cot_movers

Rank this week's largest COT positioning score moves.

Examples

from openbb import obb
obb.cftc.cot_movers(provider='cftc')
# This week's biggest moves in index and bond futures.
obb.cftc.cot_movers(asset_class='indices_bonds', provider='cftc')

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.

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Returns

results: CftcCotMovers

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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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.