FXMacroData
Built for traders who need the data before the move
We aggregate, standardize, and deliver central bank macroeconomic releases in real time — so systematic traders, quant teams, and developers can focus on the signal, not the plumbing.
Why we exist
Systematic FX research runs on macroeconomic data — interest rate decisions, inflation prints, employment releases. But sourcing that data cleanly is harder than it should be. Scrapers break, provider schemas differ, and most feeds lack the precise publication timestamps that backtesting requires.
FXMacroData was built to fix that. We pull directly from official central bank and government statistical sources, normalize every response to a consistent schema, and deliver each release within milliseconds of publication. Every record carries an announcement_datetime — the actual moment the data became public — so your backtests reflect the information set available to live traders at each point in time.
The result is a data layer you can build on with confidence: clean, timestamped, and free of the lookahead bias that plagues data scraped after the fact.
What FXMacroData provides
Real-time release delivery
Macroeconomic announcements — policy rates, CPI, GDP, employment, trade — streamed within 50 milliseconds of central bank publication via REST and Server-Sent Events.
Backtesting-safe historical data
Every record includes the precise publication timestamp. Revisions are stored as separate entries. Slice to any historical date and see exactly what was known to the market at that moment — no lookahead bias.
Consistent cross-currency schema
USD, EUR, GBP, JPY, AUD, CAD, NZD, CHF, and more — all returned with the same field names. Concatenate multi-currency DataFrames without per-source reformatting.
AI-native MCP server
Connect Claude, Cursor, and other Model Context Protocol-compatible AI tools directly to FXMacroData. Ask questions about the macro environment in natural language and get answers grounded in live data.
Forward release calendar
Scheduled announcement dates for all supported economies in a single API call. Plan event-driven strategies and position sizing windows ahead of each release cycle.
Primary sources
All data originates from official government and central bank publications — not secondary aggregators. Sources include the Federal Reserve (FRED), European Central Bank, Bank of England, Reserve Bank of Australia, Statistics Canada, and equivalent institutions for each supported currency. We do not republish data from commercial data vendors.
Start building today
USD data is available free with no API key. A 14-day free trial of the full multi-currency API is included with every paid plan.
Have a question? Contact support.