FX - Quantora API

ECB reference rates for major and minor pairs, with derived measures computed on top.

Calling it

curl -H "x-api-key: $QUANTORA_API_KEY" \
  "https://api.quantoraresearch.com/observations/latest?entity_id=instrument_EURUSD"

latest = requests.get(
    "https://api.quantoraresearch.com/observations/latest",
    params={"entity_id": "instrument_EURUSD"},
    headers={"x-api-key": KEY},
).json()["data"]

History for one pair:

curl -H "x-api-key: $QUANTORA_API_KEY" \
  "https://api.quantoraresearch.com/observations?entity_id=instrument_EURUSD&indicator_id=fx_spot&limit=500&sort=period&order=desc"

history = requests.get(
    "https://api.quantoraresearch.com/observations",
    params={"entity_id": "instrument_EURUSD", "indicator_id": "fx_spot", "limit": 500},
    headers={"x-api-key": KEY},
).json()["data"]

What is served

Measure	Notes
Spot	ECB reference rate, one fixing per business day
Returns	Over standard windows
Realised volatility	Computed from the reference series
Trend	Momentum measures over standard windows

The derived measures carry sourceTier: "quantora_derived", so it is always visible which figures are the publisher’s and which are ours.

ECB reference rates are a daily fixing, not a live quote. They are published once each business day, around 16:00 CET, and are the right input for research and the wrong input for execution.

Quoting convention

Pairs follow the ECB’s convention, which is euro base where the euro is involved. EURUSD is dollars per euro. Inverting a pair to match a different convention is your call to make explicitly rather than something the API guesses at. Weekends and target holidays have no fixing. Gaps in the series are the calendar, not missing data.