PINE LIBRARY
LibraryCOT_NZ
Library "LibraryCOT_NZ"
This library provides tools to help Pine programmers fetch Commitment of Traders (COT) data for futures.
rootToCFTCCode(root)
Accepts a futures root and returns the relevant CFTC code.
Parameters:
root (simple string): Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021".
Returns: The <CFTCCode> part of a COT ticker corresponding to `root`, or "" if no CFTC code exists for the `root`.
currencyToCFTCCode(currency)
Converts a currency string to its corresponding CFTC code.
Parameters:
currency (simple string)
Returns: The <CFTCCode> corresponding to the currency, if one exists.
optionsToTicker(includeOptions)
Returns the <includeOptions> part of a COT ticker using the `includeOptions` value supplied, which determines whether options data is to be included.
Parameters:
includeOptions (simple bool): A "bool" value: 'true' if the symbol should include options and 'false' otherwise.
Returns: The <includeOptions> part of a COT ticker: "FO" for data that includes options and "F" for data that doesn't.
metricNameAndDirectionToTicker(metricName, metricDirection)
Returns a string corresponding to a metric name and direction, which is one component required to build a valid COT ticker ID.
Parameters:
metricName (simple string): One of the metric names listed in this library's chart. Invalid values will cause a runtime error.
metricDirection (simple string): Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction". Valid values vary with metrics. Invalid values will cause a runtime error.
Returns: The <metricCode><metricDirection> part of a COT ticker ID string, e.g., "OI_OLD" for "Open Interest" and "No direction", or "TC_L" for "Traders Commercial" and "Long".
typeToTicker(metricType)
Converts a metric type into one component required to build a valid COT ticker ID. See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on types.
Parameters:
metricType (simple string): Metric type. Accepted values are: "All", "Old", "Other".
Returns: The <metricType> part of a COT ticker.
convertRootToCOTCode(mode, convertToCOT)
Depending on the `mode`, returns a CFTC code using the chart's symbol or its currency information when `convertToCOT = true`. Otherwise, returns the symbol's root or currency information. If no COT data exists, a runtime error is generated.
Parameters:
mode (simple string): A string determining how the function will work. Valid values are:
"Root": the function extracts the futures symbol root (e.g. "ES" in "ESH2020") and looks for its CFTC code.
"Base currency": the function extracts the first currency in a pair (e.g. "EUR" in "EURUSD") and looks for its CFTC code.
"Currency": the function extracts the quote currency ("JPY" for "TSE:9984" or "USDJPY") and looks for its CFTC code.
"Auto": the function tries the first three modes (Root -> Base Currency -> Currency) until a match is found.
convertToCOT (simple bool): "bool" value that, when `true`, causes the function to return a CFTC code. Otherwise, the root or currency information is returned. Optional. The default is `true`.
Returns: If `convertToCOT` is `true`, the <CFTCCode> part of a COT ticker ID string. If `convertToCOT` is `false`, the root or currency extracted from the current symbol.
COTTickerid(COTType, CFTCCode, includeOptions, metricName, metricDirection, metricType)
Returns a valid TradingView ticker for the COT symbol with specified parameters.
Parameters:
COTType (simple string): A string with the type of the report requested with the ticker, one of the following: "Legacy", "Disaggregated", "Financial".
CFTCCode (simple string)
includeOptions (simple bool): A boolean value. 'true' if the symbol should include options and 'false' otherwise.
metricName (simple string): One of the metric names listed in this library's chart.
metricDirection (simple string): Direction of the metric, one of the following: "Long", "Short", "Spreading", "No direction".
metricType (simple string): Type of the metric. Possible values: "All", "Old", and "Other".
Returns: A ticker ID string usable with `request.security()` to fetch the specified Commitment of Traders data.
This library provides tools to help Pine programmers fetch Commitment of Traders (COT) data for futures.
rootToCFTCCode(root)
Accepts a futures root and returns the relevant CFTC code.
Parameters:
root (simple string): Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021".
Returns: The <CFTCCode> part of a COT ticker corresponding to `root`, or "" if no CFTC code exists for the `root`.
currencyToCFTCCode(currency)
Converts a currency string to its corresponding CFTC code.
Parameters:
currency (simple string)
Returns: The <CFTCCode> corresponding to the currency, if one exists.
optionsToTicker(includeOptions)
Returns the <includeOptions> part of a COT ticker using the `includeOptions` value supplied, which determines whether options data is to be included.
Parameters:
includeOptions (simple bool): A "bool" value: 'true' if the symbol should include options and 'false' otherwise.
Returns: The <includeOptions> part of a COT ticker: "FO" for data that includes options and "F" for data that doesn't.
metricNameAndDirectionToTicker(metricName, metricDirection)
Returns a string corresponding to a metric name and direction, which is one component required to build a valid COT ticker ID.
Parameters:
metricName (simple string): One of the metric names listed in this library's chart. Invalid values will cause a runtime error.
metricDirection (simple string): Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction". Valid values vary with metrics. Invalid values will cause a runtime error.
Returns: The <metricCode><metricDirection> part of a COT ticker ID string, e.g., "OI_OLD" for "Open Interest" and "No direction", or "TC_L" for "Traders Commercial" and "Long".
typeToTicker(metricType)
Converts a metric type into one component required to build a valid COT ticker ID. See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on types.
Parameters:
metricType (simple string): Metric type. Accepted values are: "All", "Old", "Other".
Returns: The <metricType> part of a COT ticker.
convertRootToCOTCode(mode, convertToCOT)
Depending on the `mode`, returns a CFTC code using the chart's symbol or its currency information when `convertToCOT = true`. Otherwise, returns the symbol's root or currency information. If no COT data exists, a runtime error is generated.
Parameters:
mode (simple string): A string determining how the function will work. Valid values are:
"Root": the function extracts the futures symbol root (e.g. "ES" in "ESH2020") and looks for its CFTC code.
"Base currency": the function extracts the first currency in a pair (e.g. "EUR" in "EURUSD") and looks for its CFTC code.
"Currency": the function extracts the quote currency ("JPY" for "TSE:9984" or "USDJPY") and looks for its CFTC code.
"Auto": the function tries the first three modes (Root -> Base Currency -> Currency) until a match is found.
convertToCOT (simple bool): "bool" value that, when `true`, causes the function to return a CFTC code. Otherwise, the root or currency information is returned. Optional. The default is `true`.
Returns: If `convertToCOT` is `true`, the <CFTCCode> part of a COT ticker ID string. If `convertToCOT` is `false`, the root or currency extracted from the current symbol.
COTTickerid(COTType, CFTCCode, includeOptions, metricName, metricDirection, metricType)
Returns a valid TradingView ticker for the COT symbol with specified parameters.
Parameters:
COTType (simple string): A string with the type of the report requested with the ticker, one of the following: "Legacy", "Disaggregated", "Financial".
CFTCCode (simple string)
includeOptions (simple bool): A boolean value. 'true' if the symbol should include options and 'false' otherwise.
metricName (simple string): One of the metric names listed in this library's chart.
metricDirection (simple string): Direction of the metric, one of the following: "Long", "Short", "Spreading", "No direction".
metricType (simple string): Type of the metric. Possible values: "All", "Old", and "Other".
Returns: A ticker ID string usable with `request.security()` to fetch the specified Commitment of Traders data.
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