ECB FX market signals (daily volatility, momentum, anomalies, forecasts)
Daily FX market signals derived from the ECB's euro foreign exchange reference rates: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-day cross-currency volatility rank for 44 currencies. Currencies are mapped to issuing-country ISO codes so the signals join cleanly with country-keyed macro data. Raw rates: European Central Bank.
Quality
Attribution
European Central Bank statistics (derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Reference period of the observation (TIME_PERIOD in the ECB SDMX feed; YYYY-MM-DD for daily series). |
| country | string | |
| country_code | string | |
| currency | string | |
| series_id | string | ECB SDMX series key (KEY), e.g. EXR.D.USD.EUR.SP00.A: daily euro reference rate for the given currency. |
| series_label | string | ECB series title (TITLE) as published in the ECB data portal. |
| value | float | Observed exchange rate (OBS_VALUE): foreign currency units per one euro, as published in the ECB's daily euro foreign exchange reference rates. |
| volatility_30d | float | |
| momentum_3m | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer |
Sample rows
| date | country | country_code | currency | series_id | series_label | value | volatility_30d | momentum_3m | anomaly_flag | forecast_1m | rank |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1999-01-04 | Australia | AUS | AUD | EXR.D.AUD.EUR.SP00.A | Australian dollar/Euro ECB reference exchange rate | 1.91 | — | — | 0 | — | — |
| 1999-01-04 | Canada | CAN | CAD | EXR.D.CAD.EUR.SP00.A | Canadian dollar/Euro ECB reference exchange rate | 1.8004 | — | — | 0 | — | — |
| 1999-01-04 | Switzerland | CHE | CHF | EXR.D.CHF.EUR.SP00.A | Swiss franc/Euro ECB reference exchange rate | 1.6168 | — | — | 0 | — | — |
| 1999-01-04 | Cyprus | CYP | CYP | EXR.D.CYP.EUR.SP00.A | Euro/Cyprus pound | 0.58231 | — | — | 0 | — | — |
| 1999-01-04 | Czechia | CZE | CZK | EXR.D.CZK.EUR.SP00.A | Czech koruna/Euro ECB reference exchange rate | 35.107 | — | — | 0 | — | — |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/fx_signals/ecb_fx_market_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fx_signals/ecb_fx_market_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/fx_signals/ecb_fx_market_signals
Tip: fetch /llms.txt for the full machine-readable catalog.