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Open datasets, fully documented — searchable here, and readable by any LLM.

8 datasets

fx
  • BIS REER Competitiveness Signals (derived)

    BIS REER competitiveness signals (currency misalignment gauges)

    Monthly currency-competitiveness signals from the BIS real broad effective exchange rate indices (1994-01 ->, keyless): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-economy ranks, a 10-year valuation z-score misalignment gauge with over/undervalued flags, 12-month real appreciation rates, and per-month REER-level ranks. All rows carry normalized ISO country codes so they join cleanly with other macro data. Raw data: Bank for International Settlements.

    • fx
    • reer
    • effective-exchange-rate
    • competitiveness
    rows
    25,088
    Quality
    96
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • Brazil Macro Signals (derived)

    Brazil macro signals (Selic, BRL, IPCA)

    Brazilian macro signals from the Banco Central do Brasil's SGS system (keyless API): the Selic target rate (daily), the USD/BRL exchange rate (daily) and IPCA consumer-price inflation (monthly), with 63-day/3-month momentum, 30-period change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the real Selic rate (Selic minus IPCA 12-month), a 12-month BRL depreciation gauge, a restrictive real-rate flag and a 5-year Selic z-score. The first Latin America / emerging-market central-bank lens in the catalog, complementary to em-currency-stress-signals (FX only) and the developed-market policy sets. All rows normalized to country_code BRA. Raw data: Banco Central do Brasil (commercial re-use terms not verifiable from this machine — flagged unclear in the UI).

    • brazil
    • selic
    • ipca
    • usd-brl
    rows
    6,709
    Quality
    91
    Updated
    Sep 27, 2026
    Fresh
    License
    License unclear
  • Euro Effective Exchange Signals (derived)

    Euro effective exchange signals (valuation vs 10-year baseline, momentum, volatility)

    Value-added euro valuation signals derived from the free European Central Bank effective-exchange-rate statistics: nominal and real (CPI-deflated) EER deviation from trailing-10-year means, valuation z-scores with overvalued-regime flags, 3-month momentum, 12-month volatility and 3-sigma anomaly flags — a compact euro-valuation dashboard for FX watchers. All computation is local pandas/numpy; no paid models or APIs.

    • fx
    • euro
    • effective-exchange-rate
    • valuation
    rows
    944
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • EM Currency Stress Signals (derived)

    Emerging-market currency stress signals (depreciation momentum, shock flags)

    Signals derived from FRED's daily emerging-market FX series (local currency per USD) for India, Brazil, South Korea and Thailand: 30-day annualized log-return volatility, 63-day depreciation momentum, 1-year depreciation, drawdown depth vs the trailing 1-year high, 3-sigma currency-shock anomaly flags, naive-drift 21-day forecasts and a per-day cross-currency volatility rank. The EM-stress companion to the broad US-dollar-strength signals. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data Federal Reserve Board.

    • fx
    • emerging-markets
    • currency
    • depreciation
    rows
    44,164
    Quality
    100
    Updated
    Sep 27, 2026
    Fresh
    License
    Commercial use OK
  • FX Market Signals (derived)

    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.

    • forex
    • fx
    • volatility
    • momentum
    rows
    265,262
    Quality
    99
    Updated
    Sep 27, 2026
    Fresh
    License
    Commercial use OK
  • Swiss National Bank — data portal

    Swiss franc exchange rates, monthly

    Swiss franc foreign exchange rates from the SNB data portal cube 'devkum': monthly averages and end-of-month values, quoted at 11 am in CHF per foreign currency unit. History from 1914. The SNB publishes this cube monthly.

    • switzerland
    • fx
    • exchange-rates
    • chf
    rows
    25,561
    Quality
    97
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • U.S. Department of the Treasury — Fiscal Data

    U.S. Treasury reporting rates of exchange, quarterly

    The U.S. Treasury's official reporting rates of exchange ("Treasury Reporting Rates of Exchange"): the rates federal agencies must use when converting foreign-currency balances to U.S. dollars for official reporting, in foreign currency units per 1 USD — not market rates and not for transaction pricing. Published quarterly for ~165 countries/currencies; observations are dated by effective_date (the operative date of the rate), and Treasury occasionally amends a published quarter by reissuing a currency with a later effective_date (kept, latest-wins by publication date). One published zero rate (Zimbabwe-Dollar, 2019-09-30) is kept verbatim with a warning, not dropped. Countries carry multiple legal tenders where applicable (e.g. Cuba-Chavito and Cuba-Peso); country names are the provider's verbatim labels (no ISO alpha-3 codes — "Korea" is genuinely ambiguous). History from 2001-Q1.

    • forex
    • exchange-rates
    • fx
    • currency
    rows
    18,981
    Quality
    100
    Updated
    Sep 28, 2026
    Fresh
    License
    Commercial use OK
  • US Dollar Strength Signals (derived)

    US dollar strength signals (broad dollar index momentum, FX pair drawdowns, anomalies, forecasts)

    Signals derived from FRED's US-dollar exchange-rate series: 30-trading-day annualized log-return volatility, 63-day momentum, year-over-year percent change, distance from the trailing-1-year high, 3-sigma anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, the broad-dollar-index drawdown (DTWEXBGS rows) and the broad dollar's 63-day momentum mapped onto every row's date as the dollar-strength regime gauge. Covers DTWEXBGS (nominal broad U.S. dollar index), DEXUSEU (USD per EUR), DEXCHUS (CNY per USD), DEXJPUS (JPY per USD) and DEXMXUS (MXN per USD), daily. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data from the Board of Governors of the Federal Reserve System.

    • fx
    • foreign-exchange
    • us-dollar
    • dollar-index
    rows
    45,758
    Quality
    97
    Updated
    Sep 26, 2026
    Aging
    License
    Commercial use OK

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