Data quality and response fields

data_quality

Standard quality flags

Macro announcements, predictions, release calendars, FX, COT, commodities, and rates-and-curves endpoints expose data_quality at the top level where the OpenAPI schema declares it.

FX provenance

FX rates identify source, observation date, and derivation path.

The /api/v1/forex/{base}/{quote} response exposes pair_metadata, data_quality.source_legs, and row-level data[].source.

Source priority is BIS XRU daily USD rates where available, then official national-bank daily sources, explicitly labelled EUR/CAD-derived daily crosses, official USD pegs, BIS monthly averages expanded to business days, IMF IFS monthly rates, and World Bank annual rates.

Windows and pagination

Handle empty windows and broad history requests explicitly.

Valid announcement series with no rows in the requested date window return 200 with an empty data array and a no_data object carrying coverage dates and recommended_start_date. Broad windows should be paged with pagination.next_offset rather than split into custom retries.

{
  "requested_window_has_data": false,
  "no_data": {
    "error_code": "NO_DATA_IN_REQUESTED_WINDOW",
    "recommended_start_date": "2020-01-01"
  },
  "data": [],
  "pagination": {
    "next_offset": null
  }
}