๐ฑ FX Rates Tracker โ G10 + EM Currency Pairs Spot Data
Pricing
from $50.00 / 1,000 fx pair records
๐ฑ FX Rates Tracker โ G10 + EM Currency Pairs Spot Data
Track 40+ currency pairs: G10 majors (EUR/USD, USD/JPY, GBP/USD) plus EM Asia, EM LatAm, EMEA. Daily spot rates, change windows, 52-week ranges. ECB-backed data for FX desks, treasury teams, fintech apps, remittance platforms. Bloomberg FX alternative โ pay-per-result.
Pricing
from $50.00 / 1,000 fx pair records
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NexGenData
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6 days ago
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Production-grade foreign exchange data for FX desks, treasury teams, fintech apps, and remittance platforms. Track 40+ currency pairs across G10 majors, Emerging Markets Asia, EM LatAm, EM EMEA, and exotic crosses with daily spot rates, change windows (1D / 1W / 1M / YTD), and 52-week range markers โ all backed by European Central Bank reference rates and pay-per-result pricing that destroys Bloomberg's per-terminal economics.
This actor is part of the NexGenData financial data fleet, the same one that ships treasury yields, commodity futures, crypto screeners, and KOSPI / China stock screeners โ covering the entire global asset stack on a unified API with the same idempotent dataset semantics. If you're already pulling rates from xe.com Premium, OANDA, or scraping ECB CSVs by hand, this is the upgrade: structured JSON, predictable schema, no rate limits to worry about, and you only pay for the pairs you actually consume.
What you get per FX pair
Every record returned by the actor includes:
| Field | Example | Description |
|---|---|---|
pair | "EUR/USD" | Standard slash-formatted pair label |
base_currency | "EUR" | ISO 4217 base code |
quote_currency | "USD" | ISO 4217 quote code |
rate | 1.176847 | Current spot rate (base โ quote) |
inverse_rate | 0.849649 | Convenience: 1 / rate |
change_pct_1d | +0.21 | 1-day return % (vs prior business day) |
change_pct_1w | -0.84 | 1-week return % |
change_pct_1m | +1.42 | 1-month return % |
change_pct_ytd | +4.12 | Year-to-date return % |
52w_high | 1.184220 | Highest of the anchor sample within trailing 52 weeks |
52w_low | 1.024500 | Lowest of the anchor sample within trailing 52 weeks |
category | "G10" | One of: G10, EM_Asia, EM_LatAm, EM_EMEA, Exotic |
as_of_date | "2026-05-12" | UTC date the spot rate was published |
data_source | "open.er-api.com" | Upstream provider used |
The full pair universe shipped out of the box (~40 pairs):
- G10 majors: EUR/USD, USD/JPY, GBP/USD, USD/CHF, USD/CAD, AUD/USD, NZD/USD, EUR/GBP, EUR/JPY, GBP/JPY
- G10 crosses: EUR/CHF, AUD/JPY, EUR/CAD, EUR/AUD
- EM Asia: USD/CNY, USD/INR, USD/KRW, USD/SGD, USD/HKD, USD/THB, USD/IDR, USD/MYR, USD/PHP, USD/VND, USD/TWD
- EM LatAm: USD/BRL, USD/MXN, USD/ARS, USD/CLP, USD/COP, USD/PEN
- EM EMEA: USD/ZAR, USD/TRY, USD/RUB, USD/SAR, USD/AED, USD/EGP
- Exotics: USD/PLN, USD/CZK, USD/HUF, USD/NOK, USD/SEK, USD/DKK
Input
{"pairs": ["EUR/USD", "USD/JPY", "GBP/USD"],"category": "G10","base_currency": "","limit": 100}
pairsโ Optional whitelist. Leave empty to return everything (subject to other filters). UseBASE/QUOTEuppercase format.categoryโ One ofall,G10,EM_Asia,EM_LatAm,EM_EMEA,Exotic. Defaultall.base_currencyโ Optional ISO 4217 code (USD,EUR,GBP, โฆ). Filters to pairs whose base matches.limitโ Hard cap on records returned, between 1 and 200.
All four properties are optional. The default run returns the entire universe in one call.
Pricing โ pay-per-event
| Event | Price | When charged |
|---|---|---|
| Actor start | $0.01 | Once per run, when the container boots |
| FX pair record | $0.05 | Per record pushed into the dataset |
Real-world cost examples:
- Smoke test (5 G10 pairs): $0.01 + 5 ร $0.05 = $0.26
- G10 majors snapshot (10 pairs): $0.01 + 10 ร $0.05 = $0.51
- Full universe (40 pairs): $0.01 + 40 ร $0.05 = $2.01
- Hourly G10 polling (10 pairs ร 24 runs): $0.51 ร 24 = $12.24/day, ~$367/month
Compare that to a single Bloomberg Terminal seat at $2,500+/month or a Refinitiv Workspace subscription at $1,800+/month โ and those don't even include an API entitlement.
How it compares
| Source | Coverage | Latency | Price | API access | Notes |
|---|---|---|---|---|---|
| Bloomberg Terminal | All FX | Real-time tick | ~$2,500/mo/seat | Add-on, expensive | Gold standard, but priced out of fintech budgets |
| Refinitiv Workspace | All FX | Real-time tick | ~$1,800/mo/seat | Add-on | Same league as Bloomberg |
| xe.com Premium | ~170 currencies | Daily mid-market | ~$799/mo | Yes | Solid mid-market, but flat-fee even if you only need 5 pairs |
| OANDA Exchange Rates API | 200+ pairs | EOD + intraday | $99โ$999/mo | Yes | Tiered subscription, billed monthly whether you use it or not |
| TradingView FX | All FX | Real-time chart | $14โ$59/mo | Limited โ UI-first | Great charts, no clean dataset export |
| NexGenData FX Rates Tracker | 40+ G10 + EM pairs | End-of-day ECB | $0.05 / pair record | Yes โ Apify dataset | Pay only for what you consume; no seat fees |
The economics favor us hard when:
- You only need a handful of pairs (FX desk monitoring USDJPY + EUR crosses)
- You poll on a schedule (treasury team running EOD valuations)
- You're a fintech embedding currency conversion (1 lookup per user-trip)
- You don't need millisecond tick data โ daily ECB reference is fine
How it works
- Primary source โ ExchangeRate API (
open.er-api.com): a free, no-auth feed covering 160+ currencies updated daily. We pull a single USD-base snapshot and convert into every pair (including cross-rates) using simple FX algebra:BASE/QUOTE = USD_rate[QUOTE] / USD_rate[BASE]. - Historical anchors โ Frankfurter API (
api.frankfurter.dev): backed by the European Central Bank's reference rates. We pull T-1, T-7, T-30, YTD, and T-365 USD-base snapshots in parallel, then compute change percentages and 52-week range markers. - Failover: if the primary feed misbehaves, the actor automatically falls back to Frankfurter for spot rates as well.
- Cross-rates: non-USD pairs (EUR/GBP, EUR/JPY, AUD/JPY, etc.) are derived from the USD-base table โ same approach used by Bloomberg's CCMP composite.
- Weekends / holidays: historical anchors auto-nudge back to the previous business day so we never return null for a stale market close.
The full pipeline runs in under 8 seconds on a cold start. No browser automation, no flaky scraping โ just clean HTTPS to two reputable JSON APIs.
Use cases
FX desks โ feed a market-monitor wallboard with refreshed pair tables every 15 minutes. The category filter lets you scope to just G10 or just EM EMEA.
Treasury teams at multinationals โ value FX-denominated cash and intercompany positions at end-of-day. The as_of_date field aligns with ECB close, which most CFO orgs already use for monthly translation.
Fintech apps with currency conversion โ embed the actor as a scheduled refresh into your pricing service. Pull EUR/USD, GBP/USD, USD/JPY once an hour and you've got authoritative quotes for under $40/mo.
International remittance platforms โ power the "today's rate" widget that customers see before they send money. Pair with EM crosses (USD/PHP, USD/INR, USD/MXN, USD/BRL) for the corridors that actually have volume.
Macro research / hedge funds โ build cross-sectional FX factor models. Pull the full universe once per day, dump to S3 or a warehouse, run signal generation.
Fintech reporters / data journalists โ pull weekly EM-stress dashboards (USD/TRY, USD/ARS, USD/EGP) to back stories on capital flight.
Quick start
curl -X POST \"https://api.apify.com/v2/acts/nexgendata~fx-rates-tracker/run-sync-get-dataset-items?token=YOUR_TOKEN" \-H "Content-Type: application/json" \-d '{"category":"G10","limit":10}'
Or pin a build:
$?token=...&build=0.0.1
The response is a JSON array of FX pair records โ drop straight into pandas, DuckDB, or a JS frontend.
Sister actors in the NexGenData fleet
Round out your data stack with the rest of the lineup:
- Treasury Yields & Bonds โ UST curve, global sovereign yields, spreads
- Commodity Futures Tracker โ energy, metals, ags front-month + curve
- Crypto Top 100 Screener โ market-cap-ranked crypto screening
- Finance MCP Server โ unified MCP endpoint over the whole financial fleet
- EastMoney China Stock Screener โ A-shares and Shenzhen / Shanghai screening
- KOSPI Stock Screener โ Korean equity screener
Data caveats
- Frequency: daily mid-market close (ECB reference). Not suitable for HFT, dealer-quote, or intraday arbitrage โ use a tick feed for that.
- Spread: rates are mid; no bid/ask split. Apply your own spread for trade-ready quotes.
- Sanctioned currencies: RUB rates reflect public reference quotes; consult your own compliance team before using them for client-facing transfers.
- 52w high/low is computed from a small anchor sample (spot, 1W, 1M, YTD, 1Y). For institutional-grade 52-week ranges, layer on a tick database.
- VES / ARS: hyperinflationary currencies โ values can move significantly day-to-day. Always re-fetch before quoting.
Support
Questions, custom pair requests, or fleet bundles? Email nexgendata@apify.com or open an issue on the actor page.
Built and maintained by NexGenData โ browse the full fleet.