Historical Currency Exchange Rates from the US Federal Reserve (Python)

Sometimes you want historical exchange rates, either to track the values over time, or the value at a particular time.

The US Federal Reserve has information on exchange rates, for example Sterling to US Dollars: https://www.federalreserve.gov/releases/h10/hist/dat00_uk.htm

Note that the direction of the exchange is not constant for all currencies.

Examining the structure of the web page showed the table  containing the data is identified by it having a class of "pubtables".

LXML is used to take the table data and allow it to be searched using XPATH.

The program outputs the data as a CSV file.

# Function to extract exchange rates from US Federal Reserve

from lxml import html

import requests

import collections

import csv

from datetime import datetime

url= "https://www.federalreserve.gov/releases/h10/hist/dat00_uk.htm"

def get_US_exchange_rates(aURL):

    exchangerates=collections.OrderedDict()

# Get the page from the URL

    print("Get page")

    page = requests.get(aURL)

# Make an HTML tree from the text

    print("Make HTML page")

    tree = html.fromstring(page.content)

# The data is in a table of class="pubtables"

    r=tree.xpath("//table[@class='pubtables']/tr")

    print("Iterate over xpath")

    for x in r:

        if x[1].text_content().strip()!="ND":

            exchangerates[datetime.strptime(x[0].text_content().strip(),"%d-%b-%y")]=float(x[1].text_content().strip() )  

    print("Done")

    return exchangerates

# Testing code 

if __name__ == "__main__":

    print ('Exchange Rates:')

    if True:

        c=get_US_exchange_rates(url)

        with open('exchange.csv', 'w') as csvfile:

            exchwriter=csv.writer(csvfile,delimiter=',', quotechar='|', quoting=csv.QUOTE_MINIMAL)

            for x in c:

                print(x,c[x])

                exchwriter.writerow([x,c[x]])