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A focused FXMacroData research hub organized by market, release type, and workflow.
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Why 30-Year Government Bond Yields Are Rising in 2026
30-year government bond yields are being repriced by fiscal supply, term premium and energy-driven inflation risk. A sourced 2026 comparison of U.S., Japanese and Australian debt measures, long-bond auctions and the Strait of Hormuz oil shock.
Build Gemini Apps with FXMacroData: REST, MCP and A2A
Build a Gemini app that calls FXMacroData for release calendars, macro indicators, FX spot context, COT positioning, commodities, and session status before it answers.
FXMacroData vs OANDA Exchange Rates API: FX Rates vs FX Macro Drivers
A buyer-guide comparison of OANDA Exchange Rates API and FXMacroData for teams deciding between exchange-rate feeds and the macro release context that explains currency moves.
FXMacroData vs. ECB Data Portal API: Euro-Area Official Data vs. Multi-Currency FX Macro
A buyer-guide comparison of the ECB Data Portal API and FXMacroData for analysts and developers choosing between official euro-area SDMX data and a cross-currency FX macro workflow layer.
Introducing the Forward Curve and Pair Differential Endpoints
FXMacroData now exposes derived forward-curve segments and matched pair rate differentials, so FX traders can move from raw yield levels to the expected path and cross-currency spread that actually drive major pairs.
Introducing FXMacroData Visualizations in MCP
FXMacroData MCP can now render inline charts for macro indicators, FX pairs, commodities, COT positioning, and policy-rate differentials, so traders and AI agents can move from raw data to visual judgment in a single workflow.
Expanded Currency Coverage: NOK, SEK, PLN, DKK, KRW, BRL, and More
FXMacroData has expanded from 8 to 18 currencies, adding NOK, SEK, PLN, DKK, KRW, BRL, and more. Each new currency brings a deep indicator set — policy rates, inflation, trade data, bond yields, and labour market series — accessible through the same clean REST endpoint your pipeline already uses.
Algorithmic Trading with Macro Signals: A Complete FX Strategy Guide
Build a macro-driven FX algorithmic trading system in Python: fetch policy rates, inflation, employment, and bond yields from FXMacroData, compose a regime score, schedule entries around the release calendar, and manage risk automatically.
How to Build a Yield Spread Pair Trading Strategy with FXMacroData
A complete Python walkthrough for building a rule-based FX strategy driven by government bond yield differentials — from fetching 10-year yields via the FXMacroData API to backtesting spread signals on EUR/USD.
COT Reports Explained: What They Are and Why FX Traders Watch Them
The CFTC Commitments of Traders report gives FX traders a weekly read on how the world’s largest speculative accounts are positioned in currency futures. This guide covers how the report works, how to identify crowded trades and positioning extremes, and how to access the underlying data via the FXMacroData API.
How to Use All FXMacroData API Endpoints: A Complete Guide
A step-by-step walkthrough of every public endpoint in the FXMacroData API — from announcement series and release calendar to COT positioning, commodities, forex rates, and GraphQL batching.
GBP/USD falls to 1.3376; rate spreads set the tone — FX Market Recap, Sep 18
Dollar strength was broad; cross-asset confirmation is still pending. Watch rate spreads and positioning for follow-through.
