Login Page - Create Account

Support Board


Date/Time: Sun, 24 Nov 2024 08:06:36 +0000



Post From: COT / Commitment of Traders

[2013-04-24 23:44:00]
Tintin - Posts: 23
SC Team,

Is there a way to implement a universal solution to add the Historical Datas for the weekly Commitment of Traders (COT) into SierraChart ?

Barchart already provides such historical datas, maybe you can integrate them into SierraChart Historical Data Service automatically for packages 3 and 5 ?
Here is the link to Barchart COT's chart :
http://www.barchart.com/futures/cot.php#1

If this is not possible with Barchart, maybe you can integrate those datas directly from the CFTC website ... (the format for the files is the same since 2002 as far as I can remember).
Here is the link for the CFTC COT's historical database (text or excel format) :
http://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm

COT datas are updated each friday at 3:30 PM ET (Federal holidays may delay release by one day).
http://www.cftc.gov/MarketReports/CommitmentsofTraders/ReleaseSchedule/index.htm

COT's datas provide a large panel of trades opportunities in the underlyings, derivatives and options products ... so, having automatically such datas in SC should be of great help.

Regards.

P.S. : there is maybe a thread in the new forum for this but it's not easy to make search on the new support board ... I've seen nothing about that here (there is a pending thread in the old forum ...)
Date Time Of Last Edit: 2013-04-24 23:48:17