Cftc Cot Movers
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
CftcCotMovers | CftcCotMoversQueryParams | CftcCotMoversData |
Import Statement
from openbb_core.provider.standard_models. import (
CftcCotMoversData,
CftcCotMoversQueryParams,
)
Parameters
- standard
- cftc
limit: int | None
Default: 8
Number of largest weekly score moves to return.
asset_class: str | None
Default: all
Asset class of the curated markets to score.
lookback_weeks: int | None
Default: 52
Weeks of history the score ranks the latest net position within. 52 puts each reading in its own one-year range.
futures_only: bool | None
Default: True
Score the futures-only report, the basis COT positioning work conventionally uses. False scores the combined futures-and-options report, whose larger open interest dilutes every net-to-open-interest share.
use_cache: bool | None
Default: True
Cache each market's report history locally.
Data
- standard
- cftc
market: str
Market whose score moved.
trader_group: str
Trader group whose score moved.
spec_score: float | None
A speculator group's 0-100 score this week, shading green as they crowd in.
commercial_score: float | None
The commercials' 0-100 score this week, shading red as they hedge up.
change: float | None
Change in the score from the prior week.
signal: str
What the move did to that group's stance.