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Re: st: update $ currency var


From   Eric Booth <ebooth@ppri.tamu.edu>
To   "<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu>
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
ebooth@ppri.tamu.edu
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
> ebooth@ppri.tamu.edu
>
>
>
> 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
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