Founder, FXMacroData · Economic data infrastructure for FX research
Building FXMacroData across data engineering, APIs, developer tools and quantitative research. The focus: make official economic data easier to use, trace and analyse in the workflows where investment research happens.
LinkedIn · FXMacroData on GitHub · Contact
Economic releases, history and market context—ready for your research stack.
Connect macroeconomic fundamentals to currency research without maintaining a separate connector for every central bank and statistics office. FXMacroData brings official-source observations and release calendars into a consistent API, with source, unit and timing metadata to support informed analysis.
- Build currency models. Work with inflation, interest rates, growth and employment alongside FX rates, bond yields, commodities and COT positioning.
- Research economic events. Combine macro history and release calendars, and review publication timing and revision information when constructing a backtest.
- Bring evidence into AI workflows. Give compatible assistants access to economic data through MCP, then follow the source links behind their analysis.
- Use the tools you already know. Query in SQL, extract into a warehouse, write a Python notebook or work inside a research terminal.
Explore the platform · Data coverage · API documentation · Get started
Available through these platforms' external extension and plugin catalogues.
| Platform | Research workflow | Listing and source |
|---|---|---|
 DuckDB |
Query macro observations, indicator history and release calendars directly in SQL. | DuckDB Community Extension · Repository |
 Hermes |
Bring source-linked macro tools and a USD briefing command into a research agent. | Hermes plugin catalogue · Repository |
 Singer / Meltano |
Extract economic releases, calendars, indicator metadata and FX reference rates into data pipelines. | Meltano Hub · Repository |
Practical guides to turning economic data into transparent models, reproducible analysis and working applications.
- Point-in-Time Macro Backtesting — Account for publication timing and revisions when studying FX events.
- Build an FX Macro Model — Turn economic indicators into transparent currency scorecards.
- Build a Macro Dashboard with pandas and Plotly — Take a research question from data retrieval to interactive analysis.
- Use Python Backtesting Frameworks with FXMacroData — Add macro-event context to Backtrader, vectorbt and backtesting.py workflows.
- Receive Webhooks with Cloudflare Workers — Build a receiver with signature verification, idempotent storage and delivery recovery.
Python SDK · MCP server · Example applications · Open datasets
Python quickstart · REST API reference · Connect an AI assistant
For integration support, data access and commercial enquiries: info@fxmacrodata.com.