On Google Spreadsheet how can you query 'GoogleFinance' for a past exchange rate?

You may notice that GOOGLEFINANCE will return N/A for some dates, this is because the date is a day off (usually a weekend), what you can do is to get the last working from the specified date, e.g. Jun 21st 2015 is Sunday, so you should request the rate for Jun 19th (Friday), you can do this via WORKDAY function as was suggested here:

WORKDAY("6/21/2015"+1,-1)

So, the resulting formula will look something like that:

INDEX(GoogleFinance("CURRENCY:USDRUB", "price", WORKDAY("6/21/2015"+1,-1),1),2,2)

Additionally, you want to get the exchange rates for future dates you can additionally check if the date is in the future and if so, just use the today date:

WORKDAY(IF("6/21/2099">TODAY(),TODAY(),"6/21/2099")+1,-1)

For bigger spreadsheets, Google Sheets limitations usually will show randomly the following error:

Error Function INDEX parameter 2 value is 2. Valid values are between 0 and 1 inclusive.

Even modifying Index() and GoogleFinance() following the expected parameters GOOGLEFINANCE(ticker, [attribute], [start_date], [end_date|num_days], [interval]) the error will continue. A workaround is to copy smaller parts into new spreadsheets but often it will fail.

As an alternative, I used ImportXML as web scraper for x-rates historical currency exchange data.

=index(IMPORTXML("https://www.x-rates.com/historical/?from="&N2&"&amount="&K2&"&date="&YEAR(B2)&"-"&TEXT(B2,"mm")&"-"&TEXT(B2,"dd")&"","//td[@class='rtRates']"),1)

I'm assuming column B are dates, K is for amounts and N for currencies.

Randomly it also will fail for a 2000+ rows spreadsheet but overall for my requirement, it worked too much better than GoogleFinance()

ImportXML examples

The ImportXML Guide for Google Docs from beginner to advanced

Other option is using the CurrencyConverter function from this Google Sheets add-on. It is fast and and has simple syntax. For example,

=CurrencyConverter(100, "USD", "EUR", "2/28/2020")

returns 91.09957183