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fxmacrodata

Official macroeconomic, FX and central-bank data for 22 currencies as typed SQL tables, with the time each figure was published

Maintainer(s): roberttidball

Installing and Loading

INSTALL fxmacrodata FROM community;
LOAD fxmacrodata;

Example

-- The latest print of every US indicator, with the instant each was published.
-- USD needs no API key.
SELECT indicator, val, unit, announced_at, source
FROM fxmacrodata_latest('USD')
WHERE val IS NOT NULL
ORDER BY announced_at DESC;

-- What is due next
SELECT release, announced_at, event_importance
FROM fxmacrodata_calendar('USD')
WHERE announced_at > now()
ORDER BY announced_at
LIMIT 5;

-- One indicator's published history
SELECT date, val, announced_at
FROM fxmacrodata_announcements('USD', 'inflation')
ORDER BY date DESC;

About fxmacrodata

Reads FXMacroData, which collects releases from official publishers (statistical agencies, central banks) across 22 currencies and stamps every observation with the time it was published.

Function Returns
fxmacrodata_latest(currency) The most recent print of every indicator for an economy
fxmacrodata_announcements(currency, indicator) The published history of one indicator
fxmacrodata_calendar(currency) Upcoming scheduled releases with publication times

Columns are typed: val is DOUBLE and announced_at is TIMESTAMP, so figures can be ordered, compared and aggregated without casting, and a missing figure stays NULL.

USD works without a key. For the other currencies and the full history window, set FXMACRODATA_API_KEY in the environment; it is sent as an X-API-Key header, so it never appears in a URL, a query plan or SQL history.

Added Functions

function_name function_type description comment examples
fxmacrodata_announcements table NULL NULL  
fxmacrodata_calendar table NULL NULL  
fxmacrodata_latest table NULL NULL  

Overloaded Functions

This extension does not add any function overloads.

Added Types

This extension does not add any types.

Added Settings

This extension does not add any settings.