CME Group

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.

GitHub

Documentation

📖
Documentation
https://www.cmegroup.com/market-data/market-data-api.html

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-productions2.s3.amazonaws.com/apis-json/apis-json-logo.jpg
humanURL: https://www.cmegroup.com/market-data/market-data-api.html
properties:
- 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.