EUR/USD Cross Currency Basis Index API

JSON-over-REST API delivering the CME-administered EUR/USD Cross Currency Basis Index with real-time updates and full history.

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API entry from apis.yml

apis.yml Raw ↑
aid: cme-group:eurusd-basis-api
name: EUR/USD Cross Currency Basis Index API
tags:
- FX
- Index
- REST
image: https://kinlane-images.s3.amazonaws.com/shared/apis-json/apis-json-logo.jpg
humanURL: https://www.cmegroup.com/market-data/market-data-api.html
baseURL: https://markets.api.cmegroup.com/xccy/v1
properties:
- url: https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457320601
  type: Reference
- url: https://www.cmegroup.com/market-data/market-data-api.html
  type: Documentation
description: JSON-over-REST API delivering the CME-administered EUR/USD Cross Currency Basis Index with
  real-time updates and full history.
x-features:
- name: Real-Time Index
  description: Real-time EUR/USD cross-currency basis index values.
- name: Historical Series
  description: Full history of index values for backtesting and benchmarking.
x-useCases:
- name: Cross-Currency Hedging
  description: Drive cross-currency basis hedging strategies with the official index.