FX Context
Server Details
FX macro context: CPI, NFP, PCE, ISM PMIs, Fed, ECB, BoE, BoJ, historical analogs, FX reactions.
- Status
- Healthy
- Uptime
- 99.1% over 42 days
- Last Tested
- Transport
- Streamable HTTP ยท MCP 2025-11-25
- URL
TDQS
Scored across 6 tools
Most tools target clearly distinct data: policy-language changes (get_central_bank_changes), release actuals/consensus (get_event_context), price moves (get_market_reaction), and the calendar (get_upcoming_risks). The one real overlap is get_historical_analogs vs get_historical_reaction_context, but the descriptions explicitly separate individual cases from aggregate patterns with 'do NOT use' guidance.
All six tools use snake_case with a consistent get_<object> pattern (get_central_bank_changes, get_event_context, get_historical_analogs, get_historical_reaction_context, get_market_reaction, get_upcoming_risks). Naming is fully predictable and readable.
Six tools is well-scoped for a macro/FX context server, covering data retrieval, reactions, analogs, and calendar without bloat or redundancy. Each tool earns its place.
The surface covers the core FX macro workflow: release actuals/consensus, central-bank language changes, market reactions, historical analogs/aggregates, and upcoming risks. Minor gaps exist (no discovery/list tool for supported instruments or event types, and several features are still unpopulated, e.g. ISM consensus and PCE analogs), but workarounds are documented.
Available Tools
6 toolsget_central_bank_changesget_central_bank_changesARead-onlyIdempotentInspect
Compare a central bank monetary-policy statement with its immediately preceding comparable statement and return the material changes in policy language, economic assessment, risk balance, and forward guidance.
Specify a central bank such as FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ).
Optionally specify currentStatementDate in YYYY-MM-DD format to compare a historical statement. If the date is omitted, the latest available statement is compared with the previous one.
Returns structured, source-grounded policy changes including direction, materiality, and previous/current evidence.
This tool does not provide trading recommendations or predict market movements.
| Name | Required | Description | Default |
|---|---|---|---|
| centralBank | Yes | Canonical central bank identifier: FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ). | |
| currentStatementDate | No | Optional publication date in YYYY-MM-DD format (e.g. 2024-07-31). If omitted, the latest available statement is compared with the previous one. |
Output Schema
| Name | Required | Description |
|---|---|---|
| changes | Yes | |
| degraded | No | |
| freshness | No | |
| centralBank | Yes | |
| overallShift | Yes | |
| currentSourceUri | Yes | |
| currentPolicyBias | Yes | |
| previousSourceUri | Yes | |
| currentStatementId | Yes | |
| currentPolicyAction | Yes | |
| previousStatementId | Yes | |
| currentStatementDate | Yes | |
| discardedChangeCount | No | |
| previousStatementDate | Yes |
TDQS
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already establish the tool as read-only and idempotent. Beyond that, the description adds useful behavioral detail: it compares only the immediately preceding comparable statement, returns source-grounded evidence, includes direction and materiality, and explicitly disclaims trading advice. No contradiction with annotations.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The description is well organized and front-loaded with its primary purpose. It is concise overall, though the list of canonical central bank values is duplicated from the schema and could be trimmed without losing meaning.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
Given the output schema, annotations, and clear parameter descriptions, the core invocation context is complete. It covers required input, optional historical comparison, default behavior, and output characteristics. The main missing piece is explicit sibling routing guidance, but this is not critical for invoking the tool correctly.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema description coverage is 100%, so the schema already documents centralBank values, aliases, the date format, and the default behavior. The description mostly restates this information rather than adding new parameter-level meaning, placing it at the baseline.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description clearly states a specific verb and resource: comparing central bank monetary-policy statements and returning material changes. It names the exact comparison dimensions and output features, though it does not explicitly differentiate itself from sibling tools such as get_market_reaction or get_event_context.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
The description gives clear context for using the optional currentStatementDate and the default behavior when omitted. However, it does not say when to prefer this tool over its siblings, and the only exclusion is a brief note that it does not provide trading recommendations.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
get_event_contextget_event_contextARead-onlyIdempotentInspect
Get the official actual values, pre-release market consensus, and surprise for a specific U.S. macro data release: CPI (US_CPI), Nonfarm Payrolls / jobs report (US_NONFARM_PAYROLLS), PCE inflation (US_PCE), or the ISM Manufacturing / Services PMI (US_ISM_MANUFACTURING / US_ISM_SERVICES).
WHEN TO CALL: whenever the user asks what a release printed or how it compared with expectations, even if they do not mention FX Context. Do not answer these from memory; recent releases are not in your training data. Examples:
"What's the latest US PCE?" -> US_PCE
"Was core PCE hotter than expected?" -> US_PCE
"Did CPI beat expectations?" -> US_CPI
"What was the latest NFP?" / "How many jobs were added last month?" -> US_NONFARM_PAYROLLS
"Give me the latest US inflation release." -> US_CPI and/or US_PCE
"What's the latest ISM Manufacturing PMI?" -> US_ISM_MANUFACTURING
"Did ISM Services beat expectations?" -> US_ISM_SERVICES
"What were the actual and consensus values?" / "What was the surprise?" -> the release under discussion Omit referencePeriod for the latest release. For a specific release, pass the month the data covers (YYYY-MM), not the month it was published.
WHEN NOT TO CALL: general or educational questions that need no specific release data, e.g. "What is PCE?", "What does NFP stand for?", "Why does CPI matter for FX?", "Explain inflation.", "What is the difference between CPI and PCE?". Use get_upcoming_risks for upcoming release dates, get_market_reaction for price moves after a release, and get_central_bank_changes for central-bank decisions.
RESULT: per-metric official actuals (headline/core, MoM/YoY; ISM: headline PMI index) with publisher provenance; when valid, pre-release consensus and a deterministic actual-minus-consensus surprise. Each observation has consensusStatus (AVAILABLE, NOT_FOUND, NOT_CAPTURED, NOT_AVAILABLE, EXCLUDED_POST_RELEASE, NOT_APPLICABLE) explaining any missing consensus, and revisionStatus (REVISED, UNCHANGED, NOT_CAPTURED). Consensus is valid only when capturedAt is before releaseCutoffAt. ISM (US_ISM_MANUFACTURING, US_ISM_SERVICES) currently returns official actuals only: consensusStatus is NOT_CAPTURED and no surprise is computed, so an ISM beat/miss question cannot be answered from this tool yet. Never treat missing consensus or surprise as zero. Official actuals and third-party consensus keep separate source provenance. No trading recommendations or market-direction predictions.
| Name | Required | Description | Default |
|---|---|---|---|
| eventType | Yes | Canonical financial event type. Supported values: US_CPI (Consumer Price Index; headline and core CPI) US_NONFARM_PAYROLLS (NFP / jobs report; payrolls, unemployment rate, average hourly earnings) US_PCE (PCE / core PCE price index) US_ISM_MANUFACTURING (ISM Manufacturing PMI, headline index) US_ISM_SERVICES (ISM Services PMI, headline index) Use these values exactly. | |
| referencePeriod | No | Optional reference period in YYYY-MM format (e.g. 2026-08). If omitted, the latest available event of that type is returned. |
Output Schema
| Name | Required | Description |
|---|---|---|
| source | Yes | |
| status | Yes | |
| eventId | Yes | |
| category | Yes | |
| eventType | Yes | |
| releasedAt | No | |
| scheduledAt | Yes | |
| jurisdiction | Yes | |
| observations | Yes | |
| referencePeriod | No | |
| affectedCurrencies | Yes |
TDQS
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations cover the safety profile (readOnly, idempotent, non-destructive, closed-world), and the description goes well beyond them: consensus validity rules (capturedAt before releaseCutoffAt), consensusStatus/revisionStatus enumerations, the current ISM limitation (actuals only, NOT_CAPTURED, no surprise), and the warning never to treat missing consensus as zero. It also sets expectations about separate provenance and the absence of trading recommendations.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
Long, but front-loaded and organized under PURPOSE / WHEN TO CALL / WHEN NOT TO CALL / RESULT headers so the agent can scan rather than parse prose. The example list is somewhat repetitive (multiple CPI/PCE phrasings), which costs a point, but nearly every sentence carries routing or behavioral value.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
For a two-parameter lookup with an output schema, the description covers everything the agent needs: which releases are supported, how to phrase the period, what the response contains, how missing consensus is signaled, and the current ISM gap. Return-field detail is offered as a bonus since the output schema exists.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema coverage is 100%, so baseline is 3, but the description adds genuinely useful semantics: omit referencePeriod for the latest release, and pass the month the data covers (YYYY-MM) rather than the publication month โ a non-obvious distinction the schema alone does not make. The eventType examples also disambiguate 'latest US inflation' to US_CPI and/or US_PCE.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
States a specific verb (get) and resource (official actuals, consensus, and surprise for a named macro release) and enumerates the five supported event types. It explicitly distinguishes itself from siblings like get_upcoming_risks, get_market_reaction, and get_central_bank_changes, so an agent can route correctly without opening any schema.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Provides an explicit WHEN TO CALL section with eight worked user-phrasing examples mapped to canonical eventType values, plus a WHEN NOT TO CALL section with educational-question examples and named alternatives for adjacent needs. The condition selecting each alternative tool is spelled out, leaving nothing to inference.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
get_historical_analogsget_historical_analogsARead-onlyIdempotentInspect
Find and return individual historical macroeconomic releases whose surprise profiles are most similar to a selected target event.
Use this CASE-RETRIEVAL tool when the user wants to identify, rank, inspect, or compare specific historical analog events.
It returns the matched events themselves, including event identity, similarity characteristics, surprise profile, and each event's observed post-release reaction.
Supported event types: US_CPI and US_NONFARM_PAYROLLS across EURUSD, GBPUSD, and USDJPY. US_PCE is recognized but not yet publicly available: the historical PCE calibration corpus currently has too few usable periods, and a request for US_PCE returns a structured INSUFFICIENT_HISTORICAL_CALIBRATION error (with usable/required event counts) instead of analog results until the corpus grows.
ISM is not currently available here: US_ISM_MANUFACTURING and US_ISM_SERVICES have no verified pre-release consensus yet, so they return INSUFFICIENT_HISTORICAL_CALIBRATION rather than analogs. For ISM, use get_event_context for actuals and get_market_reaction for price moves.
Similarity methodology is event-specific: US_CPI uses headline/core surprise distance; US_NONFARM_PAYROLLS uses target-relative robust scale normalization (nfp-historical-analog-v1); US_PCE (once activated) uses the same raw surprise -distance approach as US_CPI (pce-historical-analog-v1).
Target period: if referencePeriod is omitted, the target is the most recent event of the requested type. Surprises are never estimated, so if that event has no verified pre-release consensus (common right after a new NFP release) the tool fails with NO_VERIFIED_PRE_RELEASE_EXPECTATION. The error details include targetReferencePeriod, latestReleasedPeriod, latestPeriodWithVerifiedExpectation and a hint; to analyze that prior period, retry with referencePeriod=YYYY-MM. Tell the user the newest release could not be analyzed rather than presenting the prior period as the latest.
Every "cannot compute" error has the same shape: "CODE: reason [hint] details={json}", where the JSON always contains code, eventType and hint.
Do NOT use this tool when the user's primary question is about aggregate behavior across the analog sample; use get_historical_reaction_context instead.
The results are historical observations only and do not predict future price direction or provide trading recommendations.
| Name | Required | Description | Default |
|---|---|---|---|
| eventType | Yes | Canonical target event type: US_CPI, US_NONFARM_PAYROLLS, US_PCE, US_ISM_MANUFACTURING, or US_ISM_SERVICES. | |
| instrument | No | Optional trading instrument: EURUSD, GBPUSD, or USDJPY. Defaults to EURUSD. | |
| maxAnalogs | No | Optional maximum number of individual analogs to return (range 3 to 30, default 10). | |
| referencePeriod | No | Optional reference period in YYYY-MM format (e.g. 2024-06 or 2026-08). If omitted, the most recent event is the target. Use it to analyze a prior period when the latest event has no verified pre-release expectation. |
Output Schema
| Name | Required | Description |
|---|---|---|
| analogs | Yes | |
| coverage | Yes | |
| eventType | Yes | |
| instrument | Yes | |
| methodology | Yes | |
| targetSurprise | Yes | |
| referencePeriod | Yes | |
| methodologyVersion | Yes | |
| reactionStatistics | Yes |
TDQS
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations only cover the safety profile (readOnly, idempotent, closed-world); the description goes far beyond by disclosing the per-event-type similarity methodology, the unavailability of US_PCE and ISM with the specific INSUFFICIENT_HISTORICAL_CALIBRATION error, the NO_VERIFIED_PRE_RELEASE_EXPECTATION failure mode, the uniform error shape, and a no-prediction disclaimer.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
Front-loaded purpose sentence followed by usage, then capability boundaries, then error semantics. Dense and mostly waste-free, though the error-handling and methodology paragraphs could be tightened and the return-value sentence partially duplicates what the output schema already conveys.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
Given a 4-parameter tool with an output schema, the description covers everything an agent needs: supported event/instrument matrix, per-type methodology, target-period defaulting, every known error code and its structure, and explicit anti-prediction framing. Nothing consequential is left to inference.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema coverage is 100%, so the baseline is 3, but the description adds real meaning: default-target behavior when referencePeriod is omitted, the failure mode that makes an override necessary, and the retry-with-YYYY-MM recovery path. It does not add anything for maxAnalogs or instrument beyond the schema, keeping it short of a 5.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
States a specific verb and resource ('Find and return individual historical macroeconomic releases whose surprise profiles are most similar to a selected target event') and explicitly labels itself a 'CASE-RETRIEVAL tool' that returns matched events rather than aggregates. This cleanly separates it from the sibling get_historical_reaction_context, which it names directly.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Explicit when-to-use ('when the user wants to identify, rank, inspect, or compare specific historical analog events') and when-not-to-use ('Do NOT use this tool when the user's primary question is about aggregate behavior...use get_historical_reaction_context instead'), plus routing guidance for ISM events to get_event_context and get_market_reaction.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
get_historical_reaction_contextget_historical_reaction_contextARead-onlyIdempotentInspect
Summarize the aggregate post-event reaction pattern across historical macroeconomic events similar to a selected target release.
Use this AGGREGATE-PATTERN tool when the user wants to understand what the historical analog sample collectively showed rather than inspect individual analog events.
It summarizes historical outcomes using statistics and behavioral patterns across standardized post-event windows (M5, M15, H1, H4, H24) such as mean, median, quantiles, directional consistency, reaction-path classification (e.g. IMMEDIATE_CONTINUATION, INITIAL_REVERSAL, FADE, DELAYED_REACTION), persistence, and sample-size-based confidence.
Supported event types: US_CPI and US_NONFARM_PAYROLLS across EURUSD, GBPUSD, and USDJPY. ISM is not currently available here: US_ISM_MANUFACTURING and US_ISM_SERVICES have no verified pre-release consensus yet, so they return a structured INSUFFICIENT_HISTORICAL_CALIBRATION error rather than aggregate statistics.
Similarity methodology is event-specific: US_CPI uses headline/core surprise distance; US_NONFARM_PAYROLLS uses target-relative robust scale normalization (nfp-historical-analog-v1).
Target period: if referencePeriod is omitted, the target is the most recent event of the requested type. Surprises are never estimated, so if that event has no verified pre-release consensus (common right after a new NFP release) the tool fails with NO_VERIFIED_PRE_RELEASE_EXPECTATION. The error details include targetReferencePeriod, latestReleasedPeriod, latestPeriodWithVerifiedExpectation and a hint; to analyze that prior period, retry with referencePeriod=YYYY-MM. Tell the user the newest release could not be analyzed rather than presenting the prior period as the latest.
Every "cannot compute" error has the same shape: "CODE: reason [hint] details={json}", where the JSON always contains code, eventType and hint.
Do NOT use this tool when the user's primary goal is to identify, rank, enumerate, or inspect specific historical analog events. For individual historical cases, use get_historical_analogs. When the user asks for both specific cases and collective pattern analysis, invoke both tools.
The results are deterministic empirical observations only and do not predict future prices or provide trading recommendations.
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | Optional maximum number of similar historical events to include in aggregate analysis (range 3 to 30, default 10). | |
| eventType | Yes | Canonical target event type: US_CPI, US_NONFARM_PAYROLLS, US_ISM_MANUFACTURING, or US_ISM_SERVICES. | |
| instrument | No | Optional trading instrument: EURUSD, GBPUSD, or USDJPY. Defaults to EURUSD. | |
| referencePeriod | No | Optional reference period in YYYY-MM format (e.g. 2024-06 or 2026-08). If omitted, the most recent event is the target. Use it to analyze a prior period when the latest event has no verified pre-release expectation. |
Output Schema
| Name | Required | Description |
|---|---|---|
| analogs | Yes | |
| coverage | Yes | |
| eventType | Yes | |
| instrument | Yes | |
| referencePeriod | Yes | |
| aggregatePattern | Yes | |
| reactionStatistics | Yes | |
| targetSurpriseProfile | Yes |
TDQS
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already declare readOnly/idempotent/non-destructive, yet the description adds substantial non-obvious behavior: supported event types with the ISM unavailability caveat, event-specific similarity methodology, the referencePeriod default and the NO_VERIFIED_PRE_RELEASE_EXPECTATION failure mode, the uniform error shape, and the deterministic/non-predictive disclaimer.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The purpose is front-loaded and each paragraph carries actionable content, but the description is long and the detailed error-shape explanation ('CODE: reason [hint] details={json}') is somewhat verbose. It is dense rather than padded, so waste is limited.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
An output schema exists, so return values need not be described. Between the annotations (safety profile) and the description (event coverage, methodology, defaults, error semantics, non-predictive scope), an agent has everything needed to select and invoke the tool correctly.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema coverage is 100%, so baseline is 3, but the description adds meaning beyond the schema: it explains the referencePeriod retry workflow for prior periods and confirms which eventType values are actually computable here (ISM errors out). It does not restate limit or instrument defaults beyond what the schema already documents.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description opens with a specific verb and resource: 'Summarize the aggregate post-event reaction pattern across historical macroeconomic events.' It explicitly frames itself as the AGGREGATE-PATTERN tool, distinguishing it cleanly from get_historical_analogs which handles individual cases.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
It states the triggering condition ('when the user wants to understand what the historical analog sample collectively showed rather than inspect individual analog events'), an explicit exclusion ('Do NOT use this tool when the user's primary goal is to identify, rank, enumerate, or inspect specific historical analog events'), names the alternative, and even prescribes invoking both when both needs exist.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
get_market_reactionget_market_reactionARead-onlyIdempotentInspect
Retrieve deterministic post-event market reaction metrics for an economic release or monetary policy statement.
Specify the targetType, such as US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), US_ISM_MANUFACTURING (alias ISM_MANUFACTURING), US_ISM_SERVICES (alias ISM_SERVICES), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ).
Optionally specify dateOrPeriod:
For US_CPI, US_PCE, US_NONFARM_PAYROLLS, and the ISM PMIs: reference period in YYYY-MM format (e.g. 2024-07). If omitted, the latest event is resolved.
For FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND, or BANK_OF_JAPAN: statement date in YYYY-MM-DD format (e.g. 2024-08-01). If omitted, the latest statement is resolved.
Optionally specify instrument: EURUSD, GBPUSD, or USDJPY (defaults to EURUSD).
Returns deterministic price action metrics across 5 standardized post-event windows (M5, M15, H1, H4, H24) including startPrice, endPrice, returnPct, high, low, maxUpMovePct, maxDownMovePct, and rangePct.
All calculations are strictly deterministic and mathematical. This tool does not provide trading recommendations or predictive signals.
| Name | Required | Description | Default |
|---|---|---|---|
| instrument | No | Optional trading instrument: EURUSD, GBPUSD, or USDJPY. Defaults to EURUSD. | |
| targetType | Yes | Canonical target event type: US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), US_ISM_MANUFACTURING (alias ISM_MANUFACTURING), US_ISM_SERVICES (alias ISM_SERVICES), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ). | |
| dateOrPeriod | No | Optional reference period (YYYY-MM for US_CPI, US_PCE, US_NONFARM_PAYROLLS, and the ISM PMIs) or statement date (YYYY-MM-DD for central banks). If omitted, the latest event is returned. |
Output Schema
| Name | Required | Description |
|---|---|---|
| windows | Yes | |
| targetId | Yes | |
| eventTime | Yes | |
| freshness | No | |
| isSettled | Yes | |
| instrument | Yes | |
| isComplete | Yes | |
| reactionId | Yes | |
| targetType | Yes | |
| calculatedAt | Yes | |
| coverageStatus | No | |
| marketDataSource | Yes | |
| reactionCoverage | No | |
| targetDescription | Yes |
TDQS
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already declare readOnlyHint, idempotentHint, non-destructive and openWorldHint=false, so the safety profile is covered. The description adds genuine behavioral context beyond that: the calculations are strictly deterministic/mathematical and the tool emits no recommendations or predictive signals, which sets expectations about output trustworthiness.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
The first sentence and the closing determinism caveat are well front-loaded, but the middle two bullets reproduce the input schema's parameter descriptions nearly verbatim, so a substantial portion of the text duplicates structured data rather than earning its place.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
Given an output schema exists, the description need not explain return fields, yet it still covers all required call inputs (event type, date/period format per event family, instrument) and whether omission is allowed. It is complete enough to call correctly, with only the sibling boundary left implicit.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema description coverage is 100%, so the schema already documents all three parameters including valid targetType values, date formats, and the default instrument. The description largely restates this (including the alias lists and YYYY-MM/YYYY-MM-DD formats) rather than adding new semantics, so the baseline 3 applies.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
The description states a specific verb and resource ('Retrieve deterministic post-event market reaction metrics') and scopes it to economic releases and monetary policy statements. It is clear on its own, but it never positions itself against close siblings like get_historical_reaction_context or get_event_context, so the agent must infer the boundary.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Usage context is clear: pick a targetType, optionally a dateOrPeriod, and an instrument, with omitted fields defaulting to latest/EURUSD. However, there is no explicit when-not-to-use guidance or naming of alternative siblings, which is notable given six siblings exist.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
get_upcoming_risksget_upcoming_risksARead-onlyIdempotentInspect
Retrieve known scheduled macroeconomic and central-bank risks that may affect a supported FX instrument within a future time window.
Use this tool when the user asks what could move EURUSD, GBPUSD, or USDJPY, what macro risks are coming up, what is happening in the next 24 hours, this week, or over the next month, what upcoming macro risks or scheduled events exist, or when the next CPI, next NFP, next PCE, next ISM, next Fed, next ECB, next BoE, or next BoJ event occurs.
The supported risks are U.S. CPI releases, U.S. Nonfarm Payrolls releases, U.S. PCE inflation releases, ISM Manufacturing and Services PMI releases, Federal Reserve monetary-policy decisions, ECB monetary-policy decisions, Bank of England monetary-policy decisions, and Bank of Japan monetary-policy decisions.
The horizon can extend up to 720 hours (30 days). scheduleCoverage reports, for each supported event type, the latest known scheduled date and whether the known calendar covers the whole window. If scheduleCoverageComplete is false, some event types may have additional events in the window that are not yet known; say so instead of treating the list as complete.
Results are based on official release calendars and contain scheduled events only. This tool does not predict market direction, include unscheduled news, or provide trading recommendations.
If no supported scheduled event exists within the requested horizon, an empty risk list is returned.
| Name | Required | Description | Default |
|---|---|---|---|
| instrument | No | FX instrument: EURUSD, GBPUSD, or USDJPY. Defaults to EURUSD. | |
| horizonHours | No | Future time window in hours. Defaults to 24. Maximum is 720 (30 days). |
Output Schema
| Name | Required | Description |
|---|---|---|
| asOf | Yes | |
| risks | Yes | |
| windowEnd | Yes | |
| instrument | Yes | |
| horizonHours | Yes | |
| scheduleCoverage | Yes | |
| scheduleCoverageComplete | Yes |
TDQS
Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?
Annotations already declare readOnly, idempotent, non-destructive, closed-world, so the safety profile is covered; the description adds real behavioral context on top: results come from official release calendars, scheduled events only, an empty list is returned when nothing matches, and the horizon cap is 720 hours. It also explains the scheduleCoverage / scheduleCoverageComplete caveat and instructs the agent to disclose incompleteness rather than imply a complete list.
Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.
Is the description appropriately sized, front-loaded, and free of redundancy?
Well front-loaded: purpose first, then usage, then the supported-event inventory, then the coverage caveat and exclusions. It is somewhat long and mildly repetitive, re-listing event types and the 720-hour cap that already appear in the usage examples and schema, but every paragraph still carries signal.
Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.
Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?
An output schema exists, so return values need not be spelled out, yet the description still explains the meaning of scheduleCoverage and scheduleCoverageComplete and what an empty result means. Combined with the instrument list, horizon cap, and exclusions, an agent has everything needed to call and interpret the tool correctly.
Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.
Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?
Schema description coverage is 100%, so both parameters (instrument, horizonHours) are already documented with defaults and the 720-hour maximum. The description restates the instrument set and the 720-hour horizon cap but adds no syntax, format, or edge-case detail beyond the schema, so baseline 3 applies.
Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.
Does the description clearly state what the tool does and how it differs from similar tools?
States a specific verb and resource ('Retrieve known scheduled macroeconomic and central-bank risks') and narrows scope to a supported FX instrument and future window. It enumerates the exact supported event families and instruments, so an agent can distinguish it from historical-reaction siblings like get_historical_analogs or get_market_reaction without opening a schema.
Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.
Does the description explain when to use this tool, when not to, or what alternatives exist?
Gives a rich when-to-use section with concrete user phrasings ('what could move EURUSD', 'next CPI, next NFP, next Fed') plus explicit when-not guidance (no market-direction prediction, no unscheduled news, no trading recommendations). It never names a sibling tool as the alternative to route to, so it stops short of a 5.
Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.
Tool Schema Changelog
Recent tool additions, removals, and schema changes observed during successful MCP inspections.
1 tool update
- Changed
get_market_reaction1 field changed- changed
Input schema / properties / targetType / descriptionPrevious value: -"Canonical target event type: US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), US_ISM_MANUFACTURING, US_ISM_SERVICES, FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."New value: +"Canonical target event type: US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), US_ISM_MANUFACTURING (alias ISM_MANUFACTURING), US_ISM_SERVICES (alias ISM_SERVICES), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."
5 tool updates
- Changed
get_event_context1 field changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical financial event type.\n\nSupported values:\nUS_CPI (Consumer Price Index; headline and core CPI)\nUS_NONFARM_PAYROLLS (NFP / jobs report; payrolls, unemployment rate, average hourly earnings)\nUS_PCE (PCE / core PCE price index)\n\nUse these values exactly."New value: +"Canonical financial event type.\n\nSupported values:\nUS_CPI (Consumer Price Index; headline and core CPI)\nUS_NONFARM_PAYROLLS (NFP / jobs report; payrolls, unemployment rate, average hourly earnings)\nUS_PCE (PCE / core PCE price index)\nUS_ISM_MANUFACTURING (ISM Manufacturing PMI, headline index)\nUS_ISM_SERVICES (ISM Services PMI, headline index)\n\nUse these values exactly."
- Changed
get_historical_analogs3 fields changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical target event type: US_CPI, US_NONFARM_PAYROLLS, or US_PCE."New value: +"Canonical target event type: US_CPI, US_NONFARM_PAYROLLS, US_PCE, US_ISM_MANUFACTURING, or US_ISM_SERVICES." - added
Output schema / properties / methodology / properties / minimumCalibrationEventsAdded value: +{ + "format": "int32", + "type": "integer" +} - added
Output schema / properties / methodology / properties / minimumCalibrationEventsBeforeTargetAdded value: +{ + "format": "int32", + "type": "integer" +}
- Changed
get_historical_reaction_context1 field changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical target event type: US_CPI or US_NONFARM_PAYROLLS."New value: +"Canonical target event type: US_CPI, US_NONFARM_PAYROLLS, US_ISM_MANUFACTURING, or US_ISM_SERVICES."
- Changed
get_market_reaction2 fields changed- changed
Input schema / properties / dateOrPeriod / descriptionPrevious value: -"Optional reference period (YYYY-MM for US_CPI, US_PCE, and US_NONFARM_PAYROLLS) or statement date (YYYY-MM-DD for central banks). If omitted, the latest event is returned."New value: +"Optional reference period (YYYY-MM for US_CPI, US_PCE, US_NONFARM_PAYROLLS, and the ISM PMIs) or statement date (YYYY-MM-DD for central banks). If omitted, the latest event is returned." - changed
Input schema / properties / targetType / descriptionPrevious value: -"Canonical target event type: US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."New value: +"Canonical target event type: US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), US_ISM_MANUFACTURING, US_ISM_SERVICES, FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."
- Changed
get_upcoming_risks1 field changed- changed
Output schema / $defs / ScheduledEventType / enumPrevious value: -[ - "US_CPI", - "US_NONFARM_PAYROLLS", - "US_PCE", - "FEDERAL_RESERVE", - "ECB", - "BANK_OF_ENGLAND", - "BANK_OF_JAPAN" -]New value: +[ + "US_CPI", + "US_NONFARM_PAYROLLS", + "US_PCE", + "US_ISM_MANUFACTURING", + "US_ISM_SERVICES", + "FEDERAL_RESERVE", + "ECB", + "BANK_OF_ENGLAND", + "BANK_OF_JAPAN" +]
2 tool updates
- Changed
get_historical_analogs1 field changed- changed
Input schema / properties / referencePeriod / descriptionPrevious value: -"Optional reference period in YYYY-MM format (e.g. 2024-06 or 2026-08). If omitted, the latest available event is resolved as the target."New value: +"Optional reference period in YYYY-MM format (e.g. 2024-06 or 2026-08). If omitted, the most recent event is the target. Use it to analyze a prior period when the latest event has no verified pre-release expectation."
- Changed
get_historical_reaction_context1 field changed- changed
Input schema / properties / referencePeriod / descriptionPrevious value: -"Optional reference period in YYYY-MM format (e.g. 2024-06 or 2026-08). If omitted, the latest available event is used as the target."New value: +"Optional reference period in YYYY-MM format (e.g. 2024-06 or 2026-08). If omitted, the most recent event is the target. Use it to analyze a prior period when the latest event has no verified pre-release expectation."
1 tool update
- Changed
get_upcoming_risks8 fields changed- changed
Input schema / properties / horizonHours / descriptionPrevious value: -"Future time window in hours. Defaults to 24. Maximum is 168 (7 days)."New value: +"Future time window in hours. Defaults to 24. Maximum is 720 (30 days)." - added
Output schema / $defsAdded value: +{ + "ScheduledEventType": { + "enum": [ + "US_CPI", + "US_NONFARM_PAYROLLS", + "US_PCE", + "FEDERAL_RESERVE", + "ECB", + "BANK_OF_ENGLAND", + "BANK_OF_JAPAN" + ], + "type": "string" + } +} - added
Output schema / properties / risks / items / properties / eventType / $refAdded value: +"#/$defs/ScheduledEventType" - removed
Output schema / properties / risks / items / properties / eventType / enumRemoved value: -[ - "US_CPI", - "US_NONFARM_PAYROLLS", - "US_PCE", - "FEDERAL_RESERVE", - "ECB", - "BANK_OF_ENGLAND", - "BANK_OF_JAPAN" -] - removed
Output schema / properties / risks / items / properties / eventType / typeRemoved value: -"string" - added
Output schema / properties / scheduleCoverageAdded value: +{ + "items": { + "properties": { + "coversWindow": { + "type": "boolean" + }, + "eventType": { + "$ref": "#/$defs/ScheduledEventType" + }, + "latestKnownScheduledAt": { + "format": "date-time", + "type": "string" + } + }, + "required": [ + "coversWindow", + "eventType" + ], + "type": "object" + }, + "type": "array" +} - added
Output schema / properties / scheduleCoverageCompleteAdded value: +{ + "type": "boolean" +} - changed
Output schema / requiredPrevious value: -[ - "asOf", - "horizonHours", - "instrument", - "risks", - "windowEnd" -]New value: +[ + "asOf", + "horizonHours", + "instrument", + "risks", + "scheduleCoverage", + "scheduleCoverageComplete", + "windowEnd" +]
1 tool update
- Changed
get_event_context7 fields changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical financial event type.\n\nSupported values:\nUS_CPI\nUS_NONFARM_PAYROLLS\nUS_PCE\n\nUse these values exactly."New value: +"Canonical financial event type.\n\nSupported values:\nUS_CPI (Consumer Price Index; headline and core CPI)\nUS_NONFARM_PAYROLLS (NFP / jobs report; payrolls, unemployment rate, average hourly earnings)\nUS_PCE (PCE / core PCE price index)\n\nUse these values exactly." - added
Output schema / properties / observations / items / properties / consensusStatusAdded value: +{ + "description": "Why the expectation block is present or absent: AVAILABLE, NOT_AVAILABLE, NOT_FOUND, NOT_CAPTURED, EXCLUDED_POST_RELEASE or NOT_APPLICABLE.", + "enum": [ + "AVAILABLE", + "NOT_AVAILABLE", + "NOT_FOUND", + "NOT_CAPTURED", + "EXCLUDED_POST_RELEASE", + "NOT_APPLICABLE" + ], + "type": "string" +} - added
Output schema / properties / observations / items / properties / consensusStatusDetailAdded value: +{ + "description": "Human-readable explanation of consensusStatus.", + "type": "string" +} - added
Output schema / properties / observations / items / properties / expectation / properties / capturedAt / descriptionAdded value: +"When the consensus snapshot was captured; always before releaseCutoffAt." - added
Output schema / properties / observations / items / properties / expectation / properties / releaseCutoffAtAdded value: +{ + "description": "Instant the consensus was validated against (capturedAt must be strictly earlier).", + "format": "date-time", + "type": "string" +} - added
Output schema / properties / observations / items / properties / expectation / properties / releaseCutoffBasisAdded value: +{ + "description": "Which event timestamp the cutoff came from: RELEASED_AT, or SCHEDULED_AT when the actual release time is not yet recorded.", + "type": "string" +} - added
Output schema / properties / observations / items / properties / revisionStatusAdded value: +{ + "description": "Revision state supported by stored vintages: REVISED, UNCHANGED, or NOT_CAPTURED (only the initial vintage is stored; revision state unknown).", + "enum": [ + "REVISED", + "UNCHANGED", + "NOT_CAPTURED" + ], + "type": "string" +}
3 tool updates
- Changed
get_historical_analogs1 field changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical target event type: US_CPI or US_NONFARM_PAYROLLS."New value: +"Canonical target event type: US_CPI, US_NONFARM_PAYROLLS, or US_PCE."
- Changed
get_market_reaction2 fields changed- changed
Input schema / properties / dateOrPeriod / descriptionPrevious value: -"Optional reference period (YYYY-MM for US_CPI and US_NONFARM_PAYROLLS) or statement date (YYYY-MM-DD for central banks). If omitted, the latest event is returned."New value: +"Optional reference period (YYYY-MM for US_CPI, US_PCE, and US_NONFARM_PAYROLLS) or statement date (YYYY-MM-DD for central banks). If omitted, the latest event is returned." - changed
Input schema / properties / targetType / descriptionPrevious value: -"Canonical target event type: US_CPI, US_NONFARM_PAYROLLS (alias NFP), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."New value: +"Canonical target event type: US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."
- Changed
get_upcoming_risks1 field changed- changed
Output schema / properties / risks / items / properties / eventType / enumPrevious value: -[ - "US_CPI", - "US_NONFARM_PAYROLLS", - "FEDERAL_RESERVE", - "ECB", - "BANK_OF_ENGLAND", - "BANK_OF_JAPAN" -]New value: +[ + "US_CPI", + "US_NONFARM_PAYROLLS", + "US_PCE", + "FEDERAL_RESERVE", + "ECB", + "BANK_OF_ENGLAND", + "BANK_OF_JAPAN" +]
1 tool update
- Changed
get_historical_analogs3 fields changed- removed
Output schema / $defs / CpiMetricSurpriseRemoved value: -{ - "properties": { - "calculationBasis": { - "enum": [ - "REPORTED_ACTUAL_MINUS_EXPECTATION", - "DERIVED_ACTUAL_MINUS_EXPECTATION" - ], - "type": "string" - }, - "capturedAt": { - "format": "date-time", - "type": "string" - }, - "consensus": { - "type": "number" - }, - "derivedActual": { - "type": "number" - }, - "direction": { - "enum": [ - "ABOVE_EXPECTATION", - "BELOW_EXPECTATION", - "IN_LINE" - ], - "type": "string" - }, - "provider": { - "type": "string" - }, - "reportedActual": { - "type": "number" - }, - "surprise": { - "type": "number" - }, - "unit": { - "type": "string" - } - }, - "required": [ - "consensus", - "direction", - "reportedActual", - "surprise", - "unit" - ], - "type": "object" -} - removed
Output schema / properties / analogs / items / properties / surpriseProfile / propertiesRemoved value: -{ - "coreMom": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "coreYoy": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "headlineMom": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "headlineYoy": { - "$ref": "#/$defs/CpiMetricSurprise" - } -} - removed
Output schema / properties / analogs / items / properties / surpriseProfile / typeRemoved value: -"object"
4 tool updates
- Changed
get_historical_analogs7 fields changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical target event type. Currently only US_CPI is supported."New value: +"Canonical target event type: US_CPI or US_NONFARM_PAYROLLS." - changed
Input schema / properties / referencePeriod / descriptionPrevious value: -"Optional reference period in YYYY-MM format (e.g. 2024-06). If omitted, the latest available event is resolved as the target."New value: +"Optional reference period in YYYY-MM format (e.g. 2024-06 or 2026-08). If omitted, the latest available event is resolved as the target." - removed
Output schema / $defs / CpiSurpriseProfileRemoved value: -{ - "properties": { - "coreMom": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "coreYoy": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "headlineMom": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "headlineYoy": { - "$ref": "#/$defs/CpiMetricSurprise" - } - }, - "type": "object" -} - removed
Output schema / properties / analogs / items / properties / surpriseProfile / $refRemoved value: -"#/$defs/CpiSurpriseProfile" - added
Output schema / properties / analogs / items / properties / surpriseProfile / propertiesAdded value: +{ + "coreMom": { + "$ref": "#/$defs/CpiMetricSurprise" + }, + "coreYoy": { + "$ref": "#/$defs/CpiMetricSurprise" + }, + "headlineMom": { + "$ref": "#/$defs/CpiMetricSurprise" + }, + "headlineYoy": { + "$ref": "#/$defs/CpiMetricSurprise" + } +} - added
Output schema / properties / analogs / items / properties / surpriseProfile / typeAdded value: +"object" - removed
Output schema / properties / targetSurprise / $refRemoved value: -"#/$defs/CpiSurpriseProfile"
- Changed
get_historical_reaction_context5 fields changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical target event type. Currently only US_CPI is supported."New value: +"Canonical target event type: US_CPI or US_NONFARM_PAYROLLS." - removed
Output schema / $defs / CpiMetricSurpriseRemoved value: -{ - "properties": { - "calculationBasis": { - "enum": [ - "REPORTED_ACTUAL_MINUS_EXPECTATION", - "DERIVED_ACTUAL_MINUS_EXPECTATION" - ], - "type": "string" - }, - "capturedAt": { - "format": "date-time", - "type": "string" - }, - "consensus": { - "type": "number" - }, - "derivedActual": { - "type": "number" - }, - "direction": { - "enum": [ - "ABOVE_EXPECTATION", - "BELOW_EXPECTATION", - "IN_LINE" - ], - "type": "string" - }, - "provider": { - "type": "string" - }, - "reportedActual": { - "type": "number" - }, - "surprise": { - "type": "number" - }, - "unit": { - "type": "string" - } - }, - "required": [ - "consensus", - "direction", - "reportedActual", - "surprise", - "unit" - ], - "type": "object" -} - removed
Output schema / $defs / CpiSurpriseProfileRemoved value: -{ - "properties": { - "coreMom": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "coreYoy": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "headlineMom": { - "$ref": "#/$defs/CpiMetricSurprise" - }, - "headlineYoy": { - "$ref": "#/$defs/CpiMetricSurprise" - } - }, - "type": "object" -} - removed
Output schema / properties / analogs / items / properties / surpriseProfile / $refRemoved value: -"#/$defs/CpiSurpriseProfile" - removed
Output schema / properties / targetSurpriseProfile / $refRemoved value: -"#/$defs/CpiSurpriseProfile"
- Changed
get_market_reaction2 fields changed- changed
Input schema / properties / dateOrPeriod / descriptionPrevious value: -"Optional reference period (YYYY-MM for US_CPI) or statement date (YYYY-MM-DD for central banks). If omitted, the latest event is returned."New value: +"Optional reference period (YYYY-MM for US_CPI and US_NONFARM_PAYROLLS) or statement date (YYYY-MM-DD for central banks). If omitted, the latest event is returned." - changed
Input schema / properties / targetType / descriptionPrevious value: -"Canonical target event type: US_CPI, FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."New value: +"Canonical target event type: US_CPI, US_NONFARM_PAYROLLS (alias NFP), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."
- Changed
get_upcoming_risks1 field changed- changed
Output schema / properties / risks / items / properties / eventType / enumPrevious value: -[ - "US_CPI", - "FEDERAL_RESERVE", - "ECB", - "BANK_OF_ENGLAND", - "BANK_OF_JAPAN" -]New value: +[ + "US_CPI", + "US_NONFARM_PAYROLLS", + "FEDERAL_RESERVE", + "ECB", + "BANK_OF_ENGLAND", + "BANK_OF_JAPAN" +]
3 tool updates
- Changed
get_central_bank_changes1 field changed- changed
Input schema / properties / centralBank / descriptionPrevious value: -"Canonical central bank identifier: FEDERAL_RESERVE, ECB, or BANK_OF_ENGLAND (alias BOE)."New value: +"Canonical central bank identifier: FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."
- Changed
get_market_reaction1 field changed- changed
Input schema / properties / targetType / descriptionPrevious value: -"Canonical target event type: US_CPI, FEDERAL_RESERVE, ECB, or BANK_OF_ENGLAND."New value: +"Canonical target event type: US_CPI, FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ)."
- Changed
get_upcoming_risks1 field changed- changed
Output schema / properties / risks / items / properties / eventType / enumPrevious value: -[ - "US_CPI", - "FEDERAL_RESERVE", - "ECB", - "BANK_OF_ENGLAND" -]New value: +[ + "US_CPI", + "FEDERAL_RESERVE", + "ECB", + "BANK_OF_ENGLAND", + "BANK_OF_JAPAN" +]
3 tool updates
- Changed
get_central_bank_changes1 field changed- changed
Input schema / properties / centralBank / descriptionPrevious value: -"Canonical central bank identifier, for example FEDERAL_RESERVE or ECB."New value: +"Canonical central bank identifier: FEDERAL_RESERVE, ECB, or BANK_OF_ENGLAND (alias BOE)."
- Changed
get_market_reaction1 field changed- changed
Input schema / properties / targetType / descriptionPrevious value: -"Canonical target event type: US_CPI, FEDERAL_RESERVE, or ECB."New value: +"Canonical target event type: US_CPI, FEDERAL_RESERVE, ECB, or BANK_OF_ENGLAND."
- Changed
get_upcoming_risks1 field changed- changed
Output schema / properties / risks / items / properties / eventType / enumPrevious value: -[ - "US_CPI", - "FEDERAL_RESERVE", - "ECB" -]New value: +[ + "US_CPI", + "FEDERAL_RESERVE", + "ECB", + "BANK_OF_ENGLAND" +]
2 tool updates
- Changed
get_historical_analogs1 field changed- changed
Input schema / properties / instrument / descriptionPrevious value: -"Optional trading instrument (EURUSD, GBPUSD, USDJPY). Defaults to EURUSD."New value: +"Optional trading instrument: EURUSD, GBPUSD, or USDJPY. Defaults to EURUSD."
- Changed
get_historical_reaction_context1 field changed- changed
Input schema / properties / instrument / descriptionPrevious value: -"Optional trading instrument (EURUSD, GBPUSD, USDJPY). Defaults to EURUSD."New value: +"Optional trading instrument: EURUSD, GBPUSD, or USDJPY. Defaults to EURUSD."
2 tool updates
- Changed
get_historical_analogs1 field changed- changed
Input schema / properties / instrument / descriptionPrevious value: -"Optional trading instrument. Defaults to EURUSD."New value: +"Optional trading instrument (EURUSD, GBPUSD, USDJPY). Defaults to EURUSD."
- Changed
get_historical_reaction_context1 field changed- changed
Input schema / properties / instrument / descriptionPrevious value: -"Optional trading instrument. Defaults to EURUSD."New value: +"Optional trading instrument (EURUSD, GBPUSD, USDJPY). Defaults to EURUSD."
2 tool updates
- Changed
get_market_reaction1 field changed- changed
Input schema / properties / instrument / descriptionPrevious value: -"Optional trading instrument. Defaults to EURUSD."New value: +"Optional trading instrument: EURUSD, GBPUSD, or USDJPY. Defaults to EURUSD."
- Changed
get_upcoming_risks1 field changed- changed
Input schema / properties / instrument / descriptionPrevious value: -"FX instrument. Defaults to EURUSD."New value: +"FX instrument: EURUSD, GBPUSD, or USDJPY. Defaults to EURUSD."
1 tool update
- Changed
get_event_context1 field changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical FXContext event type: US_CPI, US_NONFARM_PAYROLLS, or US_PCE."New value: +"Canonical financial event type.\n\nSupported values:\nUS_CPI\nUS_NONFARM_PAYROLLS\nUS_PCE\n\nUse these values exactly."
1 tool update
- Changed
get_event_context1 field changed- changed
Input schema / properties / eventType / descriptionPrevious value: -"Canonical FXContext event type, for example US_CPI."New value: +"Canonical FXContext event type: US_CPI, US_NONFARM_PAYROLLS, or US_PCE."
2 tool updates
- Changed
get_historical_analogs1 field changed- changed
Input schema / properties / maxAnalogs / descriptionPrevious value: -"Optional maximum number of analogs to return (range 3 to 30, default 10)."New value: +"Optional maximum number of individual analogs to return (range 3 to 30, default 10)."
- Changed
get_historical_reaction_context1 field changed- changed
Input schema / properties / limit / descriptionPrevious value: -"Optional maximum number of analogs to analyze (range 3 to 30, default 10)."New value: +"Optional maximum number of similar historical events to include in aggregate analysis (range 3 to 30, default 10)."
Publisher details
- Operator
- coco-pier
- Operator website
- https://fx.coco-pier.com
- Vendor relationship
- Not available
- Documentation
- https://fx.coco-pier.com
- Trust center
- Not available
- Restrictions
- Not available
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