NDF and OPT daily forex derivatives network time series dataset: December 2018 to 30th October 2020.



NDF and OPT daily network time series dataset with 487 daily time points corresponding to the 3rd December 2018 to 30th October 2020. The dataset has an approximate total of 77 currencies across both NDF and OPT markets.The dataset is in an .RData format so that it can be easily loaded in R. The file contains the following R objects: "dates" , "fxcurrencies", "OPTgs" and "NDFgs". NDFgs and OPTgs are lists containing the networks saved in igraph format (igraph package igraph_1.5.1).The dataset was collected for the journal article "In these networks, each node corresponds to a currency and a link corresponds to the presence of at least one transaction between those currencies in the respective market (NDF/OPT) on each given time point.A total of 487 timepoints.The dataset was collected for the journal article "A network analysis of the structure and dynamics of FX derivatives markets", with reference:Ospina-Forero, L. and Granados, O. (2023). Structure and dynamics of fx derivatives markets: a network analysis of ndf and opt markets during the rise of the global spread of covid-19. Physica A: Statistical Mechanics and its Applications.If any of the dataset is used or referred to, please cite the paper above as well and which can be found at https://www.sciencedirect.com/science/article/pii/S0378437123001048 .
Date made available24 Aug 2023
PublisherUniversity of Manchester Figshare


  • network time series
  • Forex market
  • derivatives market
  • network dataset

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