Real-time Central Bank Data Feed AI Native · MCP Server

Trade Faster With Real-Time Macro Release Data

Standardized, timestamped API feeds from central banks and statistical agencies. Real-time announcement delivery within 50 milliseconds of official release.

Starting at $25/month · 14-day free trial

Coverage map

Mapped to the macro hubs that move FX

All 14 supported currencies are covered across the announcement, calendar, and FX spot endpoints — the complete set of macro hubs that drive pair pricing.

Currency coverage

14 currencies across major regions

Full announcement and FX spot coverage across all supported currencies. See full indicator catalogue →

14 currencies 7 public routes Releases + FX spot + calendars

Endpoint inventory

Available announcement endpoints

For now, this section shows the exact endpoint set from the current fetcher interface, grouped by macro domain.

Category

Economy
6 endpoints
gdp
inflation
ppi
retail_sales
trade_balance
current_account_balance

Category

Labor Market
5 endpoints
unemployment
employment
full_time_employment
part_time_employment
participation_rate

Category

Monetary Policy
2 endpoints
policy_rate
risk_free_rate

Category

Money Supply
3 endpoints
m1
m2
m3

Category

Government Bond Yields
5 endpoints
gov_bond_2y
gov_bond_3y
gov_bond_5y
gov_bond_10y
inflation_linked_bond
AI Native · MCP Server

Macro data inside your AI workflow

The FXMacroData MCP server lets Claude, Cursor, VS Code, and any MCP-compatible AI host query live central bank data directly — wherever traders and analysts are already working.

Claude (Web & Desktop)

Add FXMacroData as a remote MCP connector in Claude settings. Ask for real-time policy rates, CPI, GDP, and FX spot history in plain English — no code required.

VS Code & Cursor

Add the MCP endpoint in your editor's connector panel. Live macro context in every coding session — no copy-paste, no context switching.

Custom Agents & SDKs

Any MCP-compatible runtime. Streamable HTTP transport with OAuth 2.0 or API-key auth. Build macro-aware agents, alerts, and pipelines.

Claude claude.ai
FXMacroData connected
What's the EUR vs USD rate differential from central bank rates?
indicator_query(currency="eur", indicator="policy_rate")
indicator_query(currency="usd", indicator="policy_rate")
Tool results
ECB (EUR) policy_rate: 4.25%
Fed (USD) policy_rate: 5.50%
Differential: −1.25% (USD premium)
Based on the latest central bank data, the Fed rate of 5.50% exceeds the ECB rate of 4.25% by 125 basis points, supporting continued USD strength in EUR/USD positioning.
Ask about FX macro data...

Full setup guide & tool reference →

Coverage

Everything you need for macro-driven FX workflows

Move from economic release to signal generation with complete indicator coverage, release calendars, and implementation paths for quant traders, systematic researchers, and developers.

Backtest integrity

No Lookahead Bias — Point-in-Time Data

Every economic release is stamped with its actual announcement datetime, not just the reference period. When you backtest over a historical window, your model only sees data that was publicly available at that exact moment — matching real trading conditions. Compatible with pandas merge_asof, event-study frameworks, and vectorised signal pipelines.

Data freshness

Real-Time Central Bank Feeds

Announcement data is delivered in real time, within 50 milliseconds of official central bank and statistical agency publication — FRED, ECB, RBA, BoE, SNB, BoJ, BoC, and RBNZ. No intermediary delays. Build live signal monitors, rate differential dashboards, or event-triggered execution logic without stale inputs.

Data quality

Normalized Across Sources

Each indicator uses consistent units, field names, and JSON schema across all supported currencies. No currency-specific parsing logic. Responses convert directly to pd.DataFrame with ISO 8601 timestamps — ready for resample(), rolling(), and cross-currency spread calculations.

Integration

Built for Research Pipelines

Sync and async Python clients, REST endpoints, and a Postman collection for rapid prototyping. Use the same data model in a Jupyter notebook, a scheduled Airflow job, or a live trading signal engine — no schema changes required between environments.

REST endpoint coverage

7 focused endpoints for FX macro workflows

Economic indicator announcement series, release calendars, COT positioning, FX spot rates, session timing, and commodity benchmarks — in one consistent API.

4 Always free Calendar, data catalogue, forex, and market sessions require no API key.
1 Pro (USD free) Announcements are mixed-access: USD is public, while non-USD currencies require a Professional API key.
2 Pro key required COT and commodities require a Professional API key for every request.

Macro Indicator Series

USD free · Pro key for others

Point-in-time macro releases with announcement timestamps

Historical macroeconomic indicator series stamped with the exact datetime of official publication. GDP, inflation, policy rates, unemployment, and more across 14 currencies.

  • Announcement-timestamped observations for event-driven backtesting
  • 14 currencies with 20+ indicators per currency
  • Central bank target metadata included where applicable
  • Period-over-period and 12-month percentage change enrichment
Announcements

GET /api/v1/announcements/{currency}/{indicator}

"currency": USD
"indicator": inflation
"data[0].date": 2026-03-28
"data[0].val": 2.8
"data[0].announcement_datetime": 1772272800
"data[0].pct_change": -0.3

Release Scheduling

Always free

Upcoming macro release dates for every currency

Upcoming release dates sorted by announcement timestamp. Filter by currency and indicator to build targeted event monitors and scheduling pipelines.

  • 18 currencies plus commodity release schedules (COMM)
  • Optional indicator filter for targeted scheduling
  • Cross-domain rows with routing metadata for COT, commodities
  • Pre-sorted by announcement timestamp for pipeline consumption
Release Calendar

GET /api/v1/calendar/{currency}

"currency": JPY
"data[0].release": policy_rate
"data[0].announcement_datetime": 1774580400
"data[1].endpoint_family": cot
"data[1].endpoint_path": /v1/cot/jpy
"data[1].requires_api_key": true

Indicator Discovery

Always free

Discover available indicators and metadata per currency

Programmatic indicator discovery with name, unit, frequency, and forecast metadata. Use it to enumerate what is available before querying announcement series.

  • Full indicator inventory per currency with metadata
  • Unit, frequency, and official forecast flag per indicator
  • Optional capabilities flag adds route and auth discovery
  • Optional coverage flag adds cross-currency availability grid
Data Catalogue

GET /api/v1/data_catalogue/{currency}

"gdp.name": GDP
"gdp.unit": %QoQ
"gdp.frequency": Quarterly
"inflation.name": Inflation CPI
"inflation.unit": %YoY
"policy_rate.frequency": Meeting

FX Spot Rates

Always free

Daily FX spot rates with optional technical indicators

Historical daily spot-rate series for any supported currency pair. Append technical indicators like SMA, RSI, MACD, and Bollinger Bands to each row with a single query parameter.

  • Any pair combination across supported currencies
  • Optional technical indicators: SMA, RSI, MACD, Bollinger Bands
  • Date range filtering with sensible defaults
  • JSON-native output ready for charting and analysis
Forex

GET /api/v1/forex/{base}/{quote}

"base": EUR
"quote": USD
"data[0].date": 2026-03-28
"data[0].val": 1.0842
"data[1].date": 2026-03-27
"data[1].val": 1.0836

Session Timing

Always free

Real-time FX session and overlap timetable

Live open/close state for Sydney, Tokyo, London, and New York sessions plus overlap windows with peak-liquidity metadata. Use for market-timing, session-aware execution, and dashboard displays.

  • Four major sessions with real-time open/close state
  • Overlap windows with liquidity priority ratings
  • Historical snapshots via optional timestamp parameter
  • Holiday-aware market day detection
Market Sessions

GET /api/v1/market_sessions

"is_market_day": true
"sessions[0].name": London
"sessions[0].is_open": true
"sessions[0].seconds_to_close": 18000
"overlaps[0].name": London / New York
"overlaps[0].priority": high

Market Positioning

Pro key required

Weekly CFTC speculative positioning by currency

Net speculative positioning from the CFTC Legacy Futures-Only report. Includes open interest, long/short splits for commercial, non-commercial, and non-reportable categories with FX spot overlay metadata.

  • 8 major currencies mapped to CME FX futures contracts
  • Full long/short/spread breakdown by trader category
  • Announcement-timestamped for point-in-time accuracy
  • FX spot overlay pair metadata for charting
Commitment of Traders

GET /api/v1/cot/{currency}

"currency": GBP
"instrument": BRITISH POUND - CME
"fx_overlay.pair": GBP/USD
"data[0].date": 2026-03-24
"data[0].open_interest": 245678
"data[0].noncommercial_net": -8020

Precious Metals

Pro key required

Gold, silver, and platinum daily price series

Daily precious metals prices from official fixing sources (LBMA, spot markets) with period-over-period and rolling 12-month change enrichment for cross-asset analysis.

  • Gold (LBMA PM Fix), silver (LBMA Fix), and platinum spot
  • Consistent schema with announcement series for unified pipelines
  • Percentage change and 12-month rolling change enrichment
  • Date range filtering with sensible defaults
Commodities

GET /api/v1/commodities/{indicator}

"currency": COMM
"indicator": gold
"data[0].date": 2026-03-28
"data[0].val": 2870.00
"data[0].pct_change": 1.2
"data[0].pct_change_12m": 30.1

Full endpoint reference with parameters, auth, and examples

Developer ecosystem

Build your strategy stack faster

Use the platform from notebooks, APIs, docs, and community channels that fit quant research and developer onboarding.

GitHub

GitHub

Native fxmacrodata package for seamless pandas and NumPy integration.

View on GitHub →
Postman

Postman

Test our endpoints in seconds with our pre-configured public workspace.

Explore Collection →
Hugging Face

Hugging Face

Explore our interactive data dashboard and fundamental overlays on Hugging Face.

View Space →
Kaggle

Kaggle

Read our technical analysis on interest rate differentials and macro data modeling.

Read Writeup →
RapidAPI

RapidAPI

Access our API and manage institutional billing via the RapidAPI marketplace.

View on RapidAPI →

Developer SDK

Works in every language

Use the official Python SDK for one-line access, or call the REST API from any language. Query-parameter auth, JSON responses, zero dependencies beyond HTTP.

Terminal
pip install fxmacrodata
from fxmacrodata import Client

client = Client(api_key="YOUR_API_KEY")

# Fetch USD inflation data (free, no key required)
cpi = client.get_indicator("usd", "inflation")

# Policy rates for any supported currency
rate = client.get_indicator("eur", "policy_rate")

Quickstart guides for all languages →

1

Official Python SDK

Install fxmacrodata from PyPI. Sync and async clients, pandas-ready output, one-line data access.

2

Any language via REST

Standard JSON API with query-parameter auth. Works from Go, R, Java, C#, MATLAB, Rust — anything that can make an HTTP request.

3

OpenAPI spec included

Generate typed clients in 40+ languages from the published OpenAPI schema.

4

USD data free, no key needed

USD indicators work without an API key, so you can explore the data structure and build your models before subscribing.

Embeddable widgets

Add live macro charts to any page

Every chart in the FXMacroData dashboard has an embeddable version. Pick a chart, copy one <iframe> snippet, and add interactive carry trade, yield differential, inflation, and spot rate charts to your research site or trading blog — no API key required.

  • 9 chart types — carry, yields, inflation, unemployment, trade balance, and more
  • Any supported currency pair — EUR/USD, GBP/USD, USD/JPY, and more
  • Works in any HTML page, WordPress, Notion, or static site
EUR/USD Carry Trade Rates
<iframe src="https://fxmacrodata.com/dashboard/embed/EUR_USD/carryChart" width="100%" height="400" ...></iframe>

FAQ

Frequently asked questions

Quick answers to common questions about FXMacroData.

Data & Coverage
How real-time is the data?

Announcement data is delivered in real time, within 50 milliseconds of official central bank publication.

Which data sources are included?

FXMacroData aggregates from FRED (Federal Reserve), ECB, RBA, and other major central banks worldwide.

Which endpoints are free vs paid?

Calendar, data catalogue, forex, and market sessions are public. USD announcements are public, while non-USD announcements require a Professional API key. COT and commodities always require a Professional API key.

Billing & Subscription
Does the free trial require a credit card?

Yes. The 14-day trial requires a valid credit card at signup.

Can I cancel anytime?

Yes, you can cancel from your subscription settings before your next billing cycle.

What happens when the free trial ends?

Your subscription automatically converts to the paid plan unless cancelled before trial end. You can manage this in your billing settings.

Quant & Backtesting
Is the data point-in-time / free of lookahead bias?

Yes. Every release includes an announcement_datetime field — the actual time the data was made public. When you slice your dataset to a given date, you only see releases published by that point, making it directly usable in event-driven backtests.

Can I use this with pandas or backtesting frameworks?

Yes. All API responses return clean JSON that converts directly to a pd.DataFrame. Consistent schema across supported currencies allows pd.concat() without reformatting. Works with vectorbt, backtrader, and custom event-study pipelines.

Technical & Support
Do you support other programming languages?

Yes. The official Python SDK is available via pip install fxmacrodata, and the REST API works from any language — Go, R, Java, C#, MATLAB, Rust, and more. See quickstart guides for examples in multiple languages.

What support is included?

All paid plans include email support for integration and data questions. See support response targets.

Contact

Need dedicated support?

Our team is ready to assist with technical integration, custom data requests, or sales inquiries.