Backtesting
Point-in-time historical data
Backtest against decades of records that preserve when each macro value was known to the market.
Historical macro data is useful only when the model knows when a value became public. FXMacroData keeps a known-at timestamp on each record so research notebooks and trading systems can join macro data to FX prices by real availability, not reference period.
Use the known-at release timestamp as the integrity boundary.
Join into pandas with merge_asof or event-study frameworks.
Coverage pages show currently published history start dates.