OCaml client for the FXMacroData API — official-source forex and macroeconomic data: central-bank announcements, macroeconomic indicator time series, economic release calendars, CFTC Commitment of Traders positioning, commodities, and FX spot-rate history across 18 catalogue currencies (AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD).
opam install fxmacrodatalet()=let client =Fxmacrodata.create ()inmatchLwt_main.run
(Fxmacrodata.macro_indicator client ~currency:"usd"~indicator:"inflation"~start_date:"2026-01-01"())
with|Okrows -> Printf.printf "Fetched %d rows\n" (List.length rows)
|Errore -> prerr_endline (Fxmacrodata.Error.to_string e)Run the bundled example:
dune exec examples/latest_announcements.exeFree-tier endpoints work without a key. For keyed access, pass the key
explicitly or set an environment variable — resolution order is
~api_key argument, then FXMACRODATA_API_KEY, then FXMD_API_KEY:
let client =Fxmacrodata.create ~api_key:"YOUR_KEY"()The key is sent as an X-API-Key header by default; use
~auth_mode:Fxmacrodata.Query to send it as an api_key query parameter
instead.
Typed helpers (all return (_, Fxmacrodata.Error.t) result Lwt.t; dates are
YYYY-MM-DD strings):
| Function | Endpoint |
|---|---|
ping | GET /v1/ping |
data_catalogue ~currency | GET /v1/data_catalogue/{currency} |
release_calendar ~currency | GET /v1/calendar/{currency} |
macro_indicator ~currency ~indicator | GET /v1/announcements/{currency}/{indicator} |
forex ~base ~quote | GET /v1/forex/{base}/{quote} |
cot ~currency | GET /v1/cot/{currency} |
commodity ~indicator | GET /v1/commodities/{indicator} |
Any other endpoint of the public API is reachable through the generic escape hatch:
Fxmacrodata.get_json client ~path:"/v1/market_sessions"()get_data is the same but returns the top-level data array of the
response, which is the shape most time-series endpoints use.
Start with data_catalogue to discover the exact indicator slugs available
for a currency.
opam install . --deps-only --with-test
dune build
dune testTests run fully offline against an injected stub HTTP function.
MIT