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.
FXMacroData.jl is distributed directly from GitHub and is not published to the Julia General registry, so install it by URL:
using Pkg
Pkg.add(url="https://github.com/fxmacrodata/FXMacroData.jl")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 then FXMD_API_KEY from the environment,
or takes an explicit api_key=.
The key is sent as an X-API-Key request header. That is deliberate: a key in
the query string is recorded by every proxy, CDN and server access log along the
request path, and leaks through Referer headers. If something between you and
the API cannot forward the header, opt in explicitly:
client = Client(auth_mode=:query)Subscribe to FXMacroData for non-USD data, full available history, FX, commodities and positioning in your Julia research workflows. Evaluate the client with public USD data within the API's public-history window, then supply your subscription's key for protected access.
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.
julia --project -e 'using Pkg; Pkg.instantiate(); Pkg.test()'Tests inject a fake HTTP request function and do not make live API calls.