FXMacroData.jl

FXMacroData.jl is a small Julia client for the FXMacroData REST API. It is intended for research, release-aware backtests, and event-driven systems such as Fastback.jl; it does not place trades, modify accounts, or bundle any Fastback source code.

Status

FXMacroData.jl is distributed directly from GitHub and is not published to the Julia General registry.

Install after publication

using Pkg
Pkg.add(url="https://github.com/fxmacrodata/FXMacroData.jl")

Use

using Dates
using FXMacroData

client = Client()
inflation = announcements(
    client,
    "USD",
    "inflation";
    start_date=Date(2025, 1, 1),
    end_date=Date(2025, 12, 31),
    revisions="all",
)
calendar = release_calendar(client, "USD")

Client() reads FXMACRODATA_API_KEY and FXMD_API_KEY from the environment. The key is sent only as the API's api_key query parameter. USD public data can be queried without a key within the API's public-history window; protected currencies and extended history need a key.

Release-aware research

Macro rows expose announcement_datetime, and announcements(...; revisions="all") preserves revision epochs returned by the API. Backtests must not use a release or revision before its source timestamp.

Development

julia --project -e 'using Pkg; Pkg.instantiate(); Pkg.test()'

Tests inject a fake HTTP request function and do not make live API calls.