CoT data with OpenInterest

2022年2月4日

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
  

2022年2月7日

版本注释

Using LibraryCOT.

2022年2月8日

版本注释

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.

2024年3月28日

版本注释

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

1月12日

版本注释

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