Trade Faster With Real-Time Macro Release Data
Standardized, timestamped API feeds from central banks and statistical agencies. Updated within seconds of publication.
Starting at $25/month · 14-day free trial
Featured request
USD inflation with release timestamps
Public USD announcement endpoint with release timestamps.
GET /v1/announcements/usd/inflation
AUD policy rate series
/v1/announcements/aud/policy_rate?api_key=YOUR_API_KEY
JPY upcoming release calendar
/v1/calendar/jpy
Coverage map
Mapped to the macro hubs that move FX
All 15 supported currencies are covered across the announcement, calendar, and FX spot endpoints — the complete set of macro hubs that drive pair pricing.
Currency coverage
15 currencies across major regions
Full announcement and FX spot coverage across all supported currencies. See full indicator catalogue →
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
Category
Labor Market
Category
Monetary Policy
Category
Money Supply
Category
Government Bond Yields
Category
Sentiment / Confidence
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.
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
Data is updated within seconds 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
5 focused endpoints for FX macro workflows
Economic indicator announcement series, release calendars, COT positioning, and commodity benchmarks, with supporting catalogue metadata for discovery and integration, in one consistent API.
Macro data and discovery
3 routesFetch normalized macroeconomic indicator series with announcement timestamps, browse upcoming release schedules, and discover available indicators per currency.
GET /api/v1/announcements/{currency}/{indicator}
GET /api/v1/calendar/{currency}
GET /api/v1/data_catalogue/{currency}
Market positioning and commodities
2 routesCFTC Commitment of Traders positioning by currency and global commodity price series for cross-market analysis.
GET /api/v1/cot/{currency}
GET /api/v1/commodities/{indicator}
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.
Postman
Test our endpoints in seconds with our pre-configured public workspace.
Explore Collection →
Hugging Face
Explore our interactive data dashboard and fundamental overlays on Hugging Face.
View Space →
Kaggle
Read our technical analysis on interest rate differentials and macro data modeling.
Read Writeup →
RapidAPI
Access our API and manage institutional billing via the RapidAPI marketplace.
View on RapidAPI →Python SDK
Python library for research and production
The official fxmacrodata package gives you one-line access to all macro indicators — fully compatible with pandas, NumPy, and asyncio for concurrent multi-currency data pipelines.
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")
One-line data access
Retrieve any supported currency/indicator combination with a single method call — no manual HTTP handling required.
Sync & async clients
Use the synchronous Client for scripts or the AsyncClient for concurrent data fetching in notebooks and pipelines.
pandas-ready output
Responses return clean dicts that convert directly to DataFrames. Timestamp columns are ISO 8601, ready for time-series analysis.
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.
Research
Latest articles
Introducing the Release Calendar Endpoint
Never miss a high-impact macro release. The new release calendar endpoint surfaces every upcoming announcement across any supported currency — with consensus forecasts, prior values, and precise UTC timestamps — in a single API call.
2026-03-05 12:00 UTC
How to Use the Release Calendar API to Schedule Indicator Fetches
Stop polling every endpoint on a timer. Learn how to query the FXMacroData release calendar to find the exact announcement time for any indicator, then schedule a single targeted API call for that moment — in Python and JavaScript.
2026-03-03 23:22 UTC
How to Connect FXMacroData to the OpenClaw AI Assistant
A step-by-step guide to adding FXMacroData as a skill inside OpenClaw so your AI agent can answer macro questions, fetch live indicator data, and send automated FX briefings.
2026-03-03 23:04 UTC
FAQ
Frequently asked questions
Quick answers to common questions about FXMacroData.
Data & Coverage
How real-time is the data?
Data is updated within seconds of official central bank publication — as close to real-time as possible.
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?
USD endpoints are available free without an API key. Multi-currency access and full indicator depth require a paid subscription and 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?
While optimized for Python, any language capable of making HTTP requests can use the API.
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.