Official-source macroeconomic and FX data, timestamped for backtesting.
fxmacrodata.com delivers macroeconomic indicators, FX prices, and central-bank releases sourced directly from central banks and statistical agencies. Every observation carries the exact announcement timestamp, so research and backtests can ask what was knowable at the time rather than silently using a revised figure.
656 indicator endpoints · 97 distinct macroeconomic indicators · 18 currencies
AUD · BRL · CAD · CHF · CNH · CNY · DKK · EUR · GBP · ILS ·
JPY · NGN · NOK · NZD · PEN · SEK · THB · USD
| Category | Indicators |
|---|---|
| Monetary policy | Policy rate, interbank rate, overnight deposit rate |
| Economy | GDP growth, inflation (CPI/HICP), trade balance, current account, retail sales |
| Labour market | Unemployment, employment, participation rate, non-farm payrolls |
| Government bonds | 2y–30y yields, inflation-linked bonds |
| Positioning & commodities | CFTC Commitment of Traders, gold, silver, platinum |
| Other | Money supply, inflation expectations, house prices |
Browse the full matrix at Data Coverage.
pip install fxmacrodatafrom fxmacrodata import Client
# The key is sent as an X-API-Key header, not in the URL.
client = Client(api_key="YOUR_API_KEY")
# Macroeconomic releases, with announcement timestamps
data = client.get_indicator("eur", "inflation", start_date="2023-01-01")
# Upcoming releases
calendar = client.get_calendar("usd")An async client is available as AsyncClient. Both depend only on requests
and aiohttp, and work directly with pandas.
| Repo | What it is |
|---|---|
| fxmacrodata | Official Python SDK — sync + async clients (PyPI) |
| mcp-server-fxmacrodata | MCP server, for using the data from Claude and other AI agents |
| examples | Runnable examples across backtesting and analysis frameworks |
| ocaml-fxmacrodata | OCaml client (opam) |
| FXMacroData.jl | Julia client |
| astrbot-plugin-fxmacrodata | AstrBot plugin exposing the full MCP tool set |
The API is available as a hosted Model Context Protocol server, so an agent can query macro data, release calendars, and FX rates as tools:
https://mcp.fxmacrodata.com/mcp
See the MCP Server docs for client setup, or run the self-hosted server.
- No lookahead bias — every point carries its announcement timestamp, and revisions keep their original epochs, so you can reconstruct what was published when
- Official sources only — central banks and statistical agencies, with provenance on every response
- Release-aware — a calendar of upcoming releases with confirmed vs assumed times, not just historical series
- Built for machines — REST, GraphQL, OpenAPI, and MCP
| Plan | Access |
|---|---|
| Free | USD macroeconomic indicators, most recent 90 days, no API key required |
| Individual — $50/month | All 18 currencies, full history, FX prices, COT, commodities. 14-day free trial |
| Enterprise | Higher limits, commercial redistribution, support |
See Pricing for current terms.
All endpoints live under https://api.fxmacrodata.com/v1/. Authenticate with an
X-API-Key header — an api_key query parameter is still accepted, but a key in
a URL is recorded by proxies, CDNs and server access logs.
- 🌐 Website: fxmacrodata.com
- 📖 API reference: fxmacrodata.com/documentation/reference
- 🔌 Swagger UI: fxmacrodata.com/api/docs
- 📚 Quickstart & guides: fxmacrodata.com/api-data-docs
- 📘 SDK docs: fxmacrodata.readthedocs.io
- 📊 Data coverage: fxmacrodata.com/data-coverage
