This simple scraper creates a dataset of historical IMF exchange rates to the U.S. Dollar for 168 currencies. Data comes from the IMF's International Financial Statistics.
This scraper runs nightly at 5am GMT on Github Actions.
You can find the data in the gh-pages branch of this repository, or alternatively under:
IMF Currencies converted to USD (end of month): https://codeforiati.org/imf-exchangerates/imf_exchangerates.csv
IMF Currencies converted to USD (annual average): https://codeforiati.org/imf-exchangerates/imf_exchangerates_A_ENDA_USD.csv
IMF Currencies converted to SDR (monthly average): https://codeforiati.org/imf-exchangerates/imf_exchangerates_M_ENSA_XDR.csv
The IMF API provides data by country. This means that we have to map from country to currency code. There are a couple of unpleasant steps to get there, involving using a couple of different ISO country and exchange rate codelists.
It appears that the IMF API uses the ISO 3166 Alpha-2 code for each country, which makes this process a little easier.
Currencies may change from time to time. Though it is difficult to be 100% sure about this from the available documentation on the API, it appears that all of the values are in each country's most recent currency.
For example: according to the IMF's Metadata PDF document for this dataset, in January 1, 2005, Turkey introduced the New Turkish Lira (TRY), equivalent to 1,000,000 Turkish Lira. However, there does not appear to be any major change in the rate against the USD around that time.
Euro-area countries are handled differently. Here, the IMF API returns data for the country up to that country's adoption of the Euro. In these cases, we ignore ISO's mapping of countries to currencies, because the API is providing us with the pre-Eurozone data (e.g. for France, it returns data on French Francs (FRF)). These are contained in the eurozone.csv file, which needs to be updated when a new country accedes to the Eurozone.
If you want to get the software running yourself, you can follow these steps:
- Install a
virtualenvand the requirements
virtualenv ./pyenv -p python3
source ./pyenv/bin/activate
pip3 install -r requirements.txt
- Run the scraper:
python3 imf-currencies.py
There are two optional parameters, source and target. The table below describes the options. The default behaviour is using ENDE as the source, and USD as the target. It is worth noting that for all cases XDR is appended to the end of the dataset as a conversion to USD, as converting XDR to XDR does not make sense.
| Data source description | Full source | Example data | Source | Target |
|---|---|---|---|---|
| National Currency per SDR, end of period | ENSE_XDC_XDR_RATE | SDR end | ENSE | XDR |
| National Currency per SDR, average of period | ENSA_XDC_XDR_RATE | SDR average | ENSA | XDR |
| Domestic currency per U.S. Dollar, end of period | ENDE_XDC_USD_RATE | USD end | ENDE | USD |
| Domestic currency per U.S. Dollar, average of period | ENDA_XDC_USD_RATE | USD average | ENDA | USD |
A parameterized scraper can be called with, for example:
python3 imf-currencies.py --source=ENSA --target=XDR
This data is extracted from the International Monetary Funds (IMF)'s International Financial Statistics (IFS).
Below is an excerpt from the IMF Copyright and Usage page (effective 2020-01-02, accessed 2021-02-18):
Users may download, extract, copy, create derivative works, publish, distribute, and sell Data obtained from IMF Sites, including for commercial purposes, subject to the following conditions:
- When Data is distributed or reproduced, it must appear accurately and attributed to the IMF as the source, e.g. “Source: International Monetary Fund.” This source attribution requirement is attached to any use of IMF Data, whether obtained directly from the IMF or from a User.
- Users who make IMF Data available to other users through any type of distribution or download environment agree to take reasonable efforts to communicate and promote compliance by their end users with these terms.
- The Data is provided to Users “as is” and without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement.
- If IMF Data is sold by Users as a standalone product; sellers must inform purchasers that the Data is available free of charge from the IMF.
- Users shall not infringe upon the integrity of the Data and in particular shall refrain from any act of alteration of the Data that intentionally affects its nature or accuracy. If the Data is materially transformed by the User, this must be stated explicitly along with the required source citation.
- The policy of free access and free reuse does not imply a right to obtain confidential or any unpublished underlying data, over which the IMF reserves all rights.
Except as stated in this Section VIII, all other terms set forth in the general terms and conditions shall continue to apply to use of IMF Data.
As of 2021-03-03, the earliest and latest dates in the dataset are as follows (NB for certain currencies, most notably Zimbabwe (ZWL), there are gaps in the data).
| Currency | Earliest Date | Latest Date |
|---|---|---|
| AED | 31/01/1966 | 31/01/2021 |
| AFN | 31/01/1955 | 30/11/2020 |
| ALL | 31/01/1992 | 31/12/2020 |
| AMD | 30/04/1992 | 31/01/2021 |
| ANG | 31/10/2010 | 31/01/2021 |
| AOA | 31/01/1957 | 31/01/2021 |
| ARS | 31/01/1959 | 31/01/2021 |
| ATS | 31/01/1957 | 31/12/1998 |
| AUD | 31/01/1957 | 31/01/2021 |
| AWG | 31/01/1986 | 31/01/2021 |
| AZN | 31/12/1992 | 31/12/2020 |
| BAM | 31/01/1997 | 31/12/2020 |
| BBD | 31/01/1957 | 31/01/2021 |
| BDT | 31/01/1972 | 31/01/2021 |
| BEF | 31/01/1957 | 31/12/1998 |
| BGN | 31/01/1957 | 31/01/2021 |
| BHD | 31/01/1966 | 31/01/2021 |
| BIF | 31/01/1957 | 31/12/2020 |
| BMD | 31/01/1940 | 31/01/2021 |
| BND | 31/01/1957 | 31/01/2021 |
| BOB | 31/03/1959 | 31/01/2021 |
| BRL | 31/01/1964 | 31/01/2021 |
| BSD | 31/01/1940 | 31/01/2021 |
| BTN | 31/01/1957 | 31/01/2021 |
| BWP | 31/01/1957 | 31/01/2021 |
| BYN | 31/01/1992 | 31/12/2020 |
| BZD | 31/01/1957 | 31/01/2021 |
| CAD | 31/01/1957 | 31/01/2021 |
| CDF | 31/01/1957 | 31/01/2021 |
| CHF | 31/01/1957 | 31/01/2021 |
| CLP | 31/01/1957 | 31/01/2021 |
| CNY | 31/01/1957 | 31/01/2021 |
| COP | 31/01/1957 | 31/01/2021 |
| CRC | 31/01/1957 | 31/12/2020 |
| CUC | 31/01/1967 | 31/08/1975 |
| CVE | 31/01/1957 | 30/11/2020 |
| CYP | 31/01/1957 | 31/12/2007 |
| CZK | 31/01/1993 | 31/01/2021 |
| DEM | 31/01/1957 | 31/12/1998 |
| DJF | 31/01/1957 | 31/01/2021 |
| DKK | 31/01/1957 | 31/01/2021 |
| DOP | 31/01/1957 | 31/12/2020 |
| DZD | 31/01/1957 | 31/01/2021 |
| EEK | 30/06/1992 | 31/12/2010 |
| EGP | 31/01/1957 | 30/11/2020 |
| ERN | 28/02/1957 | 31/01/2021 |
| ESP | 31/01/1957 | 31/12/1998 |
| ETB | 31/01/1957 | 29/02/2020 |
| EUR | 31/01/1999 | 31/01/2021 |
| FIM | 31/01/1957 | 31/12/1998 |
| FJD | 31/01/1957 | 31/01/2021 |
| FRF | 31/01/1957 | 31/01/1999 |
| GBP | 31/01/1957 | 31/01/2021 |
| GEL | 31/10/1995 | 31/01/2021 |
| GHS | 31/01/1957 | 31/12/2020 |
| GIP | 31/01/1957 | 31/01/2021 |
| GMD | 31/01/1957 | 31/12/2020 |
| GNF | 31/01/1957 | 31/12/2019 |
| GRD | 31/01/1957 | 31/12/2000 |
| GTQ | 31/01/1957 | 31/01/2021 |
| GYD | 31/01/1957 | 31/12/2020 |
| HKD | 31/01/1957 | 31/01/2021 |
| HNL | 31/01/1957 | 31/01/2021 |
| HRK | 31/01/1992 | 31/01/2021 |
| HUF | 31/01/1968 | 31/01/2021 |
| IDR | 31/01/1967 | 31/01/2021 |
| IEP | 31/01/1957 | 31/12/1998 |
| ILS | 31/01/1957 | 31/01/2021 |
| INR | 31/01/1957 | 31/01/2021 |
| IQD | 31/01/1957 | 31/10/2020 |
| IRR | 31/01/1957 | 31/01/2021 |
| ISK | 31/01/1957 | 31/01/2021 |
| ITL | 31/01/1957 | 31/01/2021 |
| JMD | 31/01/1957 | 31/01/2021 |
| JOD | 31/01/1957 | 31/01/2021 |
| JPY | 31/01/1957 | 31/01/2021 |
| KES | 31/01/1957 | 31/01/2021 |
| KGS | 31/05/1993 | 31/01/2021 |
| KHR | 31/01/1957 | 31/12/2020 |
| KMF | 31/01/1957 | 31/01/2021 |
| KRW | 31/01/1957 | 31/01/2021 |
| KWD | 31/01/1957 | 31/01/2021 |
| KYD | 31/01/1957 | 31/01/2021 |
| KZT | 30/11/1993 | 31/01/2021 |
| LAK | 31/01/1957 | 31/12/2020 |
| LBP | 31/01/1957 | 31/01/2021 |
| LKR | 31/01/1957 | 31/08/2020 |
| LRD | 31/01/1957 | 30/06/2020 |
| LTL | 31/01/1992 | 31/12/2014 |
| LUF | 31/01/1957 | 31/12/1998 |
| LVL | 29/02/1992 | 31/12/2013 |
| LYD | 31/01/1957 | 31/05/2020 |
| MAD | 31/01/1957 | 31/12/2020 |
| MDL | 31/12/1991 | 31/01/2021 |
| MGA | 31/01/1957 | 31/12/2020 |
| MKD | 31/12/1993 | 31/01/2021 |
| MMK | 31/01/1957 | 31/12/2020 |
| MNT | 31/07/1990 | 31/01/2021 |
| MOP | 31/12/1967 | 31/01/2021 |
| MRU | 31/01/1957 | 30/09/2020 |
| MTL | 31/01/1957 | 31/12/2007 |
| MUR | 31/01/1957 | 31/01/2021 |
| MVR | 31/01/1957 | 31/01/2021 |
| MWK | 31/01/1957 | 30/09/2020 |
| MXN | 31/01/1957 | 31/01/2021 |
| MYR | 31/01/1957 | 31/01/2021 |
| MZN | 31/01/1957 | 31/01/2021 |
| NGN | 31/01/1957 | 31/12/2020 |
| NIO | 31/01/1957 | 31/10/2020 |
| NLG | 31/01/1957 | 30/09/2010 |
| NOK | 31/01/1957 | 31/01/2021 |
| NPR | 31/01/1957 | 30/09/2020 |
| NZD | 31/01/1957 | 31/01/2021 |
| OMR | 31/01/1957 | 31/01/2021 |
| PEN | 31/01/1960 | 31/05/2020 |
| PGK | 31/01/1957 | 30/11/2020 |
| PHP | 31/01/1957 | 31/01/2021 |
| PKR | 31/01/1957 | 31/01/2021 |
| PLN | 31/01/1957 | 31/01/2021 |
| PTE | 31/01/1957 | 31/12/1998 |
| PYG | 30/09/1957 | 31/01/2021 |
| QAR | 31/01/1966 | 31/01/2021 |
| RON | 31/01/1957 | 31/01/2021 |
| RSD | 31/12/1997 | 31/01/2021 |
| RUB | 30/06/1992 | 31/01/2021 |
| RWF | 31/01/1957 | 31/01/2021 |
| SAR | 31/01/1957 | 31/01/2021 |
| SBD | 31/01/1957 | 31/12/2020 |
| SCR | 31/01/1957 | 31/12/2020 |
| SDG | 31/01/1957 | 30/09/2020 |
| SEK | 31/01/1957 | 31/01/2021 |
| SGD | 31/01/1957 | 31/01/2021 |
| SIT | 31/12/1991 | 28/02/2007 |
| SKK | 31/01/1993 | 31/12/2008 |
| SLL | 31/01/1957 | 31/12/2020 |
| SOS | 31/01/1957 | 30/06/2018 |
| SRD | 31/01/1957 | 31/12/2020 |
| SSP | 31/07/2011 | 31/12/2020 |
| STN | 31/01/1957 | 30/06/2020 |
| SYP | 31/01/1957 | 30/09/2018 |
| SZL | 31/01/1957 | 31/01/2021 |
| THB | 31/01/1957 | 31/01/2021 |
| TJS | 31/01/1992 | 30/11/2020 |
| TMT | 30/11/1993 | 31/12/2001 |
| TND | 31/01/1957 | 31/01/2021 |
| TOP | 31/01/1957 | 31/12/2020 |
| TRY | 31/01/1957 | 30/11/2020 |
| TTD | 31/01/1957 | 31/01/2021 |
| TWD | 31/01/1957 | 31/12/2020 |
| TZS | 31/01/1957 | 30/11/2020 |
| UAH | 31/12/1992 | 31/12/2020 |
| UGX | 31/01/1957 | 31/01/2021 |
| USD | 31/01/1940 | 31/01/2021 |
| UYW | 31/01/1964 | 31/12/2020 |
| UZS | 30/06/1999 | 31/01/2021 |
| VES | 31/01/1957 | 30/06/2018 |
| VND | 31/01/1957 | 31/12/2020 |
| VUV | 31/07/1957 | 30/11/2020 |
| WST | 31/01/1957 | 31/01/2021 |
| XAF | 31/01/1957 | 31/01/2021 |
| XCD | 31/01/1957 | 31/01/2021 |
| XDR | 31/01/1940 | 31/01/2021 |
| XOF | 31/01/1957 | 31/01/2021 |
| XPF | 31/01/1957 | 31/01/2021 |
| YER | 31/05/1990 | 31/01/2021 |
| ZAR | 31/01/1957 | 31/01/2021 |
| ZMW | 31/01/1957 | 31/01/2021 |
| ZWL | 31/01/1957 | 31/10/2020 |