Forex
The Forex module provides a way for users to get currency pair data, from a number of sources. API keys for them are handled by the Keys module. After importing the entire OpenBB SDK, no further action is required to authorize the sources. This module also provides Oanda account holders with broker integration.
How to Use
Below is a brief description of each function within the Forex module:
| Path | Type | Description |
|---|---|---|
| openbb.forex.candle | Function | OHLC Chart & Optional Moving Averages |
| openbb.forex.fwd | Function | Forward Rates of Currency Pairs |
| openbb.forex.get_currency_list | List | List of Currency Symbols |
| openbb.forex.load | Function | Load Historical OHLC Data for Currency Pairs |
| openbb.forex.oanda | Sub-Module | Oanda Broker Integration |
| openbb.forex.quote | Function | Realtime Currency Exchange Rate |
The contents of the menu is printed with:
help(openbb.forex)
Examples
Import Statements
The examples in this guide will assume that the import statements below are present:
from openbb_terminal.sdk import openbb
import pandas as pd
Load
The load function has the ability to request data from multiple sources:
- AlphaVantage
- Polygon
- YahooFinance (default)
Using the default source:
currency_pair = openbb.forex.load(
from_symbol='USD',
to_symbol='EUR',
start_date = '2000-01-01',
interval = '1week')
currency_pair.head(3)
| date | Open | High | Low | Close | Adj Close | Volume |
|---|---|---|---|---|---|---|
| 2003-12-01 00:00:00 | 0.83098 | 0.83724 | 0.82028 | 0.82163 | 0.82163 | 0 |
| 2003-12-08 00:00:00 | 0.82183 | 0.82488 | 0.81261 | 0.82068 | 0.82068 | 0 |
| 2003-12-15 00:00:00 | 0.82055 | 0.82115 | 0.80373 | 0.80919 | 0.80919 | 0 |
To use an alternate source, add the source argument to the syntax:
currency_pair = openbb.forex.load(
from_symbol= 'USD',
to_symbol= 'EUR',
source = 'Polygon',
start_date = '2000-01-01',
interval = '1week')
currency_pair.head(3)
| date | Volume | vw | Open | Close | High | Low | Transactions |
|---|---|---|---|---|---|---|---|
| 2012-01-29 00:00:00 | 3758 | 0.761 | 0.7565 | 0.7597 | 0.7676 | 0.7565 | 3758 |
| 2012-02-05 00:00:00 | 5605 | 0.7566 | 0.762 | 0.7581 | 0.7672 | 0.75081 | 5605 |
| 2012-02-12 00:00:00 | 9045 | 0.7611 | 0.757 | 0.7603 | 0.77053 | 0.75278 | 9045 |
The amount and granularity of historical data available will vary by source. The two tables above illustrate some of those differences.
Average True Range
The loaded data can now be used as inputs for other functions and calculations, such as the average true range over a four week window.
weekly_atr = openbb.ta.atr(data = currency_pair, window = 4)
currency_pair = currency_pair.join(weekly_atr)
currency_pair.tail(1)
| date | Volume | vw | Open | Close | High | Low | Transactions | ATRe_4 |
|---|---|---|---|---|---|---|---|---|
| 2022-11-13 00:00:00 | 481918 | 0.965 | 0.96479 | 0.96205 | 0.97351 | 0.954 | 481918 | 0.0281756 |
Quote
Get real-time exchange rates.
openbb.forex.quote("EURUSD", source = "AlphaVantage")
| Realtime Currency Exchange Rate | |
|---|---|
| 1. From_Currency Code | USD |
| 2. From_Currency Name | United States Dollar |
| 3. To_Currency Code | EUR |
| 4. To_Currency Name | Euro |
| 5. Exchange Rate | 0.91580000 |
| 6. Last Refreshed | 2023-07-03 17:00:01 |
| 7. Time Zone | UTC |
| 8. Bid Price | 0.91576000 |
| 9. Ask Price | 0.91580000 |
Forward Rates
fwd_usdeur = openbb.forex.fwd('EUR', 'USD')
fwd_usdeur
| Expiration | Ask | Bid | Mid | Points |
|---|---|---|---|---|
| Overnight | 0.91608 | 0.91602 | 0.91605 | -0.825 |
| Tomorrow Next | 0.91608 | 0.91601 | 0.91604 | -0.855 |
| Spot Next | 0.91612 | 0.91606 | 0.91609 | -0.425 |
| One Week | 0.91586 | 0.9158 | 0.91583 | -2.995 |
| Two Weeks | 0.91557 | 0.9155 | 0.91553 | -5.985 |
| Three Weeks | 0.91526 | 0.91519 | 0.91523 | -9.05 |
| One Month | 0.9147 | 0.91463 | 0.91466 | -14.685 |
| Two Months | 0.91339 | 0.91331 | 0.91335 | -27.81 |
| Three Months | 0.91201 | 0.91194 | 0.91198 | -41.54 |
| Four Months | 0.91064 | 0.91055 | 0.9106 | -55.34 |
| Five Months | 0.90939 | 0.9093 | 0.90934 | -67.885 |
| Six Months | 0.90743 | 0.90732 | 0.90737 | -87.555 |
| Seven Months | 0.90616 | 0.90604 | 0.9061 | -100.32 |
| Eight Months | 0.90501 | 0.90489 | 0.90495 | -111.795 |
| Nine Months | 0.9037 | 0.90358 | 0.90364 | -124.88 |
| Ten Months | 0.90254 | 0.9024 | 0.90247 | -136.6 |
| Eleven Months | 0.90146 | 0.90132 | 0.90139 | -147.375 |
| One Year | 0.90041 | 0.90025 | 0.90033 | -158.025 |
| Two Years | 0.89063 | 0.89017 | 0.8904 | -257.31 |
Currency pairs will have different term structure composition in the other direction:
fwd_eurusd = openbb.forex.fwd('USD', 'EUR')
fwd_eurusd
| Expiration | Ask | Bid | Mid | Points |
|---|---|---|---|---|
| Overnight | 1.09166 | 1.09164 | 1.09165 | 0.985 |
| Tomorrow Next | 1.09161 | 1.09159 | 1.0916 | 0.515 |
| Spot Next | 1.09161 | 1.09159 | 1.0916 | 0.5085 |
| One Week | 1.09192 | 1.09189 | 1.09191 | 3.565 |
| Two Weeks | 1.09228 | 1.09225 | 1.09226 | 7.13 |
| Three Weeks | 1.09264 | 1.09261 | 1.09263 | 10.78 |
| One Month | 1.09332 | 1.09329 | 1.09331 | 17.549 |
| Two Months | 1.09488 | 1.09484 | 1.09486 | 33.14 |
| Three Months | 1.09655 | 1.0965 | 1.09653 | 49.7665 |
| Four Months | 1.09822 | 1.09815 | 1.09818 | 66.32 |
| Five Months | 1.09974 | 1.09967 | 1.09971 | 81.56 |
| Six Months | 1.10215 | 1.10208 | 1.10211 | 105.6 |
| Seven Months | 1.10372 | 1.1036 | 1.10366 | 121.08 |
| Eight Months | 1.10512 | 1.105 | 1.10506 | 135.06 |
| Nine Months | 1.10673 | 1.10661 | 1.10667 | 151.23 |
| Ten Months | 1.10817 | 1.10805 | 1.10811 | 165.64 |
| Eleven Months | 1.10951 | 1.10941 | 1.10946 | 179.09 |
| One Year | 1.11082 | 1.1107 | 1.11076 | 192.08 |
| Two Years | 1.12338 | 1.12296 | 1.12317 | 316.24 |
| Three Years | 1.13422 | 1.1332 | 1.13371 | 421.62 |
| Four Years | 1.14476 | 1.14374 | 1.14425 | 527 |
| Five Years | 1.15647 | 1.15445 | 1.15546 | 639.1 |
| Six Years | 1.16796 | 1.16644 | 1.1672 | 756.5 |
| Seven Years | 1.17936 | 1.17734 | 1.17835 | 868 |
| Ten Years | 1.21166 | 1.20664 | 1.20915 | 1176 |
Not all currency pairs will have the same length of term structure.
fwd_eurjpy = openbb.forex.fwd('JPY', 'EUR')
fwd_pairs = fwd_eurjpy.join(fwd_usdeur, on = ['Expiration'], lsuffix = ' EUR/JPY', rsuffix=' USD/EUR')
fwd_pairs
| Expiration | Ask EUR/JPY | Bid EUR/JPY | Mid EUR/JPY | Points EUR/JPY | Ask USD/EUR | Bid USD/EUR | Mid USD/EUR | Points USD/EUR |
|---|---|---|---|---|---|---|---|---|
| Overnight | 157.959 | 157.951 | 157.955 | -3.17 | 0.91608 | 0.91602 | 0.91605 | -0.825 |
| Tomorrow Next | 157.959 | 157.951 | 157.955 | 0 | 0.91608 | 0.91601 | 0.91604 | -0.855 |
| Spot Next | 157.959 | 157.951 | 157.955 | -1.585 | 0.91612 | 0.91606 | 0.91609 | -0.425 |
| One Week | 157.958 | 157.95 | 157.954 | -11.12 | 0.91586 | 0.9158 | 0.91583 | -2.995 |
| Two Weeks | 157.957 | 157.949 | 157.953 | -22.34 | 0.91557 | 0.9155 | 0.91553 | -5.985 |
| Three Weeks | 157.956 | 157.948 | 157.952 | -33.41 | 0.91526 | 0.91519 | 0.91523 | -9.05 |
| One Month | 157.954 | 157.946 | 157.95 | -53.221 | 0.9147 | 0.91463 | 0.91466 | -14.685 |
| Two Months | 157.949 | 157.941 | 157.945 | -102.35 | 0.91339 | 0.91331 | 0.91335 | -27.81 |
| Three Months | 157.944 | 157.936 | 157.94 | -153.575 | 0.91201 | 0.91194 | 0.91198 | -41.54 |
| Four Months | 157.938 | 157.93 | 157.934 | -209.635 | 0.91064 | 0.91055 | 0.9106 | -55.34 |
| Five Months | 157.933 | 157.925 | 157.929 | -260.55 | 0.90939 | 0.9093 | 0.90934 | -67.885 |
| Six Months | 157.927 | 157.919 | 157.923 | -318.365 | 0.90743 | 0.90732 | 0.90737 | -87.555 |
| Seven Months | 157.922 | 157.913 | 157.918 | -374.29 | 0.90616 | 0.90604 | 0.9061 | -100.32 |
| Eight Months | 157.917 | 157.908 | 157.912 | -425.68 | 0.90501 | 0.90489 | 0.90495 | -111.795 |
| Nine Months | 157.911 | 157.903 | 157.907 | -479.26 | 0.9037 | 0.90358 | 0.90364 | -124.88 |
| Ten Months | 157.906 | 157.897 | 157.901 | -536.525 | 0.90254 | 0.9024 | 0.90247 | -136.6 |
| Eleven Months | 157.9 | 157.892 | 157.896 | -586.775 | 0.90146 | 0.90132 | 0.90139 | -147.375 |
| One Year | 157.895 | 157.887 | 157.891 | -637.185 | 0.90041 | 0.90025 | 0.90033 | -158.025 |
| Two Years | 157.841 | 157.831 | 157.836 | -1190.55 | 0.89063 | 0.89017 | 0.8904 | -257.31 |