FX Rates
Reference exchange rates between major currencies.
fx_rates — the dataset name to pass to the Obscura API.
What one row means
One daily ECB reference exchange rate for a single base/quote currency pair, sourced from the keyless Frankfurter API (which mirrors the ECB's official daily reference rates): units of `quote` per one unit of `base` as published for a given calendar day.
One row per (available_date, base, quote).
Point-in-time availability
Every Obscura dataset carries available_date: the calendar day the publisher made the row
available, day-of, with no session rounding. It is the one column a backtest filters on, and it means the
same thing on every dataset in the catalog.
For fx_rates: published: available_date = the ECB's daily reference-rate publication day (~16:00 CET on each TARGET business day) — the day the rate is dated IS the day it became public, no separate filing/period lag to strip out.
Refresh cadence
Obscura refreshes fx_rates daily — the most frequent scheduled job that re-collects or re-exports it. This is Obscura's own pipeline cadence, not the upstream publisher's release schedule; when a row became public is recorded per row in available_date.
Schema — 4 columns
The full public column list for fx_rates, with the meaning of every field. The same
schema is served unauthenticated at https://api.obscura.trade/v1/catalog/fx_rates.
| Column | Type | Description |
|---|---|---|
| available_date | date · not null | The ECB reference-rate date, taken verbatim from the Frankfurter response's `date` field. Since ECB publishes once daily and the rate "for" this day only exists once published (~16:00 CET that same TARGET business day), this date is simultaneously the natural quote date and the true public-availability date — not a leaked period/as-of date. Part of the composite primary key with base and quote; falls back to the prior business day's date on weekends/ECB holidays since Frankfurter/ECB does not publish rates on non-TARGET days. |
| base | text · not null | Three-letter ISO 4217 currency code the rate is quoted FROM — the base currency of the pair, e.g. "USD". Part of the composite primary key. |
| quote | text · not null | Three-letter ISO 4217 currency code the rate is quoted TO — one of the ~30 currencies in the Frankfurter/ECB response's `rates` map keyed against `base` (e.g. "EUR", "JPY", "GBP"). Part of the composite primary key; a base currency never appears as its own quote (Frankfurter omits the identity pair). |
| rate | double precision · not null | Units of `quote` per one unit of `base`, taken directly from the Frankfurter response's `rates[quote]` value with no unit conversion or scaling applied. On conflict this is the one column updated, so a later sync of the same (available_date, base, quote) overwrites the rate with the newest value the API reports for that day. |
Access fx_rates
Two delivery paths, one identifier. Both require an Obscura account and an active subscription; the catalog entry and the schema above are public.
import obscura
client = obscura.Client("obs_live_…")
df = client.query(
dataset="fx_rates",
start="2024-01-01",
)Create a free account Browse all 95 datasets
Frequently asked questions
What is in the fx_rates dataset?
Reference exchange rates between major currencies. One daily ECB reference exchange rate for a single base/quote currency pair, sourced from the keyless Frankfurter API (which mirrors the ECB's official daily reference rates): units of `quote` per one unit of `base` as published for a given calendar day.
How do I avoid look-ahead bias with fx_rates?
Filter on fx_rates.available_date, the day the publisher made the row public. For this dataset that date is derived as follows — published: available_date = the ECB's daily reference-rate publication day (~16:00 CET on each TARGET business day) — the day the rate is dated IS the day it became public, no separate filing/period lag to strip out. A query of the form WHERE available_date <= '<as-of date>' never sees a row before it existed.
In what formats can I get fx_rates?
As a Parquet bulk export (POST https://api.obscura.trade/v1/download) or as JSON from the typed query API (POST https://api.obscura.trade/v1/query), both with dataset="fx_rates". The column schema is public at https://api.obscura.trade/v1/catalog/fx_rates.
How often is fx_rates updated?
Obscura refreshes fx_rates on a daily schedule — that is the most frequent scheduled job that re-collects or re-exports the table. It is Obscura's own pipeline cadence, not the upstream publisher's release schedule; when the publisher makes a row available is described by the availability rule above, and is recorded per row in available_date.