Which exchange rate to choose?

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Hemant
Hemant Newcomer

I am interested in knowing the USD/INR exchange rate
df=ld.get_history(
universe=['INR=X'],
start='2025-07-01',
end='2025-07-07',
interval='1D'
)

Since, I was not sure which field to choose, i didnt specify any to check what all is available.

I got the following:
headers for the above code:

BID

ASK

BID_HIGH_1

BID_LOW_1

OPEN_BID

MID_PRICE

Which one is the correct representation of the actual exchange rate?

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Answers

  • For FX instruments, Mid price would be a quite representative of the market. I suggest you speak with the group using this data to get their recommendation of what they would like to see.