cot
Get Commitment of Traders Reports.
Parameters
- standard
- cftc
id: str | None
Default: 045601
A string with the CFTC market code or other identifying string, such as the contract market name, commodity name, or commodity group - i.e, 'gold' or 'japanese yen'.Default report is Fed Funds Futures. Use the 'cftc_market_code' for an exact match.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format. Default is the most recent report.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
id: str | None
Default: 045601
A string with the CFTC market code or other identifying string, such as the contract market name, commodity name, or commodity group - i.e, 'gold' or 'japanese yen'.Default report is Fed Funds Futures. Use the 'cftc_market_code' for an exact match.
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format. Default is the most recent report.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
report_type: Literal['legacy', 'disaggregated', 'financial', 'supplemental'] | None
Default: legacy
Description
The type of report to retrieve. Set id as 'all' to return all items in the report
type (default date range returns the latest report). The Legacy report is broken down by exchange
with reported open interest further broken down into three trader classifications: commercial,
non-commercial and non-reportable. The Disaggregated reports are broken down by Agriculture and
Natural Resource contracts. The Disaggregated reports break down reportable open interest positions
into four classifications: Producer/Merchant, Swap Dealers, Managed Money and Other Reportables.
The Traders in Financial Futures (TFF) report includes financial contracts. The TFF report breaks
down the reported open interest into five classifications: Dealer, Asset Manager, Leveraged Money,
Other Reportables and Non-Reportables.
futures_only: bool | None
Default: False
Returns the futures-only report. Default is False, for the combined report.
Returns
results: COT
Serializable results.
provider: Optional[Literal['cftc']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- cftc
date: date | str
The date of the data.
report_week: str | None
Report week for the year.
market_and_exchange_names: str | None
Market and exchange names.
cftc_contract_market_code: str | None
CFTC contract market code.
cftc_market_code: str | None
CFTC market code.
cftc_region_code: str | None
CFTC region code.
cftc_commodity_code: str | None
CFTC commodity code.
cftc_contract_market_code_quotes: str | None
CFTC contract market code quotes.
cftc_market_code_quotes: str | None
CFTC market code quotes.
cftc_commodity_code_quotes: str | None
CFTC commodity code quotes.
cftc_subgroup_code: str | None
CFTC subgroup code.
commodity: str | None
Commodity.
commodity_group: str | None
Commodity group name.
commodity_subgroup: str | None
Commodity subgroup name.
futonly_or_combined: str | None
If the report is futures-only or combined.
contract_units: str | None
Contract units.
date: date | str
The date of the data.
report_week: str | None
Report week for the year.
market_and_exchange_names: str | None
Market and exchange names.
cftc_contract_market_code: str | None
CFTC contract market code.
cftc_market_code: str | None
CFTC market code.
cftc_region_code: str | None
CFTC region code.
cftc_commodity_code: str | None
CFTC commodity code.
cftc_contract_market_code_quotes: str | None
CFTC contract market code quotes.
cftc_market_code_quotes: str | None
CFTC market code quotes.
cftc_commodity_code_quotes: str | None
CFTC commodity code quotes.
cftc_subgroup_code: str | None
CFTC subgroup code.
commodity: str | None
Commodity.
commodity_group: str | None
Commodity group name.
commodity_subgroup: str | None
Commodity subgroup name.
futonly_or_combined: str | None
If the report is futures-only or combined.
contract_units: str | None
Contract units.