FXMacroData SDK for PHP

Client for the FXMacroData API: macroeconomic announcements with release timestamps, release calendars, FX reference rates, rate differentials, yield curves, COT positioning and commodities, sourced from central banks and statistics offices across 22 currencies.

USD endpoints work without an API key. Other currencies need a subscription.

Install

composer require fxmacrodata/fxmacrodata-php

Quickstart

<?php
// Quickstart: latest US policy rate, release calendar and catalogue.
// USD works without a key; set FXMACRODATA_API_KEY for other currencies.
require_once __DIR__ . '/../vendor/autoload.php';

$config = FXMacroData\Configuration::getDefaultConfiguration();
$key = getenv('FXMACRODATA_API_KEY');
if ($key) {
    $config->setApiKey('X-API-Key', $key);
}

$api = new FXMacroData\Api\FXMacroDataApi(new GuzzleHttp\Client(), $config);

$rates = $api->getAnnouncements('USD', 'policy_rate');
$latest = $rates->getData()[0] ?? null;
if ($latest === null) {
    fwrite(STDERR, "no observations returned\n");
    exit(1);
}
printf("USD policy rate: %s on %s\n", $latest->getVal(), $latest->getDate());

$api->getCalendar('USD');

$catalogue = $api->getDataCatalogue('USD');
printf("USD catalogue: %d indicators\n", count($catalogue));

The same file is in this repository at examples/quickstart.php.

Authentication

The key is sent in the X-API-Key header and never in the URL. The quickstart reads it from the FXMACRODATA_API_KEY environment variable.

API reference

All URIs are relative to https://api.fxmacrodata.com

Class	Method	HTTP request	Description
FXMacroDataApi	getAnnouncementChanges	GET /v1/announcements/changes	Poll recent live announcement release changes
FXMacroDataApi	getAnnouncements	GET /v1/announcements/{currency}/{indicator}	Get macroeconomic indicator data
FXMacroDataApi	getCalendar	GET /v1/calendar/{currency}	Get upcoming economic data release dates
FXMacroDataApi	getCommodities	GET /v1/commodities/{indicator}	Get commodity indicator data
FXMacroDataApi	getCot	GET /v1/cot/{currency}	Get CFTC Commitment of Traders (COT) data
FXMacroDataApi	getCurves	GET /v1/curves/{currency}	Get curve analytics by currency
FXMacroDataApi	getDataCatalogue	GET /v1/data_catalogue/{currency}	Get Currently Available Macroeconomic Indicators
FXMacroDataApi	getFactor	GET /v1/factors/{currency}/{factor}	Get a precomputed FX factor for one currency
FXMacroDataApi	getFinancialPrices	GET /v1/financial_prices/{currency}	Official financial prices and yield curves
FXMacroDataApi	getForex	GET /v1/forex/{base}/{quote}	Get FX spot rates
FXMacroDataApi	getFxIntradayReferenceRates	GET /v1/fx/intraday-reference-rates/{base}/{quote}	Get subscriber intraday FX reference rates
FXMacroDataApi	getFxReferenceRates	GET /v1/fx/reference-rates/{base}/{quote}	Get timestamped official FX reference rates
FXMacroDataApi	getFxSessionRates	GET /v1/fx/session-rates/{base}/{quote}	Get official FX session-close reference rates
FXMacroDataApi	getFxSourceUniverse	GET /v1/fx/source-universe	List public FX reference-rate pair universe
FXMacroDataApi	getFxSources	GET /v1/fx/sources	List public FX reference-rate sources
FXMacroDataApi	getHealth	GET /v1/health	Ping the API
FXMacroDataApi	getLatestAnnouncements	GET /v1/announcements/{currency}/latest	Get latest values for all indicators in a currency
FXMacroDataApi	getLatestCommodities	GET /v1/commodities/latest	Get latest values for all commodity indicators
FXMacroDataApi	getMarketSessions	GET /v1/market_sessions	FX market session timetable
FXMacroDataApi	getPredictionCoverage	GET /v1/predictions/coverage	Which forecast publishers cover which currency (no API key)
FXMacroDataApi	getPredictionCoverageForCurrency	GET /v1/predictions/coverage/{currency}	Per-indicator forecast coverage for one currency (no API key)
FXMacroDataApi	getPredictions	GET /v1/predictions/{currency}/{indicator}	List predictions for one indicator of a currency
FXMacroDataApi	getPressReleases	GET /v1/press-releases/{currency}	Recent central bank press releases
FXMacroDataApi	getRateDifferentials	GET /v1/rate_differentials/{base}/{quote}	Get pair rate differentials
FXMacroDataApi	getRiskSentiment	GET /v1/risk_sentiment	Global risk-on / risk-off indicator
FXMacroDataApi	ping	GET /v1/ping	Ping the API
FXMacroDataApi	researchPanel	POST /v1/research/panel	Build a panel of values known at each decision time

Models

• AnnouncementChangeEvent
• AnnouncementChangesResponse
• AnnouncementChangesScope
• AnnouncementDataPoint
• AnnouncementPredictions
• AnnouncementProvenance
• AnnouncementRemap
• AnnouncementResponse
• CBTargetEntry
• CBTargetInfo
• COTDataPoint
• COTFXOverlay
• COTPaginationInfo
• COTProvenance
• COTResponse
• CalendarReleaseRow
• CalendarResponse
• CatalogueCoverage
• CatalogueSeriesVariant
• CatalogueSupportedOptions
• CommoditiesLatestResponse
• CommodityCoverage
• CommodityCoverageSegment
• CommodityDataPoint
• CommodityLatestItem
• CommodityMissingWeekdayRange
• CommodityObservation
• CommodityResponse
• CurveAnalyticsResponse
• DataCatalogueItem
• DataQuality
• FactorDataPoint
• FactorResponse
• FinancialCoverage
• FinancialObservation
• FinancialPagination
• FinancialPriceResponse
• FinancialSource
• ForexDataPoint
• ForexPairMetadata
• ForexPointSource
• ForexProvenance
• ForexResponse
• FreemiumDelayNotice
• FreemiumWindow
• FxIntradayReferenceRatePoint
• FxIntradayReferenceRatesResponse
• FxReferencePoint
• FxReferenceResponse
• FxSessionRatePoint
• FxSessionRateResponse
• FxSource
• FxSourceLeg
• FxSourcePolicy
• FxSourceUniverseEntry
• FxSourceUniversePair
• FxSourceUniverseResponse
• FxSourcesResponse
• HTTPValidationError
• IndicatorPaginationInfo
• LatestAnnouncementItem
• LatestAnnouncementProvenance
• LatestAnnouncementValue
• LatestAnnouncementsProvenance
• LatestAnnouncementsResponse
• MarketSession
• MarketSessionOverlap
• MarketSessionsResponse
• OfficialForwardSourceSupport
• Pagination
• PointInTimeCompleteness
• PolicyFamilyEntry
• PredictionItem
• PredictionProvenance
• PredictionsResponse
• PressRelease
• PressReleaseRatePath
• PressReleasesResponse
• RateDifferentialPoint
• RateDifferentialResponse
• RateDifferentialSources
• RatePathMatch
• ReleaseDeliveryAnnouncement
• ReleaseTiming
• ResearchPanelRequest
• ResearchPanelResponse
• ResearchSeries
• RevisionEntry
• RiskSentimentAliases
• RiskSentimentComponentCoverage
• RiskSentimentComponentMetadata
• RiskSentimentPoint
• RiskSentimentResponse
• SelectedSeries
• SeriesFilters
• ServiceStatusResponse
• SourceProvenance
• ValidationError

Versioning

This client is generated from the FXMacroData OpenAPI specification, so it tracks the API one to one. Report problems at https://github.com/fxmacrodata/fxmacrodata-php/issues.

Licence

MIT