FXMacroData
Point-in-time macro, central-bank and FX data for 22 currencies
Official economic releases stored as they were published. Every figure keeps its first print, its revisions and the time it came out, so a backtest only uses numbers that were known on the day.
What it covers
| Area | Data |
|---|---|
| Currencies | AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD |
| Releases | Inflation, jobs, GDP, retail sales, trade, policy-rate decisions and more, from the official publishers |
| Timing | Release calendars with exact scheduled times, and the time each figure was published |
| Markets | FX rates, government bond yields, commodities and CFTC positioning |
Python client
pip install fxmacrodata
Source on GitHub.
USD data is free to use. Other currencies need an API key, and plans start with a 14-day free trial. Contact: info@fxmacrodata.com