COT
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
COT | COTQueryParams | COTData |
Import Statement
from openbb_core.provider.standard_models.cot import (
COTData,
COTQueryParams,
)
Parameters
- standard
- nasdaq
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| id | str | The series ID string for the report. Default report is Two-Year Treasury Note Futures. | 042601 | True |
| provider | Literal['nasdaq'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'nasdaq' if there is no default. | nasdaq | True |
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| id | str | CFTC series ID. Use search_cot() to find the ID. IDs not listed in the curated list, but are published on the Nasdaq Data Link website, are valid. Certain symbols, such as 'ES=F', or exact names are also valid. Default report is Two-Year Treasury Note Futures. | 042601 | True |
| provider | Literal['nasdaq'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'nasdaq' if there is no default. | nasdaq | True |
| data_type | Literal['F', 'FO', 'CITS'] | The type of data to reuturn. Default is 'FO'. F = Futures only FO = Futures and Options CITS = Commodity Index Trader Supplemental. Only valid for commodities. | FO | True |
| legacy_format | bool | Returns the legacy format of report. Default is False. | False | True |
| report_type | Literal['ALL', 'CHG', 'OLD', 'OTR'] | The type of report to return. Default is 'ALL'. ALL = All CHG = Change in Positions OLD = Old Crop Years OTR = Other Crop Years | ALL | True |
| measure | Literal['CR', 'NT', 'OI', 'CHG'] | The measure to return. Default is None. CR = Concentration Ratios NT = Number of Traders OI = Percent of Open Interest CHG = Change in Positions. Only valid when data_type is 'CITS'. | None | True |
| start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
| end_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
| transform | Literal['diff', 'rdiff', 'cumul', 'normalize'] | Transform the data as difference, percent change, cumulative, or normalize. | None | True |
| collapse | Literal['daily', 'weekly', 'monthly', 'quarterly', 'annual'] | Collapse the frequency of the time series. | None | True |
Data
- standard
- nasdaq
| Name | Type | Description |
|---|---|---|
| date | date | The date of the data. |
| Name | Type | Description |
|---|---|---|
| date | date | The date of the data. |