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Exchange rate service

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Hi All
I am trying to setup an automated feed of exchange rates from ECB. It should be easy, there is even a video from Microsoft how to set it up, but I am totally stuck even before I start the field mapping - I have nothing to map the xml file to. 
I have no attributes predefined in the system (called Captions in the table).
My currency exchange rate service page for the ECB source looks like this:
It is not as simple as clicking on the link and select from a popup. A popup opens, but the system doesn't save whatever I select there. The popup doesn't even all fields needed (e.g. Parent Node for currency code), so this needs to be defined elsewhere.  
Can you please tell me how to get this populated:
I have GL settings - local CCY selected (CHF in our case), I have got several other currencies in the currency table, the link to ECB rates is correct. 
I have got the same issue in Cronos company, and also in a new free trial - everything opens without the defined Captions. 
Thanks in advance for any hint!