N nravo Sep 23, 2007 #1 I know cross rates are the way to go to play this. But I do currency futures. So, to that end, is there a good research place or house to find historical data on the spread between the AUD and the NZD?
I know cross rates are the way to go to play this. But I do currency futures. So, to that end, is there a good research place or house to find historical data on the spread between the AUD and the NZD?
T Trader KGB Sep 23, 2007 #2 Daily charts going back 10 years for that pair, no sign-up needed: http://efx.tradesecuring.com/Misc/EFX.asp
Daily charts going back 10 years for that pair, no sign-up needed: http://efx.tradesecuring.com/Misc/EFX.asp
T Trader KGB Sep 23, 2007 #4 Just the price/cross-rate. Do you need the historical bid/ask spread or interest rate differential?
N nravo Sep 23, 2007 #5 Quote from Trader KGB: Just the price/cross-rate. Do you need the historical bid/ask spread or interest rate differential? More... Looking for the differential between the bid/asks or even lasts of AUD/USD and NZD/USD.
Quote from Trader KGB: Just the price/cross-rate. Do you need the historical bid/ask spread or interest rate differential? More... Looking for the differential between the bid/asks or even lasts of AUD/USD and NZD/USD.
