ML4T Data
Data providerFirst-class FXMacroData provider
A typed provider for macro releases, calendars, COT, commodities, and sentiment in the Machine Learning for Trading data workflows.
View open source repoOpen source integrations
FXMacroData in the open source tools researchers use.
Explore a growing collection of merged contributions that bring FXMacroData into forex research, backtesting, and macro-event risk workflows.
Merged projects
Practical integrations for research workflows.
Pinkfish
Forex dataFXMacroData forex timeseries fetcher
Fetch FXMacroData reference rates as OHLCV-style timeseries for Pinkfish research and backtesting workflows.
View open source repoRoboquant
Release calendarMacro-event blackout strategy sample
Use the FXMacroData release calendar to keep a strategy out of scheduled top-tier macro-event windows.
View open source repoFast Trade
Macro contextFXMacroData macro context client and MCP tool
Fetch FXMacroData macro, FX, COT, commodity, session, and sentiment context for fast-trade backtests and agent workflows.
View open source repoClaude Trading Skills
Release calendarFXMacroData release calendar skill
Pull upcoming macro releases with consensus and source context into Claude Code trading and research skill workflows.
View open source repoDirectional Scalper
Macro contextRelease-aware macro module
Read the FXMacroData release calendar from the framework's macro module to keep strategies aware of scheduled announcements.
View open source repoMidas
Release calendarFXMacroData release calendar loader
Load scheduled macro releases directly from the Midas package for event-aware alpha feature research.
View open source repoPyEventBT
Release calendarMacro calendar data connector
A data-provider connector that supplies FXMacroData release calendar events as filters and features in event-driven backtests.
View open source repoBuild your own integration
Use the API, MCP server, and implementation guides to bring release-aware macro data into your own research stack or product.