Macro data has always been the signal behind the noise in FX markets. Central bank rate decisions, inflation prints, and employment releases drive the flows that move EUR/USD, AUD/USD, and every major pair — yet until now, acting on that data required either a terminal subscription or writing code against a REST API. Today that changes. The FXMacroData MCP server is live at https://fxmacrodata.com/mcp, letting you query live macroeconomic data from inside Claude, Cursor, VS Code, ChatGPT, or any other MCP-compatible AI host with no code required.

What’s New

The Model Context Protocol (MCP) is an open standard that lets AI assistants call external tools and data sources during a conversation. FXMacroData now implements a fully hosted MCP server using the Streamable HTTP transport — the format that modern clients like Claude and VS Code GitHub Copilot support natively.

The server exposes nine tools covering the full breadth of the FXMacroData data catalogue:

Authentication uses OAuth 2.0 with PKCE — the same flow used by VS Code Copilot and other modern clients. USD data and the ping tool work immediately without an API key, so you can verify the connection before subscribing. Full multi-currency access requires an API key, which you can obtain at /subscribe.

Why It Matters for Traders

Trading FX without a macro lens means reacting to price after the signal has already moved. The traders who consistently get ahead of the move know which central bank is meeting next, what consensus expects, and how current data compares to the prior cycle. Building that context has historically required either a Bloomberg terminal or spending an hour stitching together reports from six different websites.

The MCP server compresses that workflow to a natural-language question. Ask your AI assistant “What’s the current EUR policy rate and when is the next ECB decision?” and the assistant calls indicator_query and release_calendar in the background, returns structured data, and can immediately reason about it in the context of your conversation. You stay in the analytical flow instead of switching browser tabs or writing one-off Python scripts.

Unlike most MCP data servers that require local installation or a self-hosted endpoint, the FXMacroData server is fully hosted and always up to date. There is nothing to install: point your client at the URL and start querying.

Practical Example: Pre-meeting Brief with Claude

You are watching AUD/USD heading into an RBA meeting. You open Claude, which already has the FXMacroData MCP server connected, and ask:

“Show me the current AUD policy rate, the last three trimmed-mean inflation prints, and when the next RBA announcement is scheduled.”

Claude calls two tools in the background: indicator_query for the policy rate and inflation history, and release_calendar for the next scheduled release. Those calls hit the same endpoints available to API users:

# indicator_query equivalent REST call
curl "https://fxmacrodata.com/api/v1/announcements/aud/policy_rate?api_key=YOUR_API_KEY"

Representative 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
    }
  ]
}

With the calendar data alongside this, Claude can tell you: the RBA held at 4.10% in April after cutting from 4.35% in December, the next decision is scheduled for early May, and trimmed-mean inflation has been running near the top of the target band. That gives you the full regime picture in one exchange — a view that would have taken five separate browser tabs to assemble manually. The AUD policy rate indicator page shows the full history if you want to extend the analysis further back.

Practical Example: Strategy Research in VS Code

You are building a carry-trade signal and want to understand the current USD–EUR policy rate differential alongside the EUR/USD spot rate. With the MCP server configured in VS Code GitHub Copilot, you ask directly in the editor:

“Fetch the EUR and USD policy rates for the last 12 months, then pull the EUR/USD spot rate for the same window and compute the correlation between the rate differential and the exchange rate.”

Copilot calls indicator_query for both policy rates and forex for the spot rate, then writes the correlation logic directly in your open notebook or script. The REST equivalents are:

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

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

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

Representative forex response:

{
  "base": "EUR",
  "quote": "USD",
  "data": [
    { "date": "2026-04-15", "rate": 1.1342 },
    { "date": "2026-04-14", "rate": 1.1298 },
    { "date": "2026-04-11", "rate": 1.1263 }
  ]
}

The combination of rate-differential history and spot-rate series lets Copilot scaffold a full regression or correlation analysis without you leaving the editor or switching to a data terminal. The EUR policy rate docs and the USD policy rate docs provide the full indicator schema if you need to extend the data pull.

How to Connect

The connection process takes under two minutes for most clients. The full setup guide — with per-client tabs for Claude, VS Code, Cursor, ChatGPT, and the OpenAI Agents SDK — is at /docs/mcp-server. The short version:

For SDK-based agents or custom toolchains, the server accepts a query-parameter API key as a fallback: https://fxmacrodata.com/mcp?api_key=YOUR_API_KEY. This format is compatible with any HTTP client that implements the MCP Streamable HTTP transport.

Get Started

The full MCP documentation — setup guides, tool reference, authentication options, and example queries — is at fxmacrodata.com/docs/mcp-server. If you do not yet have an API key, subscribe at fxmacrodata.com/subscribe to unlock all 18 currencies and the full indicator catalogue.