OpenBB/website/content/sdk/data-available/forex.md

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Forex	This page describes the Forex module provided by OpenBB SDK, demonstrating its functionalities such as getting currency pair data, loading historical OHLC data, executing broker integration for Oanda account holders, etc. It explains how to use and showcases relevant examples of these functions for improved understanding.	OpenBB SDK Forex module currency pair data Keys module Oanda broker integration OHLC Chart Forward Rates list of currency symbols Load historical OHLC Data Realtime Currency Exchange Rate Forex functions AlphaVantage Polygon YahooFinance Real-time exchange rates Average True Range Forward Rates Term structure

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

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