专为需要在市场变动前获取数据的交易员而生

系统性外汇研究依赖于宏观经济数据——利率决策、通胀数据、就业发布。但干净地获取这些数据比应有的更困难。爬虫会失效，提供商的模式各异，并且大多数数据源缺乏回测所需的精确发布时间戳。

FXMacroData was built to fix that. We pull directly from official central bank and government statistical sources, normalize every response to a consistent schema, and target sub-second availability for supported live releases once the official source publishes. Every record carries an announcement_datetime — the actual moment the data became public — so your backtests reflect the information set available to live traders at each point in time.

结果是一个您可以自信地构建的数据层：干净、带有时间戳，并且没有事后抓取数据所困扰的未来函数偏差。