Yahoo is providing a undocumented currency exchange rate API.
Request: http://finance.yahoo.com/d/quotes.csv?e=.csv&f=sl1d1t1&s=USDINR=X
Response: in response it will return a csv file.here is the sample content of quotes.csv file.
"USDINR=X",45.61,"5/7/2010","3:11pm"
For more details of "f" field visit this page. http://www.gummy stuff.org/Yahoo-data.htm
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