cot
Fetch weekly CFTC futures positioning data—long, short, and net contracts by trader group—for a specified market and report type.
Instructions
Commitments of Traders (CFTC) positioning, weekly: long, short and net contracts by trader group for a futures market. Easiest use: market="gold" (a word from the market name) with report="legacy_fo", where large speculators are the non-commercial columns and hedgers the commercial ones; other reports are disagg_fo (managed money) and tff_fo (financial futures). Use cot_markets(query=...) to look up an exact code. Rows come newest week first. Counts are in contracts. On the free tier, only the last 12 months are returned.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | ||
| code | No | ||
| start | No | ||
| market | No | ||
| report | No |