# Currency Correlation API > A live forex correlation analytic as an API, computed from European Central Bank daily reference rates. It measures how the world's currencies move together: each currency's daily appreciation is correlated against every other, so you can see which currencies move in lock-step (don't double up the same risk) and which move opposite (natural hedges). Get one currency's correlations to all others ranked, the coefficient for any pair, or a full correlation matrix for a basket. Risk and diversification input for forex, portfolio and trading apps. Live, no key. Distinct from currency-strength (direction) and FX-volatility (magnitude) — this is co-movement. ## Authentication All requests require your oanor API key in the `x-oanor-key` header. Get one at https://www.oanor.com/developer/keys. ```bash curl -H "x-oanor-key: oanor_live_…" "https://api.oanor.com/currencycorrelation-api/..." ``` ## Pricing - **Free** (Free) — 300 calls/Mo, 3 req/s - **Trader** ($8/Mo) — 10,000 calls/Mo, 10 req/s - **Pro** ($22/Mo) — 52,000 calls/Mo, 25 req/s - **Business** ($52/Mo) — 260,000 calls/Mo, 45 req/s ## Endpoints ### Correlation #### `GET /v1/currency` — One currency correlations to all others **Parameters:** - `code` (query, required, string) — 3-letter currency code Example: `AUD` - `period` (query, optional, string) — 1m | 3m | 6m | 1y Example: `3m` **Example:** ```bash curl -H "x-oanor-key: $KEY" \ "https://api.oanor.com/currencycorrelation-api/v1/currency?code=AUD&period=3m" ``` **Response:** ```json { "data": { "count": 28, "period": "3m", "to_date": "2026-06-08", "currency": "AUD", "from_date": "2026-03-06", "correlations": [ { "currency": "ZAR", "correlation": 0.619, "relationship": "moderate positive" }, { "currency": "MXN", "correlation": 0.498, "relationship": "moderate positive" }, { "currency": "NZD", "correlation": 0.497, "relationship": "moderate positive" }, { "currency": "PLN", "correlation": 0.419, "relationship": "moderate positive" }, { "currency": "BRL", "correlation": 0.401, "relationship": "moderate positive" }, { "currency": "GBP", "correlation": 0.401, "relationship": "moderate positive" }, { "currency": "SEK", "correlation": 0.365, "relationship": "moderate positive" }, { "currency": "CZK", "correlation": 0.28, "relationship": "weak" }, { "currency": "CHF", "correlation": 0.27, …(truncated, see openapi.json for full schema) ``` #### `GET /v1/matrix` — Correlation matrix for a basket **Parameters:** - `currencies` (query, optional, string) — Comma-separated codes (or default basket) Example: `USD,JPY,GBP,AUD,CAD` - `period` (query, optional, string) — 1m | 3m | 6m | 1y Example: `3m` **Example:** ```bash curl -H "x-oanor-key: $KEY" \ "https://api.oanor.com/currencycorrelation-api/v1/matrix?currencies=USD%2CJPY%2CGBP%2CAUD%2CCAD&period=3m" ``` **Response:** ```json { "data": { "matrix": { "AUD": { "AUD": 1, "CAD": -0.066, "GBP": 0.401, "JPY": -0.179, "USD": -0.33 }, "CAD": { "AUD": -0.066, "CAD": 1, "GBP": 0.081, "JPY": 0.254, "USD": 0.74 }, "GBP": { "AUD": 0.401, "CAD": 0.081, "GBP": 1, "JPY": -0.011, "USD": -0.141 }, "JPY": { "AUD": -0.179, "CAD": 0.254, "GBP": -0.011, "JPY": 1, "USD": 0.397 }, "USD": { "AUD": -0.33, "CAD": 0.74, "GBP": -0.141, "JPY": 0.397, "USD": 1 } }, "period": "3m", "to_date": "2026-06-08", "from_date": "2026-03-06", "currencies": [ "USD", "JPY", "GBP", "AUD", "CAD" ], "observations": 64 }, "meta": { "timestamp": "2026-06-09T03:03:35.414Z", "request_id": "3e16a7f4-4e63-41e8-ae3a-4f7d7ce68b6f" }, "status": "ok", "message": "Correlation matrix retrieved successfully", "success": true } ``` #### `GET /v1/pair` — Correlation coefficient for a pair **Parameters:** - `base` (query, required, string) — First currency Example: `AUD` - `quote` (query, required, string) — Second currency Example: `NZD` - `period` (query, optional, string) — 1m | 3m | 6m | 1y Example: `3m` **Example:** ```bash curl -H "x-oanor-key: $KEY" \ "https://api.oanor.com/currencycorrelation-api/v1/pair?base=AUD"e=NZD&period=3m" ``` **Response:** ```json { "data": { "base": "AUD", "quote": "NZD", "period": "3m", "to_date": "2026-06-08", "from_date": "2026-03-06", "correlation": 0.497, "observations": 64, "relationship": "moderate positive" }, "meta": { "timestamp": "2026-06-09T03:03:35.515Z", "request_id": "6c9cc491-df60-49a2-9dba-388fef7a4e4b" }, "status": "ok", "message": "Pair correlation retrieved successfully", "success": true } ``` ### Meta #### `GET /v1/meta` — Service metadata **Example:** ```bash curl -H "x-oanor-key: $KEY" \ "https://api.oanor.com/currencycorrelation-api/v1/meta" ``` **Response:** ```json { "data": { "method": "Pearson correlation of daily appreciation (vs EUR) log-returns", "source": "ECB daily reference rates via Frankfurter (live)", "periods": [ "1m", "3m", "6m", "1y" ], "service": "currencycorrelation-api", "endpoints": { "GET /v1/meta": "This document.", "GET /v1/pair": "Correlation coefficient for a pair (base=USD"e=JPY, period=).", "GET /v1/matrix": "Correlation matrix for a basket (currencies=USD,JPY,GBP… or default, period=).", "GET /v1/currency": "One currency's correlations to all others, ranked (code=USD, period=1m|3m|6m|1y)." }, "description": "Live FX correlation analytic from ECB reference rates (Frankfurter): how currencies' daily moves co-vary. Get one currency's correlations to all others, the coefficient for any pair, or a full correlation matrix for a basket. Live, no key. Distinct from currency-strength (direction) and FX-volatility (magnitude).", "default_basket": [ "USD", "JPY", "GBP", "AUD", "CAD", "CHF", "CNY", "NZD", "SEK", "NOK" ], "currencies_live": 29 }, "meta": { "timestamp": "2026-06-09T03:03:35.680Z", "request_id": "d0dc73f7-f5b6-478a-b374-2272b33efc07" }, "status": "ok", "message": "M …(truncated, see openapi.json for full schema) ``` --- Marketplace page: https://www.oanor.com/api/currencycorrelation-api OpenAPI spec: https://www.oanor.com/api/currencycorrelation-api/openapi.json