Daily and hourly forex data across 180+ currency pairs, with decades of history back to 1987. Power systematic strategies, cross-rate analysis, and volatility research with clean, normalized currency exchange rate data.
from axion import Axion, utils, visualize, ta
client = Axion(api_key="your_api_key")
df = utils.df(
client.forex.prices(
"EURUSD",
from_date=utils.d(utils.yearago),
frame="daily",
)
)
df["ema_21"] = ta.ema(df, period=21)
df["ema_50"] = ta.ema(df, period=50)
df["rsi"] = ta.rsi(df, period=14)
visualize.graph(
df,
x="date",
lines=["close", "ema_21", "ema_50"],
title="EUR/USD - Spot Direction",
)
Daily and hourly exchange rates across 300+ currency pairs. Pull decades of history back to 1987 nearly instantly for backtesting and long-horizon research.
35+ years of clean, historical FX data, spot rates, and forward curves. Daily OHLCV bars for backtesting and quantitative research.
Interest rate decisions, meeting minutes sentiment, balance sheet changes, and economic indicator surprises. Model fundamental policy divergence.
Implied volatility surfaces, risk reversals, and skew across tenors. Gauge market positioning, hedging demand, and tail risk perceptions.
Automatically calculated cross rates for all currency pairs. Precise triangulation logic ensures consistency across the entire FX universe.
Full spectrum of major, minor, and exotic currency pairs with currency pair data and exchange rate data. Spot, forward, and options pricing from one API with institutional-grade reliability.
Forex Data Platform
Institutional-grade forex data API coverage across spot, forward, and options markets - normalized, timestamped, and ready for production.
Navigate the $7 trillion daily market with cross-asset context. Analyze daily and hourly forex data, spot, forward, and options pricing alongside the macro drivers, central bank signals, and capital flows that move exchange rates.
Daily and historical FX rates, currency pair metadata, and OHLCV aggregates for 180+ forex pairs
Access daily and hourly exchange rates dating back to 1987, currency pair data, and cross-asset market data across major global exchanges. Power quantitative trading strategies, risk management, and portfolio analytics with institutional-grade data.
Get StartedEuro · US Dollar
You can access forex data and cross-asset instruments across all major global exchanges.
ANNUALIZED ROLL
#1 · MXN / JPY
High carry / elevated vol
#2 · BRL / CHF
High carry / elevated vol
#3 · AUD / JPY
Moderate efficiency
#4 · EUR / USD
Moderate efficiency
You get comprehensive market data from trading venues around the world.
GLOBAL FX CLOCK
Tokyo
ClosedLondon
03:42 leftNew York
06:42 leftPeak liquidity
14:00 UTC
EUR/USD spread
0.2 pip
You can perform deep quantitative analysis with vast historical daily and hourly datasets.
CROSS-ASSET SIGNAL
Growth
72Inflation
46Liquidity
63Equities
Favor
Duration
Neutral
USD
Fade
You can backtest and validate trading strategies across decades of market data.
US · DAILY MODEL
Current quarter
+2.4%
Annualized GDP
Next quarter
+1.9%
Model median
You can pull decades of history nearly instantly to power long-horizon research and backtesting.
Major, minor and emerging-market pairs are covered. Use the find-tickers endpoint to search pairs by currency codes, or the list endpoint to enumerate everything available.
Each pair is treated like any other instrument: a ticker, live quote and historical OHLCV series, so the same code that pulls stock data pulls exchange rates with no changes.
Yes, historical exchange rates pair naturally with the economic datasets and calendar endpoints, letting you study regional market moves around macro releases.
Quotes refresh at high frequency during market hours. Historical daily bars are available for every pair regardless of plan tier.
Flexible plans for developers, startups, and enterprises. Access comprehensive market data, fundamental data, and alternative data through a single financial data API.
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