Code for producing consolidated historical exchange rate data from the St Louis Federal Reserve.

See also http://thedatahub.org/dataset/exchange-rates

Instructions

Run the script:

./get_parse_rates.sh

This will get the source data dumps into the data/ directory and run the Python script to generate consolidated data. This bash script is designed to be run as a cron job.

Or if you have the data already downloaded then run:

python run.py

Result will be at data/consolidated.csv.