Official-source macroeconomic and FX data for research and backtesting.
FXMacroData provides macroeconomic observations, FX data and central-bank releases sourced from central banks and statistical agencies. Use supplied publication timestamps and provenance for point-in-time research.
Subscribe to FXMacroData for non-USD data, full available history, FX, commodities and positioning. Use the public USD workflow to evaluate the API before connecting your subscription.
Explore the current data coverage for available currencies, indicators and history.
| 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.
- Point-in-time research — use supplied publication timestamps and revision metadata when constructing historical datasets
- 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 |
|---|---|
| Individual | Subscription for personal research and trading, including non-USD data, full available history, FX, positioning and commodities |
| Enterprise | Subscription for institutional use, with team access and administrative controls |
| USD evaluation | Public USD macroeconomic data within the public-history window, without an API key |
Compare subscriptions for current access and terms. Commercial redistribution is a separate add-on.
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
