Historical Overnight Rollover/Swap Rates

Sources of data to import to the program
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Luminol87
Posts: 1
Joined: Tue Aug 05, 2014 1:50 pm

Historical Overnight Rollover/Swap Rates

#1 Postby Luminol87 » Fri Oct 23, 2015 5:03 pm

Good afternoon! Fairly new to the forum, or at least haven't posted in awhile... so super stoked to be with like minded people.

Now maybe I am just embarrassingly bad at using Google, but I was unable to find any rates regarding the aforementioned (the swap rates alluded to in the title).

For example, looking at the screen shot attached, if gives the Forex Tester user some variety and options regarding the aforesaid.

In particular, I was looking for any overnight rollover rates on the EUR/USD cross going back as far as November of 09, if possible. The current rate (around 9 basis points positive when long the pair, in contrast to an annualized drag on performance of around 22 basis points when selling short). The aforenamed data was gathered from the lower right hand corner of the DailyFx.com homepage, but I was unable to get any historical data regarding said rates... does anyone by chance have a source for this information? Any help would be immensely appreciated... you guys are the bomb, so thanks in advance, seems like a healthy forum.

P.S. For some reason, I'm unable to attach the screen shot mentioned previously, but the swap rates in question can easily be found in data center, change properties

FX Helper
Posts: 957
Joined: Mon Apr 01, 2013 3:55 am

Re: Historical Overnight Rollover/Swap Rates

#2 Postby FX Helper » Tue Oct 27, 2015 4:28 am

Hello,

Sorry, I don't know any such sources.

Swap rates in Forex Tester program are given by Forexite broker, so these data need to be used with such swap rates.

if you found the data from DailyFX broker you need to use the historical data of this broker (for example, import data from MT4 into FT) and enter the swap rates which this broker gives.


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