Use the relevant local close
See the reference price published for a local market close, rather than treating a single global close as the answer for every currency.
Official FX reference-rate history
Get the central-bank reference price that applied when a market closed or at the point in the day your workflow needs. FXMacroData brings those published prices into one time-ordered FX history.
Many observations are a local-market end-of-day fixing. Their timestamps let you work with the actual published reference price instead of forcing every currency into one generic daily close.
Professional subscriber feature. An active subscription and API key are required to retrieve intraday FX prices. View plans.
For reference, valuation, and research. Not a live executable bid or ask feed.
Why it matters
A standard daily series can tell you the rate for a date. It cannot always tell you the official reference price that was available when a particular country or region finished its market day. That distinction matters when the time of the price is part of the decision.
See the reference price published for a local market close, rather than treating a single global close as the answer for every currency.
Each point records when the rate was observed. Your reports, valuations, and historical analysis can use a price that is tied to a clear moment in time.
When eligible central-bank reference prices are available at different times, the series preserves those staggered points in chronological order.
Request a prior period to reproduce a chart, check a report, or run a backtest against the reference-price history available for that window.
Built for decisions with a timestamp
Use the reference point that matches the business question, then retain it with the rest of your market or operational data.
Apply a defensible FX reference price to a report, balance, cash flow, or valuation at the close that matters to the business.
Compare official price observations before and after a policy decision, economic release, or regional trading window.
Show customers the meaningful reference points that arrived across the day without pretending the series is a tick or one-minute trading feed.
Recreate the time window behind a past decision and compare your own records with the relevant historical reference-rate observations.
Coverage
The series covers major and regional currencies where eligible point-in-time reference prices are available. Pair history and point density vary by the local publication schedule, business day, and historical record.
| Coverage group | Examples | Customer question |
|---|---|---|
| Major currencies | AUD, CAD, CHF, DKK, EUR, GBP, JPY, NOK, NZD, SEK, USD | What was the reference price at the relevant market close? |
| Extended Europe | BGN, CZK, HUF, ISK, PLN, RON, TRY | How did regional reference prices compare through the day? |
| Asia-Pacific | CNY, HKD, IDR, INR, KRW, MYR, PHP, SGD, THB, TWD | Which local-market reference price belongs in the analysis? |
| Americas and other markets | BRL, CLP, ILS, MXN, ZAR and additional codes | Can a historical report use the regional reference point? |
What the API returns
Choose a currency pair and a time window. The result is a chronological sequence of the available reference-price observations, ready for a chart or for your own valuation and research logic.
This is a reference-price history. It helps answer what official price was published at a point in time. It is not designed to supply a tradable bid, ask, spread, or continuous live market quote.
Read the endpoint details and examplesPoint-in-time FX reference history
Explore the endpoint for parameters, examples, and the chart-ready response shape.