Live release feed
Sub-second macro releases for FX backtests
Point-in-time history
Official CPI, jobs, GDP, and central-bank events with point-in-time history.
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Sub-second release reporting Point-in-time history

Sub-second macro releases and point-in-time history for FX backtests

FXMacroData reports official CPI, jobs, GDP, and central-bank releases in under a second, then gives you decades of historical records that preserve when each value was actually known.

Built for event-driven FX decisions: catch market-moving releases as they hit, avoid lookahead bias in research, and feed the same records into alerts, dashboards, and live systems.
13 FX markets
48 datasets
26y point-in-time history
<1s release packaging

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Live release feed . fxmacrodata.com
200 OK 38 ms
Response . event replay EUR/USD . EUR
Real release replay
EUR/USD repricing as EUR releases land
1.1578
Spot Release day Replay cursor
Loading --:-- UTC Loading release Forecast -- Actual -- Release day -- Next day -- 1D change --

Why teams trust it

Official sources

Release values come from official publishers, central banks, and statistics offices.

Sub-second reporting

New announcements are packaged for alerts, dashboards, research jobs, and live systems as soon as they are reported.

Decades of history

Point-in-time records show what was known at each date, so backtests do not borrow future information.

Product benefits

Turn every macro release into a tradable timestamp

Live reporting, point-in-time history, calendars, exports, MCP, and API access all resolve to the same release-aware record, so your live workflow and backtest speak the same language.

Release workflow official source to model input
00.184s Release detected

Official publisher row lands in the live monitor.

known_at Timestamp preserved

The market-visible time becomes the research boundary.

replay Backtest-safe join

Models only see values that were public at that point.

merge_asof announcement_datetime <= model_time

Backtest coverage

See how far your point-in-time backtest can go

Check currency, indicator, and history depth before choosing a research universe, then join releases by the time each value became public.

Currencies

13 covered FX markets

API paths

48 ready-to-use datasets

History depth

26y point-in-time records
Announcement starts type view
Inflation 1995-01-01 31.5y
Jobs and wages 1999-01-31 27.4y
Central bank policy 1999-06-30 27.0y
Growth and activity 1999-11-30 26.5y
External trade 2000-01-05 26.5y
Markets provided

Covered currency markets

13 markets

North America

3 markets
USD US Dollar CAD Canadian Dollar MXN Mexican Peso

Asia

4 markets
JPY Japanese Yen TWD New Taiwan Dollar IDR Indonesian Rupiah THB Thai Baht

Middle East

2 markets
AED UAE Dirham ILS Israeli New Shekel

Oceania

2 markets
AUD Australian Dollar NZD New Zealand Dollar

South America

2 markets
BRL Brazilian Real PEN Peruvian Sol
Announcement coverage

Point-in-time history by release type

8 types
01

Inflation

CPI, core inflation, trimmed means, PPI, PCE, and inflation-expectation releases where published.

6 markets
CPI Core CPI CPI MoM PPI PPI MoM PCE
Earliest 1995-01-01
USD CAD JPY AUD NZD BRL
02

Jobs and wages

Unemployment, employment levels, payrolls, participation, job openings, and wage measures.

6 markets
Unemployment Employment Full Time Employment Part Time Employment Non-farm payrolls Participation
Earliest 1999-01-31
USD CAD JPY AUD NZD BRL
03

Central bank policy

Policy rates, risk-free rates, deposit rates, liquidity settings, and official balance-sheet releases.

6 markets
Policy rate Risk-free rate Central-bank assets Deposit Rates
Earliest 1999-06-30
USD CAD JPY AUD NZD BRL
04

Growth and activity

GDP, retail sales, industrial production, PMI, durable goods, and other activity indicators.

6 markets
GDP Retail Sales Industrial Production Pmi Nmi Durable Goods Orders
Earliest 1999-11-30
USD CAD JPY AUD NZD BRL
05

External trade

Trade balances, current accounts, import/export data, terms of trade, and commodity-linked activity series.

6 markets
Trade Balance Current account Commodity Price Index Commodity Price Energy Commodity Price Ex Energy Exports
Earliest 2000-01-05
USD CAD JPY AUD NZD BRL
06

Money, credit, and reserves

Money supply, credit aggregates, central-bank reserves, FX reserves, and gold-reserve series.

6 markets
M1 M2 M3 Foreign Reserves Gold Reserves Household Credit
Earliest 1968-01-01
USD CAD JPY AUD NZD BRL
07

Housing and property

Housing starts, permits, approvals, house-price indexes, and mortgage-rate series.

4 markets
Housing Starts Building Permits House Price Index Building Approvals Mortgage Rate
Earliest 1999-11-30
USD CAD JPY AUD
08

Rates and bond yields

Government yield nodes, inflation-linked yields, breakevens, and curve-ready rates history.

5 markets
2Y yield 3Y yield 5Y yield 10Y yield Inflation Linked Bond Breakeven inflation
Earliest 1974-09-24
USD CAD JPY AUD NZD

Working examples

Pull the records your workflow needs

Use ready-to-run requests for sub-second release reporting, point-in-time histories, calendars, FX spot history, and macro context.

Recent replay

EUR/USD repricing on EUR macro releases

1.1578 +0.25%
06-05 06-11 06-17
Policy Rate Mlf Wed 17 Jun Forecast 2.37 Actual 2.65 Release day 1.1578 Next day -- 1D change pending
Policy Rate Wed 17 Jun Forecast 2.05 Actual 2.25 Release day 1.1578 Next day -- 1D change pending
Policy Rate Mro Wed 17 Jun Forecast 2.12 Actual 2.40 Release day 1.1578 Next day -- 1D change pending

USD inflation with known-at timestamps

Public USD inflation records for point-in-time backtests.

Open
https://fxmacrodata.com/api/v1/announcements/usd/inflation

AUD policy-rate history

Central-bank decision history with release timing for no-lookahead research.

Open
https://fxmacrodata.com/api/v1/announcements/aud/policy_rate?api_key=YOUR_API_KEY

JPY upcoming release schedule

Upcoming macro events for planning alerts, model refreshes, and trading reviews.

Open
https://fxmacrodata.com/api/v1/calendar/jpy

FAQ

Short answers before you choose a plan

What is FXMacroData for?

Sub-second official macro release reporting and decades of point-in-time history for FX research, no-lookahead backtests, dashboards, and live systems.

How can my team use the data?

Use it through the API, Python, MCP, data export, dashboards, widgets, streaming feeds, and approved redistribution workflows. Open features.

How do I check if the data fits my backtest?

Use the coverage page to check each market and indicator's history depth, then join records by their known-at release timestamp for point-in-time backtests. Open data coverage.

Support

Need to confirm a release or backtest workflow?

Send the markets, indicators, and whether you need sub-second monitoring, historical research, execution, or redistribution.