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.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "cot"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | ||
| code | No | ||
| start | No | ||
| market | No | ||
| report | No |