This free Excel spreadsheet downloads multiple FX rate histories from a web service. You can then plot and analyze the exchange rate data, and backtest your trading strategies with Excel’s broad suite of tools and functions.
It’s a companion tool to another spreadsheet that lets you import bulk historical stock prices for many stock tickers.
You don’t need to be a rocket scientist to use the spreadsheet.
Simply specify two dates, and a series of currency-pairs (via their 3-letter currency codes). Also let the spreadsheet know whether you want the bid, ask or mid rates with a drop-down menu.
Clicking the Get Forex Data button starts some clever VBA. For every currency-pair, the spreadsheet connects to a web service and downloads the historical exchange rates.
Each data set in placed in its own sheet. The sheet name is simply the concatenated currency codes, so you can easily find the data you’re looking for.
Each sheet has the daily bid rates between the two dates, in date-ascending order.
There’s some smarts and error-checking programmed into the VBA. For example, the code will skip over any blanks or typos in the list of currency codes.
So what can you do with the exchange rate histories, now that they’re in an analysis platform? Well, you could calculate the correlation matrix of several currency-pairs, plot the RSI and look for buy-sell signals, and more. All these analyses can be automated in VBA.