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.