Commitment of traders
Author: ecorderob
Creation Date: 10/7/2010 1:47 AM
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ecorderob

#1

10/7/2010 1:47 AM

Hi,

I was wondering if it would be possible to create a connector to download the Commitment of Traders data (the same way you have created a connector for futures from Tradingblox.

If you want to think about it, there is a web page where they have that data ordered and zip in a file, which basically is the same as the futures. That is: http://www.commitmentsoftraders.org

Thanks a lot,

Enrique
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Eugene

#2

10/7/2010 1:51 AM

It is possible:

COTCollector Static Data Provider

The COTCollector provider is a companion for "COTCollector" (3rd party utility by Dave Aronow, on a paid basis).
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Eugene

#3

9/1/2011 4:26 AM

Hi Enrique,

Not sure if you're still following this but here it is, the COT data provider as you requested, and free as in beer!

FREE historical provider for Commitment Of Traders data
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ecorderob

#4

9/2/2011 5:23 AM

I follow almost everything :)

Thanks Eugene, I'll take a look at it!
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ecorderob

#5

5/26/2012 10:06 AM

Hi Eugene,

So far I was not trying to access to the "Non Reportable" data, but today I have been trying but I am unable to get those. I have read that I should use "NamedSeries", but I must be doing sth wrong.

Could you tell me how to get it?

CODE:
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Eugene

#6

5/26/2012 10:24 AM

Hi Enrique,

Sorry for the inconvenience but the Wiki had it mixed up. The non-reportable (small traders) short interest is contained within SmallTraderShort, not "Open Interest". Consequently, the respective line of your code becomes:
CODE:
Please log in to see this code.

I've fixed the description page, so thank you for the heads-up.

P.S. fyi, to list the available series in a Bars object you could do this:
CODE:
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ecorderob

#7

5/26/2012 10:27 AM

Thanks Eugene,

Indeed I was wondering how to get that list, so you solved 2 in 1 :)
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