CoT data with OpenInterest

4 Şub 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 Şub 2022

Sürüm Notları

Using LibraryCOT.

8 Şub 2022

Sürüm Notları

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 Mar 2024

Sürüm Notları

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

12 Oca

Sürüm Notları

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