cot_positioning

Track one market's COT positioning week by week.

Examples

from openbb import obb
obb.cftc.cot_positioning(provider='cftc')
# Weekly gold positioning, scored against its own year.
obb.cftc.cot_positioning(code='CFTC_088691', provider='cftc')

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.

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Returns

results: CftcCotPositioning

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

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.