Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: update $ currency var
From
Eric Booth <[email protected]>
To
"<[email protected]>" <[email protected]>
Subject
Re: st: update $ currency var
Date
Thu, 14 Apr 2011 02:29:23 +0000
<>
Also, see the recently added user program -usd- from SSC (use -findit usd- or -ssc install usd-).
- Eric
__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
[email protected]
Office: +979.845.6754
On Apr 13, 2011, at 8:47 PM, Eric Booth wrote:
> <>
> I didn't find anything using -findit- or google, but you could write a program to do this yourself. You can get the currency value against USD from yahoo in a .csv file with something like:
>
> http://download.finance.yahoo.com/d/quotes.csv?s=USDSGD=X&f=sl1d1t1c1ohgv&e=.csv
>
> Which gives you:
>
> "USDSGD=X",1.2518,"4/14/2011","9:12pm",N/A,N/A,N/A,N/A,N/A
>
> So, you could use the -copy- command to to loop over all countries and add them to a dataset. Here's some quick code to get you started:
>
> ******************************! Begin Yahoo Currency DL
> clear
> **I got this list from: http://www.xe.com/iso4217.php
> **it may need to be cleaned up or replaced with a better list
> inp str9 abbrev str81 label
> "AFN" "Afghanistan, Afghanis"
> "ALL" "Albania, Leke"
> "DZD" "Algeria, Dinars"
> "USD" "America (United States of America), Dollars"
> "USD" "American Samoa, United States Dollars"
> "USD" "American Virgin Islands, United States Dollars"
> "EUR" "Andorra, Euro"
> "AOA" "Angola, Kwanza"
> "XCD" "Anguilla, East Caribbean Dollars"
> "XCD" "Antigua and Barbuda, East Caribbean Dollars"
> "ARS" "Argentina, Pesos"
> "AMD" "Armenia, Drams"
> "AWG" "Aruba, Guilders (also called Florins)"
> "AUD" "Australia, Dollars"
> "EUR" "Austria, Euro"
> "AZN" "Azerbaijan, New Manats"
> "EUR" "Azores, Euro"
> "BSD" "Bahamas, Dollars"
> "BHD" "Bahrain, Dinars"
> "EUR" "Baleares (Balearic Islands), Euro"
> "BDT" "Bangladesh, Taka"
> "BBD" "Barbados, Dollars"
> "XCD" "Barbuda and Antigua, East Caribbean Dollars"
> "BYR" "Belarus, Rubles"
> "EUR" "Belgium, Euro"
> "BZD" "Belize, Dollars"
> "XOF" "Benin, Communauté Financière Africaine Francs (BCEAO)"
> "BMD" "Bermuda, Dollars"
> "BTN" "Bhutan, Ngultrum"
> "INR" "Bhutan, India Rupees"
> "BOB" "Bolivia, Bolivianos"
> "ANG" "Bonaire, Netherlands Antilles Guilders (also called Florins)"
> "BAM" "Bosnia and Herzegovina, Convertible Marka"
> "BWP" "Botswana, Pulas"
> "NOK" "Bouvet Island, Norway Kroner"
> "BRL" "Brazil, Real"
> "GBP" "Britain (United Kingdom), Pounds"
> "USD" "British Indian Ocean Territory, United States Dollars"
> "USD" "British Virgin Islands, United States Dollars"
> "BND" "Brunei Darussalam, Dollars"
> "BGN" "Bulgaria, Leva"
> "XOF" "Burkina Faso, Communauté Financière Africaine Francs (BCEAO)"
> "MMK" "Burma (Myanmar), Kyats"
> "BIF" "Burundi, Francs"
> "XOF" "Côte D'Ivoire, Communauté Financière Africaine Francs (BCEAO)"
> "USD" "Caicos and Turks Islands, United States Dollars"
> "KHR" "Cambodia, Riels"
> "XAF" "Cameroon, Communauté Financière Africaine Francs (BEAC)"
> "CAD" "Canada, Dollars"
> "EUR" "Canary Islands, Euro"
> "CVE" "Cape Verde, Escudos"
> "KYD" "Cayman Islands, Dollars"
> "XAF" "Central African Republic, Communauté Financière Africaine Francs (BEAC)"
> "XAF" "Chad, Communauté Financière Africaine Francs (BEAC)"
> "CLP" "Chile, Pesos"
> "CNY" "China, Yuan Renminbi"
> "AUD" "Christmas Island, Australia Dollars"
> "AUD" "Cocos (Keeling) Islands, Australia Dollars"
> "COP" "Colombia, Pesos"
> "XAF" "Communauté Financière Africaine (CFA), Francs"
> "KMF" "Comoros, Francs"
> "XPF" "Comptoirs Français du Pacifique (CFP), Francs"
> "XAF" "Congo/Brazzaville, Communauté Financière Africaine Francs (BEAC)"
> "CDF" "Congo/Kinshasa, Francs"
> "NZD" "Cook Islands, New Zealand Dollars"
> "CRC" "Costa Rica, Colones"
> "HRK" "Croatia, Kuna"
> "CUP" "Cuba, Pesos"
> "ANG" "Curaço, Netherlands Antilles Guilders (also called Florins)"
> "EUR" "Cyprus, Euro"
> "CYP" "Cyprus, Pounds (expires 2008-Jan-31)"
> "CZK" "Czech Republic, Koruny"
> "DKK" "Denmark, Kroner"
> "DJF" "Djibouti, Francs"
> "XCD" "Dominica, East Caribbean Dollars"
> "DOP" "Dominican Republic, Pesos"
> "EUR" "Dutch (Netherlands) Euro"
> "XCD" "East Caribbean Dollars"
> "IDR" "East Timor, Indonesia Rupiahs"
> "USD" "Ecuador, United States Dollars"
> "EGP" "Egypt, Pounds"
> "EUR" "Eire (Ireland), Euro"
> "SVC" "El Salvador, Colones"
> "USD" "El Salvador, United States Dollars"
> "GBP" "England (United Kingdom), Pounds"
> "XAF" "Equatorial Guinea, Communauté Financière Africaine Francs (BEAC)"
> "ETB" "Eritrea, Ethiopia Birr"
> "ERN" "Eritrea, Nakfa"
> "EUR" "Estonia, Euro"
> "ETB" "Ethiopia, Birr"
> "EUR" "Euro Member Countries, Euro"
> "FKP" "Falkland Islands (Malvinas), Pounds"
> "DKK" "Faroe Islands, Denmark Kroner"
> "FJD" "Fiji, Dollars"
> "EUR" "Finland, Euro"
> "EUR" "France, Euro"
> "EUR" "French Guiana, Euro"
> "XPF" "French Pacific Islands (French Polynesia), Comptoirs Français du Pacifique Francs"
> "XPF" "French Polynesia (French Pacific Islands), Comptoirs Français du Pacifique Francs"
> "EUR" "French Southern Territories, Euro"
> "XPF" "Futuna and Wallis Islands, Comptoirs Français du Pacifique Francs"
> "XAF" "Gabon, Communauté Financière Africaine Francs (BEAC)"
> "GMD" "Gambia, Dalasi"
> "GEL" "Georgia, Lari"
> "EUR" "Germany, Euro"
> "GHS" "Ghana, Cedis"
> "GIP" "Gibraltar, Pounds"
> "XAU" "Gold, Ounces"
> "GBP" "Great Britain (United Kingdom), Pounds"
> "EUR" "Greece, Euro"
> "DKK" "Greenland, Denmark Kroner"
> "XCD" "Grenada, East Caribbean Dollars"
> "XCD" "Grenadines (The) and Saint Vincent, East Caribbean Dollars"
> "EUR" "Guadeloupe, Euro"
> "USD" "Guam, United States Dollars"
> "GTQ" "Guatemala, Quetzales"
> "GGP" "Guernsey, Pounds"
> "GNF" "Guinea, Francs"
> "XOF" "Guinea-Bissau, Communauté Financière Africaine Francs (BCEAO)"
> "GYD" "Guyana, Dollars"
> "HTG" "Haiti, Gourdes"
> "USD" "Haiti, United States Dollars"
> "AUD" "Heard Island and McDonald Islands, Australia Dollars"
> "BAM" "Herzegovina and Bosnia, Convertible Marka"
> "EUR" "Holland (Netherlands), Euro"
> "EUR" "Holy See, (Vatican City), Euro"
> "HNL" "Honduras, Lempiras"
> "HKD" "Hong Kong, Dollars"
> "HUF" "Hungary, Forint"
> "ISK" "Iceland, Kronur"
> "INR" "India, Rupees"
> "IDR" "Indonesia, Rupiahs"
> "XDR" "International Monetary Fund (IMF), Special Drawing Rights"
> "IRR" "Iran, Rials"
> "IQD" "Iraq, Dinars"
> "EUR" "Ireland (Eire), Euro"
> "IMP" "Isle of Man, Pounds"
> "ILS" "Israel, New Shekels"
> "EUR" "Italy, Euro"
> "JMD" "Jamaica, Dollars"
> "NOK" "Jan Mayen and Svalbard, Norway Kroner"
> "JPY" "Japan, Yen"
> "JEP" "Jersey, Pounds"
> "JOD" "Jordan, Dinars"
> "KZT" "Kazakhstan, Tenge"
> "AUD" "Keeling (Cocos) Islands, Australia Dollars"
> "KES" "Kenya, Shillings"
> "AUD" "Kiribati, Australia Dollars"
> "KPW" "Korea (North), Won"
> "KRW" "Korea (South), Won"
> "KWD" "Kuwait, Dinars"
> "KGS" "Kyrgyzstan, Soms"
> "LAK" "Laos, Kips"
> "LVL" "Latvia, Lati"
> "LBP" "Lebanon, Pounds"
> "LSL" "Lesotho, Maloti"
> "ZAR" "Lesotho, South Africa Rand"
> "LRD" "Liberia, Dollars"
> "LYD" "Libya, Dinars"
> "CHF" "Liechtenstein, Switzerland Francs"
> "LTL" "Lithuania, Litai"
> "EUR" "Luxembourg, Euro"
> "MOP" "Macau, Patacas"
> "MKD" "Macedonia, Denars"
> "MGA" "Madagascar, Ariary"
> "EUR" "Madeira Islands, Euro"
> "MWK" "Malawi, Kwachas"
> "MYR" "Malaysia, Ringgits"
> "MVR" "Maldives (Maldive Islands), Rufiyaa"
> "XOF" "Mali, Communauté Financière Africaine Francs (BCEAO)"
> "EUR" "Malta, Euro"
> "MTL" "Malta, Liri (expires 2008-Jan-31)"
> "FKP" "Malvinas (Falkland Islands), Pounds"
> "USD" "Mariana Islands (Northern), United States Dollars"
> "USD" "Marshall Islands, United States Dollars"
> "EUR" "Martinique, Euro"
> "MRO" "Mauritania, Ouguiyas"
> "MUR" "Mauritius, Rupees"
> "EUR" "Mayotte, Euro"
> "AUD" "McDonald Islands and Heard Island, Australia Dollars"
> "MXN" "Mexico, Pesos"
> "USD" "Micronesia (Federated States of), United States Dollars"
> "USD" "Midway Islands, United States Dollars"
> "EUR" "Miquelon and Saint Pierre, Euro"
> "MDL" "Moldova, Lei"
> "EUR" "Monaco, Euro"
> "MNT" "Mongolia, Tugriks"
> "EUR" "Montenegro, Euro"
> "XCD" "Montserrat, East Caribbean Dollars"
> "MAD" "Morocco, Dirhams"
> "MZN" "Mozambique, Meticais"
> "MMK" "Myanmar (Burma), Kyats"
> "NAD" "Namibia, Dollars"
> "ZAR" "Namibia, South Africa Rand"
> "AUD" "Nauru, Australia Dollars"
> "NPR" "Nepal, Rupees"
> "ANG" "Netherlands Antilles, Guilders (also called Florins)"
> "EUR" "Netherlands, Euro"
> "XCD" "Nevis and Saint Kitts, East Caribbean Dollars"
> "XPF" "New Caledonia, Comptoirs Français du Pacifique Francs"
> "NZD" "New Zealand, Dollars"
> "NIO" "Nicaragua, Cordobas"
> "XOF" "Niger, Communauté Financière Africaine Francs (BCEAO)"
> "NGN" "Nigeria, Nairas"
> "NZD" "Niue, New Zealand Dollars"
> "AUD" "Norfolk Island, Australia Dollars"
> "USD" "Northern Mariana Islands, United States Dollars"
> "NOK" "Norway, Kroner"
> "OMR" "Oman, Rials"
> "PKR" "Pakistan, Rupees"
> "USD" "Palau, United States Dollars"
> "XPD" "Palladium, Ounces"
> "PAB" "Panama, Balboa"
> "USD" "Panama, United States Dollars"
> "PGK" "Papua New Guinea, Kina"
> "PYG" "Paraguay, Guarani"
> "PEN" "Peru, Nuevos Soles"
> "PHP" "Philippines, Pesos"
> "NZD" "Pitcairn Islands, New Zealand Dollars"
> "XPT" "Platinum, Ounces"
> "PLN" "Poland, Zlotych"
> "EUR" "Portugal, Euro"
> "STD" "Principe and São Tome, Dobras"
> "USD" "Puerto Rico, United States Dollars"
> "QAR" "Qatar, Rials"
> "EUR" "Réunion, Euro"
> "RON" "Romania, New Lei"
> "RUB" "Russia, Rubles"
> "RWF" "Rwanda, Francs"
> "STD" "São Tome and Principe, Dobras"
> "ANG" "Saba, Netherlands Antilles Guilders (also called Florins)"
> "MAD" "Sahara (Western), Morocco Dirhams"
> "XCD" "Saint Christopher, East Caribbean Dollars"
> "SHP" "Saint Helena, Pounds"
> "XCD" "Saint Kitts and Nevis, East Caribbean Dollars"
> "XCD" "Saint Lucia, East Caribbean Dollars"
> "EUR" "Saint Pierre and Miquelon, Euro"
> "XCD" "Saint Vincent and The Grenadines, East Caribbean Dollars"
> "EUR" "Saint-Martin, Euro"
> "USD" "Samoa (American), United States Dollars"
> "WST" "Samoa, Tala"
> "EUR" "San Marino, Euro"
> "SAR" "Saudi Arabia, Riyals"
> "SPL" "Seborga, Luigini"
> "XOF" "Senegal, Communauté Financière Africaine Francs (BCEAO)"
> "RSD" "Serbia, Dinars"
> "SCR" "Seychelles, Rupees"
> "SLL" "Sierra Leone, Leones"
> "XAG" "Silver, Ounces"
> "SGD" "Singapore, Dollars"
> "ANG" "Sint Eustatius, Netherlands Antilles Guilders (also called Florins)"
> "ANG" "Sint Maarten, Netherlands Antilles Guilders (also called Florins)"
> "EUR" "Slovakia, Euro"
> "EUR" "Slovenia, Euro"
> "SBD" "Solomon Islands, Dollars"
> "SOS" "Somalia, Shillings"
> "ZAR" "South Africa, Rand"
> "GBP" "South Georgia, United Kingdom Pounds"
> "GBP" "South Sandwich Islands, United Kingdom Pounds"
> "EUR" "Spain, Euro"
> "XDR" "Special Drawing Rights"
> "LKR" "Sri Lanka, Rupees"
> "SDG" "Sudan, Pounds"
> "SRD" "Suriname, Dollars"
> "NOK" "Svalbard and Jan Mayen, Norway Kroner"
> "SZL" "Swaziland, Emalangeni"
> "SEK" "Sweden, Kronor"
> "CHF" "Switzerland, Francs"
> "SYP" "Syria, Pounds"
> "TWD" "Taiwan, New Dollars"
> "RUB" "Tajikistan, Russia Rubles"
> "TJS" "Tajikistan, Somoni"
> "TZS" "Tanzania, Shillings"
> "THB" "Thailand, Baht"
> "IDR" "Timor (East), Indonesia Rupiahs"
> "TTD" "Tobago and Trinidad, Dollars"
> "XOF" "Togo, Communauté Financière Africaine Francs (BCEAO)"
> "NZD" "Tokelau, New Zealand Dollars"
> "TOP" "Tonga, Pa'anga"
> "TTD" "Trinidad and Tobago, Dollars"
> "TND" "Tunisia, Dinars"
> "TRY" "Turkey, Lira"
> "TMM" "Turkmenistan, Manats"
> "USD" "Turks and Caicos Islands, United States Dollars"
> "TVD" "Tuvalu, Tuvalu Dollars"
> "UGX" "Uganda, Shillings"
> "UAH" "Ukraine, Hryvnia"
> "AED" "United Arab Emirates, Dirhams"
> "GBP" "United Kingdom, Pounds"
> "USD" "United States Minor Outlying Islands, United States Dollars"
> "USD" "United States of America, Dollars"
> "UYU" "Uruguay, Pesos"
> "USD" "US Virgin Islands, United States Dollars"
> "UZS" "Uzbekistan, Sums"
> "VUV" "Vanuatu, Vatu"
> "EUR" "Vatican City (The Holy See), Euro"
> "VEB" "Venezuela, Bolivares (expires 2008-Jun-30)"
> "VEF" "Venezuela, Bolivares Fuertes"
> "VND" "Viet Nam, Dong"
> "USD" "Virgin Islands (American), United States Dollars"
> "USD" "Virgin Islands (British), United States Dollars"
> "USD" "Wake Island, United States Dollars"
> "XPF" "Wallis and Futuna Islands, Comptoirs Français du Pacifique Francs"
> "MAD" "Western Sahara, Morocco Dirhams"
> "YER" "Yemen, Rials"
> "ZMK" "Zambia, Kwacha"
> "ZWD" "Zimbabwe, Zimbabwe Dollars"
> end
>
> duplicates drop abbrev , force //drop dups
> sa "currencymaster.dta", replace
>
>
> u "currencymaster.dta", clear
> levelsof abbrev, loc(ab)
> foreach x in `ab' {
> tempfile x`x'
> copy `"http://download.finance.yahoo.com/d/quotes.csv?s=`x'USD=X&f=sl1d1t1c1ohgv&e=.csv"' ///
> `"`x`x''"', replace public
> clear
> insheet using "`x`x''", comma nonames
> d
> rename v1 yahoolab
> rename v2 exchrate
> rename v3 lastupdate
> cap drop abbrev
> g abbrev = "`x'"
> sa "x`x'.dta", replace
> u "currencymaster.dta", clear
> joinby abbrev using "x`x'.dta", unmatched(master) update
> drop _m
> sa "currencymaster.dta", replace
> cap rm "x`x'.dta"
> }
>
> u "currencymaster.dta", clear
> drop v4-v9
> desc
>
> ******************************! End Yahoo Currency DL
> ^Watch for wrapping in the code above
> You might run into a limit in the number of queries you can do per day, I'm not sure what Yahoo's limit is.
>
> There are some other user programs out there that scrape data from Yahoo finance, such as -weeklyclaims- from SSC, which might give you some more ideas about how to program this. Here's some things to look at:
> http://vhaguiar.wordpress.com/2010/02/07/stata-tip-importing-stock-info-from-yahoo-finance-and-fed-macroeconomic-data/
> http://www.askitas.com/2011/03/06/weeklyclaims-ado/
> http://ideas.repec.org/c/boc/bocode/s457249.html
> http://www.yqlblog.net/blog/2009/06/02/getting-stock-information-with-yql-and-open-data-tables/
>
> - Eric
> __
> Eric A. Booth
> Public Policy Research Institute
> Texas A&M University
> [email protected]
>
>
>
> On Apr 13, 2011, at 8:01 PM, Daniel Marcelino wrote:
>
>> Dear all,
>> There is a way to get automatic update for a currency var, by US$ or
>> devalue index something from yahoo or google?
>>
>> Daniel
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/