How to Use FXMacroData with Continue.dev (MCP)

By the end of this guide your Continue.dev extension will have live access to macroeconomic indicator series, release calendars, CFTC COT positioning, precious-metals prices, and FX spot rates across 18 currencies — all queryable in plain English from inside VS Code without leaving your editor.

Path A — Connect via MCP Recommended

Model Context Protocol (MCP) is the native way to add external tools to Continue. One config block and Continue auto-discovers every tool the FXMacroData server exposes — no schema definitions, no HTTP boilerplate.

Step 1 — Create the MCP server config file

Continue discovers MCP servers from YAML (or JSON) files placed in a .continue/mcpServers/ folder at the root of your workspace. Create that folder if it does not exist, then add a file called fxmacrodata.yaml:

mkdir -p .continue/mcpServers

Option A — Hosted endpoint (zero install, simplest)

name: FXMacroData MCP
version: 0.0.1
schema: v1
mcpServers:
  - name: FXMacroData
    type: streamable-http
    url: https://fxmacrodata.com/mcp

This points Continue at the production FXMacroData MCP server using the Streamable HTTP transport. USD data and the ping tool work immediately with no API key. For non-USD currencies, append your API key:

name: FXMacroData MCP
version: 0.0.1
schema: v1
mcpServers:
  - name: FXMacroData
    type: streamable-http
    url: https://fxmacrodata.com/mcp?api_key=YOUR_API_KEY

Option B — Local MCP server via uvx

Use this if you prefer a local process or if your network restricts outbound HTTP streaming. The uvx runner downloads and executes the mcp-server-fxmacrodata PyPI package automatically.

name: FXMacroData MCP
version: 0.0.1
schema: v1
mcpServers:
  - name: FXMacroData
    type: stdio
    command: uvx
    args:
      - mcp-server-fxmacrodata
    env:
      FXMACRODATA_API_KEY: YOUR_API_KEY

Step 2 — Reload Continue

After saving the YAML file, reload the Continue extension so it picks up the new server. Open the VS Code Command Palette (Ctrl+Shift+P / Cmd+Shift+P) and run:

Continue: Reload MCP servers

Or simply close and reopen VS Code. Continue will scan .continue/mcpServers/ and register any YAML or JSON files it finds.

Step 3 — Switch to Agent mode and verify the connection

Open the Continue side panel, switch the mode selector to Agent, and type:

Run the FXMacroData ping tool.

Continue calls the ping tool in the background. A pong response confirms the server is reachable and your credentials are valid. You are ready to query live data.

Step 4 — Explore the available tools

Once connected, Continue registers all tools the server exposes. Here is the full set:

Continue resolves which tool to call from your natural-language prompt. You never need to specify a tool name or construct JSON — just ask the question.

Step 5 — Try a real analyst workflow

You are building a carry-trade signal in a Python notebook and want to compare the USD–AUD policy-rate differential with AUD/USD spot movement over the last year. In Agent mode, prompt Continue:

“Fetch the USD and AUD policy rates for the last 12 months, then pull the AUD/USD spot rate for the same window and write Python code to plot the rate differential alongside the exchange rate.”

Continue calls indicator_query twice (once per currency) and forex once, then writes the plotting code directly in your open file. The equivalent REST calls that back these tool invocations are:

# USD policy rate
curl "https://fxmacrodata.com/api/v1/announcements/usd/policy_rate?api_key=YOUR_API_KEY"

# AUD policy rate
curl "https://fxmacrodata.com/api/v1/announcements/aud/policy_rate?api_key=YOUR_API_KEY"

# AUD/USD spot rate
curl "https://fxmacrodata.com/api/v1/forex/AUD/USD?api_key=YOUR_API_KEY"

Representative indicator_query response:

{
  "currency": "AUD",
  "indicator": "policy_rate",
  "data": [
    { "date": "2026-04-01", "val": 4.10, "announcement_datetime": 1743483000 },
    { "date": "2026-02-18", "val": 4.10, "announcement_datetime": 1739862600 },
    { "date": "2025-12-10", "val": 4.35, "announcement_datetime": 1733806200 },
    { "date": "2025-11-05", "val": 4.35, "announcement_datetime": 1730793000 }
  ]
}

With the policy-rate and forex series in hand, Continue can scaffold the full comparison chart without you writing a single HTTP call. The AUD policy rate indicator page and USD policy rate docs show the full indicator schema if you want to extend the analysis.

Path B — Direct REST API calls Alternative

If you prefer explicit HTTP calls — for example inside a Jupyter notebook run through VS Code, or when building a custom @custom-context provider — you can query FXMacroData directly via REST. All endpoints accept a query-parameter API key.

Fetching indicator data

import requests

BASE = "https://fxmacrodata.com/api/v1"
KEY  = "YOUR_API_KEY"

# Latest AUD inflation series
resp = requests.get(
    f"{BASE}/announcements/aud/inflation",
    params={"api_key": KEY},
    timeout=10,
)
data = resp.json()
for row in data["data"][:5]:
    print(row["date"], row["val"])

Checking the release calendar

# Upcoming USD releases
resp = requests.get(
    f"{BASE}/calendar/usd",
    params={"api_key": KEY},
    timeout=10,
)
events = resp.json()
for event in events["data"][:3]:
    print(event["indicator"], event["release_date"])

Pulling FX spot rates

# EUR/USD last 30 trading days
resp = requests.get(
    f"{BASE}/forex/EUR/USD",
    params={"api_key": KEY},
    timeout=10,
)
rates = resp.json()["data"]
print(rates[0])  # {"date": "2026-04-15", "rate": 1.1342}

A full list of available currencies and indicators is at /api-data-docs. Each indicator page includes the exact endpoint path, field descriptions, and example responses — for example EUR inflation or USD non-farm payrolls.

Summary

You have wired FXMacroData into Continue.dev in two steps: created a YAML config file in .continue/mcpServers/ pointing at the FXMacroData MCP server, and confirmed the connection with a ping call in Agent mode. From here, every macro question you type in the Continue Agent panel triggers a live data call — no browser tab-switching, no manual data imports.

Ready to explore what data is available? Browse the FXMacroData API docs for the full indicator catalogue, or check the MCP server reference for authentication options and advanced tool schemas. If you do not yet have an API key, subscribe to unlock all 18 currencies and the complete indicator set.