currency

Last updated: 2021-05-21

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Introduction

I wanted to download some exchange rate data

We can get a table of currencies from quantmod:

currency_table = quantmod::oanda.currencies

Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo

head(currency_table)

    oanda.df.1.length.oanda.df...2....1.
USD                            US Dollar
AFN                  Afghanistan Afghani
ALL                         Albanian Lek
DZD                       Algerian Dinar
ADF                       Andorran Franc
ADP                      Andorran Peseta

I want to get all the exchange rates, so I use USD as the standard. The getFX function saves object to environment, so I put it in a dataframe. Then I save them to data/currency.csv.

library(quantmod)

Warning: package 'quantmod' was built under R version 3.6.2

Loading required package: xts

Warning: package 'xts' was built under R version 3.6.2

Loading required package: zoo

Warning: package 'zoo' was built under R version 3.6.2


Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: TTR

Warning: package 'TTR' was built under R version 3.6.2

curr = rownames(quantmod::oanda.currencies) # gives the 3-letter abbreviation
df = data.frame(matrix(0,ncol= length(curr),nrow=179))
for(i in 1:length(curr)){
  xrate = getFX(paste0("USD/",curr[i]))  # get the exchange rates of all currencies with USD)
  xrate = get(paste0("USD",curr[i]))
  df[,i] = xrate
}
colnames(df) <- curr
write.csv(df, file="../data/currency.csv",quote=FALSE,row.names=FALSE)

sessionInfo()

R version 3.6.0 (2019-04-26)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS  10.16

Matrix products: default
BLAS:   /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] quantmod_0.4.18 TTR_0.24.2      xts_0.12.1      zoo_1.8-8      

loaded via a namespace (and not attached):
 [1] Rcpp_1.0.6       rstudioapi_0.13  whisker_0.4      knitr_1.29      
 [5] magrittr_1.5     workflowr_1.6.2  lattice_0.20-41  R6_2.4.1        
 [9] rlang_0.4.10     stringr_1.4.0    tools_3.6.0      grid_3.6.0      
[13] xfun_0.16        git2r_0.27.1     htmltools_0.5.0  ellipsis_0.3.1  
[17] yaml_2.2.1       digest_0.6.27    rprojroot_1.3-2  tibble_3.0.4    
[21] lifecycle_1.0.0  crayon_1.3.4     later_1.1.0.1    vctrs_0.3.4     
[25] fs_1.5.0         promises_1.1.1   curl_4.3         glue_1.4.2      
[29] evaluate_0.14    rmarkdown_2.3    stringi_1.4.6    compiler_3.6.0  
[33] pillar_1.4.6     backports_1.1.10 jsonlite_1.7.2   httpuv_1.5.4    
[37] pkgconfig_2.0.3

currency

Matthew Stephens

2021-05-20

Introduction