API Reference

/correlation Endpoint

Correlation of currencies' daily returns with a base currency, over a window, in one call.

Endpoint

GET https://api.currency-core.com/v1/correlation

Measures how currencies move together: the Pearson correlation of each currency’s daily returns with a reference base currency’s, over a window (measured against USD). +1 = move in lockstep, 0 = unrelated, −1 = opposite.

Plan requirement

/v1/correlation is available on the Growth plan and higher. Free / Starter keys receive HTTP 403 forbidden.

Query parameters

Parameter	Type	Required	Description
`currencies`	string	Yes	Comma-separated currencies to correlate with `base`, e.g. `GBP,CHF,SEK`.
`base`	string	No	Reference currency (3-letter ISO 4217). Default `USD`, but a non-USD base is more meaningful (vs USD the base series is constant → `null`).
`from`	string	No	Window start `YYYY-MM-DD` (UTC). Default: 365 days before `to`.
`to`	string	No	Window end `YYYY-MM-DD` (UTC). Default: today.

Example

Correlation of GBP, CHF and SEK with EUR over the last year:

curl "https://api.currency-core.com/v1/correlation?base=EUR&currencies=GBP,CHF,SEK" \
  -H "Authorization: Bearer cc_live_your_key"

const res = await fetch(
  "https://api.currency-core.com/v1/correlation?base=EUR&currencies=GBP,CHF,SEK",
  { headers: { Authorization: "Bearer cc_live_your_key" } },
);
console.log((await res.json()).results);

import requests

res = requests.get(
    "https://api.currency-core.com/v1/correlation",
    params={"base": "EUR", "currencies": "GBP,CHF,SEK"},
    headers={"Authorization": "Bearer cc_live_your_key"},
)
print(res.json()["results"])

{
  "base": "EUR", "from": "2025-06-17", "to": "2026-06-17",
  "results": [
    { "currency": "GBP", "correlation": 0.94, "observations": 365 },
    { "currency": "CHF", "correlation": 0.88, "observations": 365 },
    { "currency": "SEK", "correlation": 0.81, "observations": 365 }
  ]
}

Errors

Status	Code	When
`400`	`invalid_input`	`currencies` missing, a bad code, or `from` after `to`.
`403`	`forbidden`	Your plan is below Growth (Free / Starter).