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COT


Implementation details

Class names

Model nameParameters classData class
COTCOTQueryParamsCOTData

Import Statement

from openbb_core.provider.standard_models.cot import (
COTData,
COTQueryParams,
)

Parameters

NameTypeDescriptionDefaultOptional
idstrA 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.045601True
start_dateUnion[date, str]Start date of the data, in YYYY-MM-DD format. Default is the most recent report.NoneTrue
end_dateUnion[date, str]End date of the data, in YYYY-MM-DD format.NoneTrue

Data

NameTypeDescription
dateUnion[date, str]The date of the data.
report_weekstrReport week for the year.
market_and_exchange_namesstrMarket and exchange names.
cftc_contract_market_codestrCFTC contract market code.
cftc_market_codestrCFTC market code.
cftc_region_codestrCFTC region code.
cftc_commodity_codestrCFTC commodity code.
cftc_contract_market_code_quotesstrCFTC contract market code quotes.
cftc_market_code_quotesstrCFTC market code quotes.
cftc_commodity_code_quotesstrCFTC commodity code quotes.
cftc_subgroup_codestrCFTC subgroup code.
commoditystrCommodity.
commodity_groupstrCommodity group name.
commodity_subgroupstrCommodity subgroup name.
futonly_or_combinedstrIf the report is futures-only or combined.
contract_unitsstrContract units.