Support Board
Date/Time: Thu, 06 Mar 2025 08:51:19 +0000
Post From: COT report
| [2022-01-19 05:56:36] |
| User146848 - Posts: 124 |
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I got an answer from a cftc staff: There are machine readable files available at https://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm in comma seperated text format and MS-Excel format. However, there is no API at this time. I guess it means one cant access this data directly on there server via a program. One rather relys on a manual download. And this might be the reason sc didnt implement an official cot study yet. But i could be very wrong. On the other side, how did Tradestation implement this data? What is bad about the current study: -The cot data is not bound to a symbol. In my case, i have to change settings manually for 3 studies every time i change the chart symbol. -Quandl does provide the numbers too late. The reports get released on friday but quandl holds back until monday. But the data needs to be worked with over the weekened. -Using the cot numbers in a study like stochastic percentile gives wrong results for the last/ current week until next monday, when quandl releases the numbers. Then ofc a new week started and you still get wrong results. Just for the week after, but its always the last week. -There is almost always a chart i can reload and recalculate and still the study doesnt show a subgraph. Then i have to change manually the instrument preset code in the cot study settings. After switching back the subgraph hets displayed again. Date Time Of Last Edit: 2022-01-19 06:00:09
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