FXMacroData Python SDK 🐍📊

The FXMacroData Python SDK provides a simple and efficient interface for fetching macroeconomic indicators, forex prices, release calendars, COT positioning, and commodity prices from FXMacroData.

It includes both synchronous and asynchronous clients, and USD macro endpoints work without an API key.

🌟 Features

• Fetch:
  • Macroeconomic indicators — policy rates, inflation, GDP, unemployment, bond yields, and more: 97 distinct indicators across 656 endpoints
  • FX spot rates with optional technical indicators (SMA, RSI, MACD, Bollinger Bands)
  • Release calendars — upcoming economic data release dates
  • Data catalogue — discover available indicators per currency
  • COT data — CFTC Commitment of Traders positioning
  • Commodity prices — gold, silver, platinum
• Free access to USD macro data, covering the most recent 90 days. An API key lifts the window to full history.
• FX spot-rate history through `get_fx_price`.
• API key required for protected datasets, including non-USD indicators, FX spot-rate history, COT, and commodities.
• Full support for:
  • Synchronous client
  • Asynchronous client
• Lightweight: depends only on `requests` and `aiohttp`.

📦 Installation

Install from PyPI:

pip install fxmacrodata

Or install the latest version from GitHub:

pip install git+https://github.com/fxmacrodata/fxmacrodata.git

🔧 Usage

Synchronous

from fxmacrodata import Client

client = Client(api_key="YOUR_API_KEY")

# Fetch macroeconomic indicators
data = client.get_indicator(
    "aud", "policy_rate",
    start_date="2023-01-01",
    end_date="2023-11-01"
)
print(data)

# Forex price endpoint
fx = client.get_fx_price("usd", "gbp", start_date="2025-01-01")
print(fx)

# Forex with technical indicators
fx = client.get_fx_price("eur", "usd", indicators="sma_20,rsi_14,macd")
print(fx)

# Release calendar
calendar = client.get_calendar("usd")
print(calendar)

# Data catalogue — discover available indicators
catalogue = client.get_data_catalogue("usd")
print(catalogue)

# COT positioning data
cot = client.get_cot("eur", start_date="2025-01-01")
print(cot)

# Commodity prices
gold = client.get_commodities("gold", start_date="2026-01-01")
print(gold)

Asynchronous

import asyncio
from fxmacrodata import AsyncClient

async def main():
    async with AsyncClient(api_key="YOUR_API_KEY") as client:
        # Fetch macroeconomic indicators
        data = await client.get_indicator("eur", "inflation")
        print(data)

        # Forex price endpoint
        fx = await client.get_fx_price("usd", "jpy")
        print(fx)

        # Release calendar
        calendar = await client.get_calendar("usd")
        print(calendar)

        # Data catalogue
        catalogue = await client.get_data_catalogue("usd")
        print(catalogue)

        # COT positioning
        cot = await client.get_cot("jpy")
        print(cot)

        # Commodity prices
        gold = await client.get_commodities("gold")
        print(gold)

asyncio.run(main())

OpenBB Integration

FXMacroData supports all practical OpenBB integration paths from this package:

• OpenBB Python: installable provider/router extension for `obb.fxmacrodata.*`.
• OpenBB REST API: `/api/v1/fxmacrodata/*` routes through `openbb-api`.
• OpenBB Workspace, generated: widgets generated by `openbb-api` from inline metadata.
• OpenBB Workspace, custom: standalone backend serving `widgets.json`, `apps.json`, and data endpoints.
• OpenBB MCP: tools exposed through `openbb-mcp`.
• OpenBB CLI: commands available after `openbb-build`.

OpenBB packages require Python 3.10+. Install the OpenBB Python extra:

pip install "fxmacrodata[openbb]"
openbb-build

Then use FXMacroData from the OpenBB Python interface:

from openbb import obb

obb.user.credentials.fxmacrodata_api_key = "YOUR_API_KEY"

catalogue = obb.fxmacrodata.data_catalogue(
    currency="USD",
    provider="fxmacrodata",
).to_df()

inflation = obb.fxmacrodata.macro_indicators(
    currency="USD",
    indicator="inflation",
    start_date="2020-01-01",
    provider="fxmacrodata",
).to_df()

eurusd = obb.fxmacrodata.fx_historical(
    base="EUR",
    quote="USD",
    start_date="2024-01-01",
    provider="fxmacrodata",
).to_df()

Run the OpenBB REST API and generated Workspace backend:

pip install "fxmacrodata[openbb-api]"
openbb-build
fxmacrodata-openbb-api --host 127.0.0.1 --port 6900

Workspace can be connected to `http://127.0.0.1:6900`. The generated

`/widgets.json` uses FXMacroData's inline OpenBB widget metadata.

Run the OpenBB Workspace custom backend:

pip install "fxmacrodata[workspace]"
fxmacrodata-openbb-backend

Default backend URL:

http://127.0.0.1:7779

Workspace exposes `/widgets.json`, `/apps.json`, `/catalogue`,

`/release_calendar`, `/macro_indicator`, `/forex`, `/cot`, and `/commodity`.

Swagger/OpenAPI docs are disabled by default for this backend. For local

debugging only, set `FXMACRODATA_OPENBB_ENABLE_DOCS=1` before starting it.

Run OpenBB MCP:

pip install "fxmacrodata[mcp]"
openbb-build
fxmacrodata-openbb-mcp --default-categories fxmacrodata --host 127.0.0.1 --port 8001

Run OpenBB CLI:

pip install "fxmacrodata[openbb-cli]"
openbb-build
openbb

See `docs/openbb-integration.md` for the full integration matrix and the

separate upstream OpenBB repository contribution path.

📘 API Overview

`get_indicator(currency, indicator, start_date=None, end_date=None)`

Fetches macroeconomic indicator time series data.

• `currency`: `"usd"`, `"aud"`, `"eur"`, `"gbp"`, `"cad"`, `"nok"`, `"nzd"`, `"jpy"`, `"brl"`, `"cny"`, `"dkk"`, `"pln"`, `"sek"`, `"sgd"`, etc.
• `indicator`: `"policy_rate"`, `"inflation"`, `"gdp"`, `"unemployment"`, `"trade_balance"`, `"current_account_balance"`, `"gov_bond_10y"`, etc.
• API key required for non-USD.

`get_fx_price(base, quote, start_date=None, end_date=None, indicators=None)`

Fetches daily FX spot rates between two currencies.

• `indicators`: Optional comma-separated technical indicators — `"sma_20"`, `"sma_50"`, `"sma_200"`, `"rsi_14"`, `"macd"`, `"ema_12"`, `"ema_26"`, `"bollinger_bands"`, or `"all"`.
• API key required.

`get_calendar(currency, indicator=None)`

Fetches upcoming economic data release dates for a currency.

• `indicator`: Optional filter to a specific indicator slug.
• Returns `announcement_datetime` (Unix timestamp) and `release` (indicator slug).

`get_data_catalogue(currency, include_capabilities=False, include_coverage=False, indicator=None)`

Discovers available macroeconomic indicators for a given currency.

• Returns a dict keyed by indicator slug with `name`, `unit`, `frequency`, and `has_official_forecast`.
• API key required for non-USD.

`get_cot(currency, start_date=None, end_date=None)`

Fetches CFTC Commitment of Traders (COT) positioning data.

• Supported currencies: `AUD`, `CAD`, `CHF`, `EUR`, `GBP`, `JPY`, `NZD`, `USD`.
• API key required for non-USD.

`get_commodities(indicator, start_date=None, end_date=None)`

Fetches commodity price time series.

• `indicator`: `"gold"`, `"silver"`, or `"platinum"`.
• API key required.

💹 Supported Currencies & Indicators

18 currencies supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD.

The table below shows a sample of indicator coverage across four major currencies. Use `get_data_catalogue()` to discover the full list for any currency.

📄 License

MIT License © FXMacroData

🌐 Links

• Website: https://fxmacrodata.com
• API Docs: https://fxmacrodata.com/docs
• GitHub: https://github.com/fxmacrodata/fxmacrodata
• PyPI: https://pypi.org/project/fxmacrodata/
• Readthedocs: https://fxmacrodata.readthedocs.io/en/latest/
• Zenodo: https://zenodo.org/records/18280968