pulling historical CDS pair data

itsram90
Hi,

for my research i want to pull historical data for INR-USD, the way i know till now is , get the data for every futures contract during their named active month duration and append them together . for ex.
USD INR Oct Fut -- Oct month data
USD INR Nov Fut -- Nov month data


is their better way to pull complete historical data for any currency pair ?

thanks
Ram
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