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, supports free USD endpoints, and offers a free Forex Price API for exchange rate data.

🌟 Features

• Fetch:
• Macroeconomic indicators — policy rates, inflation, GDP, unemployment, bond yields, and 100+ more
• 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.
• Free Forex Price API (get_fx_price).
• API key required only for non-USD indicators.
• 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)

# 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)

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)

        # 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())

📘 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 (ECB reference 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".
• No API key needed.

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: USD, EUR, GBP, JPY, AUD, CAD, CHF, NZD, HKD, SGD, NOK, PLN, SEK, DKK, BRL, CNY, KRW, MXN.

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