Back to features

Backtesting

Point-in-time historical data

Every announcement row carries the actual publication timestamp needed for no-lookahead backtests.

Historical macro data is useful only when the model knows when a value became public. FXMacroData exposes announcement_datetime so research notebooks and trading systems can join macro data to FX prices by known-at-time availability, not reference period.

Use announcement_datetime as the integrity boundary.

Join into pandas with merge_asof or event-study frameworks.

Coverage pages show currently published history start dates.

Related

Other features in the platform

Share page X LinkedIn Email