CFTC Positions by COT Report(Legacy and New Format)
This indicator shows CFTC positions provided by COT report with availability to select legacy format and new format. Users also can select position type from Futures only and Futures and Options. Data source is quandle.com
The indicator shows the data of the assets listed below based on the code and the ticker code of which users open charts.
Indices: Dow Jones Industrial Average / CFTC code:124601 / when DJI/US30 open S&P 500 STOCK INDEX / CFTC code:138741 / when SPX/SPX500USD/US500 open NASDAQ-100 STOCK INDEX / CFTC code:209741 / when NDX/US100 open NIKKEI STOCK AVERAGE / CFTC code:240741 / when NI225/JP225USD open
Currencies: US Dollars / CFTC code:132741 / when EURUSD open Japanese Yen / CFTC code:097741 / when USDJPY open British Pound / CFTC code:096742 / when GBPUSD or EURGBP open Australian Dollars / CFTC code:232741 / when AUDUSD open New Zealand Dollars / CFTC code:112741 / when NZDUSD open Canadian Dollars / CFTC code:090741 / when USDCAD open Swiss Franc / CFTC code:092741 / when USDCHF open
Commodities: USOIL / CFTC code:067411" / when USOIL open GOLD / CFTC code:088691" / when GOLD or XAUUSD open Silver / CFTC code:084691" / when SILVER or XAGUSD open
Cryptos: Bitcoin / CFTC code:133741" / when BTCUSD open
Data to be displayed:
Legacy format: 1. Open Interest 2. Non Commercial Long 3. Non Commercial Short 4. Non Commercial Net Positions (calculated by 2 and 3) 5. Non Commercial Spreads 6. Commercial Long 7. Commercial Short 8. Commercial Net Positions(calculated by 6 and 7) 9. Total Long 10. Total Short 11. Non Reportable Positions Long 12. Non Reportable Positions Short 13. Non Reportable Net Positions(calculated by 11 and 12)
New format: 1. Open Interest 2. Producer/Merchant/Processor/User Longs 3. Producer/Merchant/Processor/User Shorts 4. Producer/Merchant/Processor/User Net Positions(calculated by 2 and 3) 5. Swap Dealer Longs 6. Swap Dealer Shorts 7. Swap Dealer Net Positions(calculated by 5 and 6) 8. Swap Dealer Spreads 9. Money Manager Longs 10. Money Manager Shorts 11. Money Manager Net Positions(calculated by 9 and 10) 12. Money Manager Spreads 13. Other Reportable Longs 14. Other Reportable Shorts 15. Other Reportable Net Positions(calculated by 13 and 14) 16. Other Reportable Spreads 17. Total Reportable Longs 18. Total Reportable Shorts 19. Non Reportable Longs 20. Non Reportable Shorts 21. Non Reportable Net Positions(calculated by 19 and 20)
Sample chart Colors and chart type are configurable.
1.Non commercial long(green)/short(purple)/net(blue) position
2.All data in legacy format
3. All net positions in new format
How to use this indicator? This indicator is paid indicator and invited-only indicator.
Please contact me via private chat or follow links in my signature so that I can grant the access right to the indicator.
Comment section is only for comments on the indicator or updates. Please refrain from contacting me using comments to follow TradingView house rules.
レガシーフォーマット(一般的によく見るのはこのフォーマットです。) 1. Open Interest 2. Non Commercial Long 3. Non Commercial Short 4. Non Commercial Net Positions (calculated by 2 and 3) 5. Non Commercial Spreads 6. Commercial Long 7. Commercial Short 8. Commercial Net Positions (calculated by 6 and 7) 9. Total Long 10. Total Short 11. Non Reportable Positions Long 12. Non Reportable Positions Short 13. Non Reportable Net Positions(calculated by 11 and 12)
新フォーマット: 1. Open Interest 2. Producer/Merchant/Processor/User Longs 3. Producer/Merchant/Processor/User Shorts 4. Producer/Merchant/Processor/User Net Positions(calculated by 2 and 3) 5. Swap Dealer Longs 6. Swap Dealer Shorts 7. Swap Dealer Net Positions(calculated by 5 and 6) 8. Swap Dealer Spreads 9. Money Manager Longs 10. Money Manager Shorts 11. Money Manager Net Positions(calculated by 9 and 10) 12. Money Manager Spreads 13. Other Reportable Longs 14. Other Reportable Shorts 15. Other Reportable Net Positions(calculated by 13 and 14) 16. Other Reportable Spreads 17. Total Reportable Longs 18. Total Reportable Shorts 19. Non Reportable Longs 20. Non Reportable Shorts 21. Non Reportable Net Positions(calculated by 19 and 20)
Corrected the following CFTC code; -SP500 -DOW JONES INDUSTRIAL AVERAGE -NASDAQ100
版本注释
-Removed US100 from the condition to show NASDAQ-100 data as some brokers removed US100 on TradingView -Updated to version5
版本注释
Update: 1.Added USD Index, which will be displayed when DXY chart is open. 2.Changed CFTC code for EURUSD to align with data reported by major financial media
Instrument / When displayed ーーーーーーーーーーーーーーーーーーーーー U.S. 10 Year Treasury Note / US10Y | US10 open U.S. 5 Year Treasury Note / US05Y | US05 open U.S. 2 Year Treasury Note / US02Y | US02 open