same as the series you asked about, > namely the "U.S. Dollar Index" which is apparently computed by ICE US. > Per Bloomberg, the index you want has ticker DXY and involves "rates > supplied by some 500 banks." > > HTH, > Eric > > > On Mon, Oct 8, 2018 at 5:32 PM, Christofer Bogaso < > [email protected]> wrote: > >> I could not relate DGS3MO to Dollar Index Spot values - any explanation? >> >> On Mon, Oct 8, 2018 at 5:17 PM Frank <[email protected]> wrote: >> >> > Use DTWEXM instead of DGS3MO: >> > >> > library(quantmod) >> > library(chron) >> > >> > >> > ## >> > ## Get DGS3MO Treasury yield from FRED >> > ## >> > >> > getSymbols('DGS3MO',src='FRED') >> > DGS3MO<-na.locf(DGS3MO/100.0,na.rm = TRUE) >> > tail(DGS3MO) >> > file_name <- "DGS3MO.csv" >> > write.zoo(DGS3MO, file = file_name, append = FALSE, quote = TRUE, sep = >> > ",") >> > quit() >> > >> > >> > -----Original Message----- >> > From: R-SIG-Finance <[email protected]> On Behalf Of >> > Christofer Bogaso >> > Sent: Monday, October 08, 2018 4:57 AM >> > To: [email protected] >> > Subject: [R-SIG-Finance] Free download for USD Spot Index >> > >> > Hi, >> > >> > I was looking for some way to download daily historical quotes of USD >> Spot >> > Index (as in https://www.fxstreet.com/rates-charts/dollarindexspot) to >> be >> > downloaded using R. >> > >> > Any pointer will be highly appreciated. >> > >> > Thanks, >> > >> > [[alternative HTML version deleted]] >> > >> > _______________________________________________ >> > [email protected] mailing list >> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> > -- Subscriber-posting only. If you want to post, subscribe first. >> > -- Also note that this is not the r-help list where general R questions >> > should go. >> > >> > >> >> [[alternative HTML version deleted]] >> >> _______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions >> should go. >> > > [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
