FinzData/macro-fx

US macro data: FX (81 series)

81 fx series from US government sources, cleaned into one consistent format and ready for pandas. This free package holds the last 12 months (2025-11-01 on) of each series' latest values. It is refreshed weekly.

import pandas as pd
df = pd.read_parquet("hf://datasets/FinzData/macro-fx/data/long.parquet")      # series_id, date, value
wide = pd.read_parquet("hf://datasets/FinzData/macro-fx/data/wide_daily.parquet")  # one column per series

or datasets.load_dataset("FinzData/macro-fx"). Wide tables by frequency: wide_daily (26 series), wide_monthly (49 series), wide_quarterly (6 series). series.csv lists every series with its title, units, frequency and how far back the full history goes.

The full history, point in time, through one API

The FinzData API serves every series back to its first observation, every revision (what was known on any past date, so backtests do not peek at later revisions), and daily updates, in the same format:

import finzdata as fz                     # pip install finzdata
c = fz.Client()                           # free API key: https://api.finzdata.com/
c.macro("DTWEXBGS")                        # full history, latest values
c.macro("DTWEXBGS", vintage="first")       # as first released
c.macro("DTWEXBGS", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="fx")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
DTWEXBGS	Nominal Broad U.S. Dollar Index	Index Jan 2006=100	Daily	2006
DEXJPUS	Japanese Yen to U.S. Dollar Spot Exchange Rate	Japanese Yen to One U.S. Dollar	Daily	1971
DEXUSEU	U.S. Dollars to Euro Spot Exchange Rate	U.S. Dollars to One Euro	Daily	1999
DEXCHUS	Chinese Yuan Renminbi to U.S. Dollar Spot Exchange Rate	Chinese Yuan Renminbi to One U.S. Dollar	Daily	1981
DEXKOUS	South Korean Won to U.S. Dollar Spot Exchange Rate	South Korean Won to One U.S. Dollar	Daily	1981
DEXUSUK	U.S. Dollars to U.K. Pound Sterling Spot Exchange Rate	U.S. Dollars to One U.K. Pound Sterling	Daily	1971
DEXCAUS	Canadian Dollars to U.S. Dollar Spot Exchange Rate	Canadian Dollars to One U.S. Dollar	Daily	1971
EXJPUS	Japanese Yen to U.S. Dollar Spot Exchange Rate	Japanese Yen to One U.S. Dollar	Monthly	1971
DEXINUS	Indian Rupees to U.S. Dollar Spot Exchange Rate	Indian Rupees to One U.S. Dollar	Daily	1973
RTWEXBGS	Real Broad Dollar Index	Index Jan 2006=100	Monthly	2006
DEXMXUS	Mexican Pesos to U.S. Dollar Spot Exchange Rate	Mexican Pesos to One U.S. Dollar	Daily	1993
EXCHUS	Chinese Yuan Renminbi to U.S. Dollar Spot Exchange Rate	Chinese Yuan Renminbi to One U.S. Dollar	Monthly	1981
EXUSEU	U.S. Dollars to Euro Spot Exchange Rate	U.S. Dollars to One Euro	Monthly	1999
DEXUSAL	U.S. Dollars to Australian Dollar Spot Exchange Rate	U.S. Dollars to One Australian Dollar	Daily	1971
DTWEXAFEGS	Nominal Advanced Foreign Economies U.S. Dollar Index	Index Jan 2006=100	Daily	2006
TWEXBGSMTH	Nominal Broad U.S. Dollar Index	Index Jan 2006=100	Monthly	1973
DEXBZUS	Brazilian Reals to U.S. Dollar Spot Exchange Rate	Brazilian Reals to One U.S. Dollar	Daily	1995
DEXSZUS	Swiss Francs to U.S. Dollar Spot Exchange Rate	Swiss Francs to One U.S. Dollar	Daily	1971
EXUSUK	U.S. Dollars to U.K. Pound Sterling Spot Exchange Rate	U.S. Dollars to One U.K. Pound Sterling	Monthly	1971
DTWEXEMEGS	Nominal Emerging Market Economies U.S. Dollar Index	Index Jan 2006=100	Daily	2006
EXCAUS	Canadian Dollars to U.S. Dollar Spot Exchange Rate	Canadian Dollars to One U.S. Dollar	Monthly	1971
EXINUS	Indian Rupees to U.S. Dollar Spot Exchange Rate	Indian Rupees to One U.S. Dollar	Monthly	1973
DEXTHUS	Thai Baht to U.S. Dollar Spot Exchange Rate	Thai Baht to One U.S. Dollar	Daily	1981
DEXVZUS	Venezuelan Bolivares to U.S. Dollar Spot Exchange Rate	Venezuelan Bolivares to One U.S. Dollar	Daily	1995
EXMXUS	Mexican Pesos to U.S. Dollar Spot Exchange Rate	Mexican Pesos to One U.S. Dollar	Monthly	1993

All 81 series: series.csv. Browse them at https://finzdata.com/macro/category/fx.

More from FinzData

• Every macro category: https://huggingface.co/FinzData · index on GitHub: https://github.com/FinzData/macro-data
• Survivorship-free US stock prices since 2000, COT positioning, 13F holdings, insider trades, short interest
• Pricing (history bundles from $195 once): https://finzdata.com/pricing
• Python client (open source): https://github.com/FinzData/finzdata-python

Source: U.S. government agencies via FRED/ALFRED (Federal Reserve Bank of St. Louis). Compiled by FinzData. Data for research, not investment advice.