The Neal-Weidenmier Gold Standard Database contains more than 130,000 weekly observations on exchange rates, short-term interest rates, and long-term interest rates from 1870 to 1914. The data are taken from the Economist and Commercial and Financial Chronicle. Feel free to download the data for academic research. The database took several years to put together. We only ask that you cite the following paper if you use the database:

Neal, Larry and Marc D. Weidenmier. "Crises in the Global Economy from Tulips to Today: Contagion and Consequences." NBER Volume Globalization in Historical Perspective, forthcoming