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.
Qualité
Attribution
European Central Bank statistics (derived signals by Frontier Data Hub)
Schéma
| Colonne | 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 |
Exemple de lignes
| 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 | — | — |
Télécharger un échantillon
Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).
Utiliser avec un LLM
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (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)Point d’accès API: https://datazimuts.com/v1/datasets/fx_signals/ecb_fx_market_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.