リアルタイム経済指標 Point-in-time history

日銀とJPYマクロデータを USD/JPYリサーチとbacktestへ接続

政策金利、CPI、GDP、貿易収支、雇用、10年債利回り、経済カレンダーを、API、Python、MCP、dashboard、AI workflowで同じtimestamp付きデータとして扱えます。

17 covered markets
21 API paths
26y point-in-time history
UTC release timestamps

Trial/Individual の上限は 100,000/日(10万/日)。Individual: USD 25/月. 最終金額はStripe Checkoutで確認されます。

USD endpointはAPI keyなしで1日100 requestsまで試せます。購読するとAPI key、higher limit、full history、JPYと全サポート通貨にアクセスできます。

まずは無料アカウントで、JPYとUSDの重要リリースを追跡する準備を始められます。

Announcement record . fxmacrodata.com
200 OK JSON
Response . announcement replay EUR/USD . EUR
Preview announcement replay
EUR/USD around the active EUR announcement
1.1485 Preview
Loading --:-- UTC
Loading announcement
Consensus -- Actual -- 1D FX --
Announcement day -- Next day --
Spot Announcement day

Why teams trust it

Official sources

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

Release timestamps

Announcement rows preserve UTC release timestamps for event studies, dashboards, research jobs, and live systems.

Decades of history

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

Product benefits

日本の経済指標をbacktest可能なtimestampに変換

Live reporting、point-in-time history、calendar、export、MCP、APIが同じrelease-aware recordを使うため、live workflowとbacktestの境界が揃います。

JPY release workflow official source to model input
Asia/Tokyo リリースを監視

日銀、統計局、財務省などの日本関連eventをTokyo timeで扱います。

known_at 公開時刻を保持

市場が見られたtimestampをresearchとbacktestの境界にします。

replay Backtest-safe join

モデルはその時点で公開済みのJPY macro valueだけを参照します。

join_asof announcement_datetime <= model_time
Release data Live

Official macro announcement records

Use central-bank and statistics-office release records with announcement timestamps for alerts, dashboards, and FX research systems.

Official JPY macro releases normalized for alerts, dashboards, and FX systems.
Realtime announcementsを見る ->

Backtest coverage

USD/JPY universeを決める前にcoverageを確認

JPY、USD、indicator、history depthを確認し、release timestampに基づいてevent studyとbacktestを構築します。

Currency

17 covered FX markets

API paths

21 ready datasets

History depth

26y point-in-time records
Announcement coverage

Point-in-time history by release type

8 types

API endpoint directory

USD/JPY workflowで使うendpointを一つの場所で確認

Predictions、announcements、release calendar、FX prices、commodities、COT、press releases、sessions、sovereign data、tradeなどのREST surfaceを確認できます。

21 public REST paths
13 endpoint families
OpenAPI schema-derived

Forecast Layer

Market consensusはPredictions endpointで利用できます

A unified forecast layer attached to every macro release. Surveys, central-bank own projections, IMF World Economic Outlook, and the FXMacroData blended forecast — all returned as a list of predictions on each announcement, joined to actuals via a stable announcement_id.

Market consensus and survey predictions where published Central-bank own projections (RBNZ MPS, BoC MPR, ECB SPF, RBA SoMP, and more) IMF World Economic Outlook projections for inflation and GDP FXMacroData blended forecast on every announcement, every supported currency
GET USD free (last 365d) · Pro key for full history & other currencies
/api/v1/predictions/{currency}/{indicator} 例を開く

health

Health & Infrastructure

1 paths

Health checks and low-friction API availability probes.

GET /api/v1/ping

Ping the API

Always free

data catalogue

Data Catalogue

1 paths

Discovery and metadata for available indicators by currency.

GET /api/v1/data_catalogue/{currency}

Get Currently Available Macroeconomic Indicators

Always free

announcements

Announcements

2 paths

Macroeconomic announcement time series with official release timestamps.

GET /api/v1/announcements/{currency}/latest

Get latest stored values for all indicators in a currency

Always free
GET /api/v1/announcements/{currency}/{indicator}

Get macroeconomic indicator data

Pro (USD: no-key 100/day)

predictions

Predictions

1 paths

Forecasts, consensus, central-bank projections, and FXMacroData predictions.

GET /api/v1/predictions/{currency}/{indicator}

List predictions for one indicator of a currency

Pro (USD: no-key 100/day)

calendar

Release Calendar

1 paths

Upcoming macro and policy release schedules.

GET /api/v1/calendar/{currency}

Get upcoming economic data release dates

Always free

release events

Release Events & Streaming

2 paths

Polling, SSE, and WebSocket delivery for newly ingested economic releases.

GET /api/v1/announcements/changes

Poll recent live announcement release changes

Mixed access
GET /api/v1/stream/events

Subscribe to real-time announcement events (SSE)

Mixed access

factors

Factors

1 paths

Precomputed macro factor scores for model inputs and cross-currency comparison.

GET /api/v1/factors/{currency}/{factor}

Get a precomputed FX factor for one currency

Pro (USD: no-key 100/day)

fx reference rates

FX Rates & Reference Rates

4 paths

Daily FX spot history plus one subscriber intraday FX reference-rate endpoint.

GET /api/v1/forex/{base}/{quote}

Get FX spot rates

Professional subscriber API key required
GET /api/v1/fx/intraday-reference-rates/{base}/{quote}

Get subscriber intraday FX reference rates

Professional subscriber API key required
GET /api/v1/fx/source-universe

List public FX reference-rate pair universe

Always free
GET /api/v1/fx/sources

List public FX reference-rate sources

Always free

rates curves

Rates, Curves & Differentials

2 paths

Yield-curve views and pair rate differentials for rates-aware FX analysis.

GET /api/v1/curves/{currency}

Get curve analytics by currency

Professional subscriber API key required
GET /api/v1/rate_differentials/{base}/{quote}

Get pair rate differentials

Professional subscriber API key required

market context

Market Context

2 paths

FX market-session status and broad risk-on/risk-off context for timing and regime filters.

GET /api/v1/market_sessions

FX market session timetable

Always free
GET /api/v1/risk_sentiment

Global risk-on / risk-off indicator

Always free

cot positioning

COT Positioning

1 paths

CFTC Commitment of Traders futures positioning by currency.

GET /api/v1/cot/{currency}

Get CFTC Commitment of Traders (COT) data

Pro (USD: no-key 100/day)

commodities

Commodities

2 paths

Precious metals, OPEC, and commodity-related endpoints.

GET /api/v1/commodities/latest

Get latest stored values for all commodity indicators

Professional subscriber API key required
GET /api/v1/commodities/{indicator}

Get commodity indicator data

Professional subscriber API key required

official updates

Official Press Releases

1 paths

Central-bank press releases and policy communications from official sources.

GET /api/v1/press-releases/{currency}

Recent central bank press releases

Pro (USD: no-key 100/day)

AI data layer

AI agentに古いmodel memoryではなく公式JPY macro dataを渡す

Assistant、notebook、dashboard、alertが同じtimestamped release recordを使うと、USD/JPYの説明とbacktestが同じデータ境界を共有します。

agent payload release-aware
{
  "tool": "indicator_query",
  "currency": "USD",
  "indicator": "inflation",
  "mcp_metadata": {
    "source_type": "official",
    "has_announcement_datetime": true,
    "point_in_time_safe": true,
    "returned_count": 100
  },
  "next_step": "join EUR/USD around the release window"
}

AI answerとbacktestに必要なfieldは同じです: timing、provenance、freshness、reproducible endpoint access。

Open source integrations

Use FXMacroData in established quantitative research tools.

Explore a growing catalogue of merged integrations for FX research, backtesting, and macro-event-aware workflows.

Explore integrations

Use it where you work

日本語desk、quant notebook、AI agentが同じrecordを使う

Visual inspectionからAPI、MCP、downstream deliveryまで、同じJPY macro recordを使います。

Reviews

実際のresearch productを支えるmacro data

Builderはrelease calendar、macro indicators、FX data、positioning contextを、透明性の高いresearch workflowに接続するためにFXMacroDataを使います。

Built with FXMacroDataを見る
“FXMacroData has been extremely valuable for AXIOM FX because it gives us structured access to macroeconomic indicators, release calendars, FX data and positioning information in one place. It helps us build a more transparent, auditable and institutional-style macro research workflow.”
Fagner Oliveira Founder and Developer, AXIOM FX

FAQ

Plan選択前の短い回答

日本ユーザーの主な入口は何ですか?

USD/JPY dashboard、JPY release calendar、日銀policy_rate、Japan CPI、API docs、MCP workflowです。

Tokyo timeで使えますか?

はい。Calendar workflowではAsia/Tokyoを指定でき、社内通知やdesk briefingも日本時間に合わせられます。

Market consensusやforecastもありますか?

Predictions endpointで利用できるconsensus、survey、central-bank、IMF、forecast rowsをrealised announcementsとjoinできます。

USD/JPY backtestではどう使いますか?

JPYとUSD macro rowsをannouncement_datetimeでjoinし、当時公開されていた値だけをmodelに渡します。

Support

Japan workflowやJPY coverageを確認しますか?

必要なmarket、indicator、workflowを送ってください。Live monitoring、historical research、AI workflow、redistributionのどれが必要かを確認します。