Macroeconomic and FX time-series data for AI agents: indicators, calendars, COT, forex, commodities.
Config is the same across clients — only the file and path differ.
{
"mcpServers": {
"io-github-fxmacrodata-fxmacrodata": {
"args": [
"fxmacrodata"
],
"command": "uvx"
}
}
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The FXMacroData Python SDK provides a simple and efficient interface for fetching macroeconomic indicators and forex price history from FXMacroData.
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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, supports free USD endpoints, and offers a free Forex Price API for exchange rate data.
get_fx_price).requests and aiohttp.Install from PyPI:
pip install fxmacrodata
Or install the latest version from GitHub:
pip install git+https://github.com/fxmacrodata/fxmacrodata.git
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)
# Free 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)
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)
# Free 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())
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.