FXMacroData
Macroeconomic data built for quantitative research
We turn fragmented macroeconomic releases, FX and positioning data into structured datasets for systematic traders, researchers and developers around the world.
Company figures as of 11 October 2026. Customer reach uses billing locations. Stored records are an estimate across the data warehouse, not a count of unique API observations.
1.4 million+ successful API responses in 30 days, 11 September to 10 October 2026, including customer and internal system traffic.
22 production API currencies. Available datasets and historical depth vary. Explore current data coverage.
Why FXMacroData exists
From official releases to research-ready data
Interest rates, inflation, employment and central-bank decisions shape FX markets. Researching their impact means working with different publishers, formats, release schedules and revisions.
FXMacroData brings those sources into a consistent data model. We preserve source provenance, available publication timestamps and revision history so researchers can understand where a value came from and when it became available.
Our REST API, Python SDK, SQL extension and MCP server connect that data to notebooks, backtesting frameworks, dashboards and financial applications. Timestamp availability and historical depth vary by dataset.
Company and registration
FXMacroData is an Australia-based registered business providing financial datasets and developer tools for quantitative research and systematic trading.
- Base
- Sydney, Australia
- Founded
- November 2025
- Registered name
- FXMacroData (registered business name since February 2026)
- ABN
- 97 837 657 289 · Verify on ABN Lookup
- Contact
- info@fxmacrodata.com
- Startup program
- Part of the Google for Startups Cloud Program
What FXMacroData provides
Published Python SDK
Install fxmacrodata from PyPI and use synchronous or asynchronous clients to access macro indicators, FX, release calendars, positioning and commodities from Python.
Explore the Python SDKReal-time release delivery
Access supported central-bank and economic releases through the API as they are captured from official publishers. Publication-time availability and delivery speed depend on the source and dataset.
Historical data with release context
Work with historical values, available publication timestamps and stored revisions. Check each dataset's timestamp and revision coverage before using it in a point-in-time backtest.
Consistent cross-currency schema
Use consistent field names across supported currencies and indicators, reducing the source-specific parsing needed to build research datasets.
MCP access for financial applications
Connect compatible assistants, including Claude and Cursor, to the hosted MCP server for programmatic access to FXMacroData datasets.
Forward release calendar
Find confirmed upcoming releases for supported economies and plan monitoring, research and event-driven workflows around the published schedule.
Developer community
Open-source integrations
FXMacroData integrations are listed in DuckDB's community extension registry, Apache Airflow's third-party ecosystem directory and Meltano Hub. Bring macroeconomic data into SQL research, scheduled workflows and warehouse pipelines.
Our Python data providers have also been merged into FinRL and FinRL-Meta. We contributed an MCP macro-release research example and guide to AWS Labs' CLI Agent Orchestrator, and our MCP-enabled plugin is listed in Hermes Agent's official plugin catalogue.
Explore the integration catalogue for installation and source code.
Clients across six language ecosystems
Connect from quantitative research notebooks, statistical workflows and production applications. Python, JavaScript/TypeScript and OCaml are published on PyPI, npm and opam; Go, R and Julia are distributed through public repositories.
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Python
· PyPI
Typed synchronous and asynchronous clients for macro releases, FX history, calendars, positioning and commodities.
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JavaScript / TypeScript
· npm
Typed Promise-based calls for announcements, calendars, catalogues, positioning and commodities, with MCP connection helpers.
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Go
· Public Go module
OpenAPI-generated requests and response models with context-based cancellation for financial-data applications.
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R
· GitHub package
Data-frame outputs, parsed dates and response metadata for statistical analysis and research notebooks.
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Julia
· GitHub package
Announcements, revision history and release calendars for release-aware quantitative research.
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OCaml
· opam
Typed wrappers with asynchronous Lwt results for macro indicators, calendars, FX, positioning and commodities.
Code, examples and community resources
Find the Python package, explore the source code, try API examples and follow our research and product updates.
Primary sources
FXMacroData prioritises original publishers, including central banks, national statistics agencies and government departments. Sources include the Federal Reserve Board, the Bureau of Labor Statistics, the Bureau of Economic Analysis, the European Central Bank, the Bank of England, the Reserve Bank of Australia and Statistics Canada. Rights depend on the exact dataset, publisher terms and any third-party inputs; public availability alone does not establish commercial redistribution permission.
View source publishers by currency
Start building today
USD data is available free with no API key. A 14-day free trial of the full multi-currency API is included with every paid plan.
Have a question? Contact support.