Support Board
Date/Time: Thu, 06 Mar 2025 03:22:18 +0000
COT report
View Count: 4205
| [2020-08-18 13:09:45] |
| User575399 - Posts: 326 |
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Anyone have a custom study for COT report similiar to what Larry Williams uses?
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| [2020-08-20 14:47:34] |
| JohnR - User831573 - Posts: 318 |
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Another user created one. Take a look at this thread. COT / Commitment of Traders Back in Feb 2019, aknsyu71@gmail in Post # 27 created what everyone is asking for. It is in User Contributed Studies section of the web. I did not see it compiled as part of the "User Contributed Studies" in "Add Custom Study". You will have to take the source and compile it. https://www.sierrachart.com/AdditionalFiles/UserContributedACS_SourceCode/COT.cpp More than 700 different contract codes in 8 COT report types: - Futures only OR Futures and Options -- Long Short Positions (_F_ALL or _FO_ALL) -- Number of Trades (_F_ALL_NT or _FO_ALL_NI) -- Percent of Open Interest (_F_ALL_OI or _FO_ALL_OI) -- Change in Position (_F_CHG or _FO_ALL) Study automatically differentiates between: - Disaggregated COT Reports ( Commodities ) -- Producer/Merchant/Processor/User -- Swap Dealer -- Managed Money -- Other Reportable - Financial COT Reports ( Indices, currency futures etc) -- Dealer/Intermediary -- Asset Manager -- Leveraged Funds -- Other Reportable - Calculates NET Positions for each report Study accesses COT data from Quandle.com ( basic free account needed for study ) The study code is now available on the User Contributed page User Contributed Advanced Custom Study System Source Code JohnR |
| [2020-08-21 01:50:46] |
| User575399 - Posts: 326 |
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Sorry. How do I compile it?
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| [2020-08-21 06:58:28] |
| Ackin - Posts: 1865 |
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Try: How to Build an Advanced Custom Study from Source Code Advanced Custom Study Interface and Language (ACSIL): Step-By-Step Instructions to Create an Advanced Custom Study Function or you can write a direct message to the author: COT / Commitment of Traders | Post: 170793 |
| [2021-07-05 02:37:31] |
| Ed C. - Posts: 117 |
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Compile fails: -- Starting remote build of Custom Studies Source files: COT.cpp. 64-bit -- 22:35:29 Allow time for the server to compile the files and build the DLL. The remote build did not succeed. Result: COT.cpp: In function 'void scsf_TradingLevelsStudy(SCStudyInterfaceRef)': COT.cpp:299:29: error: conversion from 'SCString' to non-scalar type 'std::string' {aka 'std::__cxx11::basic_string<char>'} requested 299 | std::string Bufferas = sc.HTTPResponse; | ~~~^~~~~~~~~~~~ COT.cpp:335:29: error: conversion from 'SCString' to non-scalar type 'std::string' {aka 'std::__cxx11::basic_string<char>'} requested 335 | std::string Bufferas = sc.HTTPResponse; | ~~~^~~~~~~~~~~~ COT.cpp:427:47: error: 'DAYS' was not declared in this scope 427 | SCDateTime DataDateLessOne = DataDate - 1*DAYS; | ^~~~ -- End of Build -- 22:36:38 |
| [2021-07-05 06:05:01] |
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We have corrected the code here: https://www.sierrachart.com/AdditionalFiles/UserContributedACS_SourceCode/COT.cpp It will now compile. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-07-06 02:12:14] |
| Ed C. - Posts: 117 |
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Study accesses COT data from Quandle.com ( basic free account needed for study )
Please note that this is INCORRECT. The website is quandl.com, NOT quandle.com |
| [2021-07-07 14:05:13] |
| Mario Escalante - Posts: 21 |
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Hello, my study is stuck on "######## Loading data to subgraphs" then nothing is plotted. please see attached. any help? please |
 Capture1.JPG / V - Attached On 2021-07-07 14:00:39 UTC - Size: 224.86 KB - 483 views Attachment Deleted. |
| [2021-10-25 16:25:36] |
| User575399 - Posts: 326 |
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Does anyone have this study already compiled and ready to go?
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| [2021-10-29 16:55:22] |
| User575399 - Posts: 326 |
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So I finally got this working but it doesnt seem to be updating. Any ideas?
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| [2021-10-29 17:57:58] |
| Mario Escalante - Posts: 21 |
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it updates Fridays only
Date Time Of Last Edit: 2021-10-29 17:58:10
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| [2021-10-29 18:01:14] |
| User575399 - Posts: 326 |
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Today is Friday . It didn’t update
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| [2021-10-29 18:18:22] |
| Mario Escalante - Posts: 21 |
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https://www.cftc.gov/MarketReports/CommitmentsofTraders/ReleaseSchedule/index.htm
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| [2021-10-29 18:42:57] |
| User575399 - Posts: 326 |
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Ah thank you !
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| [2022-01-18 12:22:29] |
| User146848 - Posts: 124 |
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Hi, the implementation of the COT report into SC is bad. I listened to the last edge clear podcast and SC is planing community stuff, an OS port, other order routing services ect. Also mentioning that small tasks could be implemented relatively fast. I contacted the cftc, asking, if they have an API to support the automatic download of the reports and didnt get an answer. Because the COT study is so badly implemented, although it seems to be a small task, i really cant progress with developing my strategy. The question is: Does any1 know, if the cftc supports something like quandl does, or can one only manually download the reports from their site? Best, Date Time Of Last Edit: 2022-01-18 12:23:40
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| [2022-01-18 14:30:03] |
| User575399 - Posts: 326 |
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Seems to work fine for me . What is bad about it?
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| [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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| [2022-01-24 22:02:02] |
| User146848 - Posts: 124 |
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totaly useless!!! i am so disappointed. monday 5:00pm EST and this quandl shit is still not up to date...total joke.
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| [2022-01-24 22:58:48] |
| User575399 - Posts: 326 |
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It was released on Friday the 21st
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| [2022-01-25 08:11:01] |
| User146848 - Posts: 124 |
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BUT NOT ON QUANDL...now it is...tuesday.
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