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
- cftc
id: str
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.
• Default: 045601
• Optional: True
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format. Default is the most recent report.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
id: str
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.
• Default: 045601
• Optional: True
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format. Default is the most recent report.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
report_type: Literal['legacy', 'disaggregated', 'financial', 'supplemental']
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.
• Default: legacy
• Optional: True
futures_only: bool
Returns the futures-only report. Default is False, for the combined report.
• Default: False
• Optional: True
Data
- standard
- cftc
date: Union[date, str]
The date of the data.
report_week: str
Report week for the year.
market_and_exchange_names: str
Market and exchange names.
cftc_contract_market_code: str
CFTC contract market code.
cftc_market_code: str
CFTC market code.
cftc_region_code: str
CFTC region code.
cftc_commodity_code: str
CFTC commodity code.
cftc_contract_market_code_quotes: str
CFTC contract market code quotes.
cftc_market_code_quotes: str
CFTC market code quotes.
cftc_commodity_code_quotes: str
CFTC commodity code quotes.
cftc_subgroup_code: str
CFTC subgroup code.
commodity: str
Commodity.
commodity_group: str
Commodity group name.
commodity_subgroup: str
Commodity subgroup name.
futonly_or_combined: str
If the report is futures-only or combined.
contract_units: str
Contract units.
date: Union[date, str]
The date of the data.
report_week: str
Report week for the year.
market_and_exchange_names: str
Market and exchange names.
cftc_contract_market_code: str
CFTC contract market code.
cftc_market_code: str
CFTC market code.
cftc_region_code: str
CFTC region code.
cftc_commodity_code: str
CFTC commodity code.
cftc_contract_market_code_quotes: str
CFTC contract market code quotes.
cftc_market_code_quotes: str
CFTC market code quotes.
cftc_commodity_code_quotes: str
CFTC commodity code quotes.
cftc_subgroup_code: str
CFTC subgroup code.
commodity: str
Commodity.
commodity_group: str
Commodity group name.
commodity_subgroup: str
Commodity subgroup name.
futonly_or_combined: str
If the report is futures-only or combined.
contract_units: str
Contract units.