Weekly high-impact economic calendar for FX and macro agents — central-bank decisions, NFP/CPI/GDP/PCE releases, with expected market impact and the currency pairs each event tends to move.

Commodities brief for macro and FX agents — gold, silver, WTI/Brent crude, natural gas and copper, with the cross-asset read into commodity-linked currencies (CAD, AUD, NOK).

CFTC Commitments of Traders positioning, parsed from the official dataset. No LLM. Answers "are hedge funds long S&P futures", "speculator positioning EUR/USD", "managed money net corn". 21 markets in 4 groups: fx (7 CME pairs), commodities (gold, WTI), grains (corn, wheat, soy complex, natgas managed-money), financials (equity index + Treasury leveraged-fund TFF). Net positions, week-over-week deltas, computed bias per market.

Crypto market context for macro and multi-asset agents — BTC, ETH and majors with the Fear and Greed read and the risk-on/risk-off signal that ties crypto to broader macro flows.

Weekly EIA petroleum inventory intelligence for energy and macro agents — crude, gasoline and distillate builds and draws versus expectations, with the oil-price and CAD/NOK implications.

Global equity-index snapshot for macro and FX agents — S&P, Nasdaq, DAX and Nikkei with the risk-sentiment read that drives safe-haven and risk-currency flows.

Deep-dive on any economic event for FX and macro agents — NFP, CPI, FOMC, GDP and central-bank decisions: what the print means, the base/bull/bear scenario tree, and the pairs in play.

Convert an amount between currencies at the official European Central Bank reference rate. Answers "what is the USD to EUR exchange rate", "convert 250 GBP to JPY", "what was the EUR/USD FX rate on 2024-03-15". Multi-currency in one call (to=EUR,GBP,JPY), 30+ currencies, historical daily fixings back to 1999. Deterministic and cacheable: real ECB data, not a model estimate — identical inputs always return the identical rate. Keyless, sub-second.

Cross-asset intermarket synthesis for macro agents — bond yields, equities, commodities and FX read together to surface the dominant regime and the divergences that tend to lead price.

Official US labor statistics by series id, deterministic. Answers "what is US CPI/unemployment/wage growth right now and vs a year ago". Up to 5 BLS series per call — by alias (cpi, cpi-core, unemployment, nonfarm-payrolls, wages, job-openings, eci, ppi) or any raw BLS series id. Returns latest value, same-period year-ago value, computed YoY change and percent, and the last 13 observations, straight from the BLS API. No LLM, public domain.

Official US macro data read straight from Chainlink contracts. No LLM, no API key. Answers "what is US GDP growth", "current US inflation PCE", "what is SOFR today", "official US economic data". 7 series: real GDP level+growth, PCE index+inflation, real final sales, SOFR. Six are BEA (Dept of Commerce) on Base, SOFR is NY Fed on Ethereum - we assemble both chains. Each value ships its contract + round ID: verify us on an immutable ledger.

Has US GDP been revised? BEA revises every estimate (advance, second, third); the Chainlink round history records each revision immutably, timestamped. Returns the ordered revision trail: every print, when it landed, the change from the previous, and the total revision. Series: gdp/pce/rfs level+change, sofr. Anyone can say GDP grew 2.1%; this says it was first printed at 1.4%, cut to 0.5%, then revised to 2.1% - each step verifiable on-chain.

Is the stock market open right now? Deterministic market-status and trading-hours for the major global exchanges — NYSE, NASDAQ, LSE, Xetra, Euronext, TSE/JPX, HKEX, SSE, ASX, TSX, SIX, NSE/BSE. Returns is_open plus why it is shut (weekend, holiday, lunch break, pre/after-hours), the exchange local time, and the next open and close as ISO timestamps. Pass ?at= for any past or future moment. Zero external calls, sub-second, cacheable.

Interest-rate differential and carry intelligence for FX agents — G10 policy rates, yield spreads and the carry-trade map that drives durable currency trends.

Macro regime classifier for multi-asset agents — labels the current environment (risk-on/off, reflation, stagflation, tightening) and its directional implications for FX, rates and equities.

Real-time directional sentiment for any forex pair or gold — retail crowd positioning, COT institutional alignment, and a clear contrarian bias call. Built for FX trading and advisor agents.

Real-time macro session brief for FX agents — the overnight drivers, key levels, scheduled risk and the directional bias heading into the London and New York sessions.