CoT data with OpenInterest

4 ก.พ. 2022

Displays COT data based on the "Disaggregated Commitments of Traders" report for Futures of the CFTC.

It does make accesible the following symbols:

• ZB
  
• ZN
  
• ZS
  
• ZM
  
• ZL
  
• ZC
  
• ZW
  
• KE
  
• HE
  
• LE
  
• GC
  
• SI
  
• HG
  
• CL
  
• HO
  
• RB
  
• NG
  
• 6A
  
• 6B
  
• 6C
  
• 6E
  
• 6J
  
• 6S
  
• SB
  
• KC
  
• CC
  
• CT
  
• ES
  
• RTY
  
• YM
  
• NQ
  
• PA
  
• PL
  
• AUP
  
• HRC
  
• EH
  
• BB
  
• ZR
  
• ZO
  
• DC
  
• OJ
  
• LBS
  
• GF
  
• SP
  
• DJIA
  
• 6N
  
• 6L
  
• VX
  
• 6M
  
• 6R
  
• 6Z
  
• ZT
  
• ZF
  

7 ก.พ. 2022

เอกสารเผยแพร่

Using LibraryCOT.

8 ก.พ. 2022

เอกสารเผยแพร่

Open Interest optionally rescaled to fill the whole sub-graph.
Assumptions are: (1) commercial net and large speculators net is displayed, and (2) a moving retrospection of 10-year is sufficient to determine the scaling factors.

28 มี.ค. 2024

เอกสารเผยแพร่

Update to new COT data interface for retrieval of legacy COT reports.

12 ม.ค.

เอกสารเผยแพร่

Upgraded to PineScript v6 and COT-Library v4 (by TradingView)