Cftc Cot Positioning

---

Implementation details

Class names

Model name	Parameters class	Data class
CftcCotPositioning	CftcCotPositioningQueryParams	CftcCotPositioningData

Import Statement

from openbb_core.provider.standard_models. import (
CftcCotPositioningData,
CftcCotPositioningQueryParams,
)

Parameters

• standard
• cftc

code: str | None
Default: CFTC_13874+
CFTC contract market code to score, as printed on the search table.

lookback_weeks: int | None
Default: 52
Weeks each week's score ranks its net position within.

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.

Data

• standard
• cftc

report_date: date
Date of the CFTC report.

open_interest: int | None
Total open interest on the report date.

large_specs_net: int | None
Large speculators' net position, in contracts.

large_specs_net_pct_oi: float | None
Large speculators' net position as a percent of open interest.

large_specs_score: float | None
Large speculators' 0-100 score within the trailing window.

small_specs_net: int | None
Small speculators' net position, in contracts.

small_specs_net_pct_oi: float | None
Small speculators' net position as a percent of open interest.

small_specs_score: float | None
Small speculators' 0-100 score within the trailing window.

commercials_net: int | None
Commercials' net position, in contracts.

commercials_net_pct_oi: float | None
Commercials' net position as a percent of open interest.

commercials_score: float | None
Commercials' 0-100 score within the trailing window, on the same exposure scale as the specs. A high score is their most-hedged reading.