get_futures_flow_context
Combine a futures chart with CFTC COT positioning, volume z-scores, and open-interest quadrant analysis; detect roll anomalies to assess market participation context for a symbol.
Instructions
Combine one exact TradingView CME/COMEX/CBOT/NYMEX continuous-futures daily chart with delayed CFTC COT positioning, trailing volume z-scores, daily Open Interest (OI) 4-quadrant analysis, and contract roll anomaly detection. This is a market-participation proxy, not realtime institutional order flow, and it never changes the chart.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Point-in-time cutoff for locally first-seen CME Daily Bulletin OI. Supported only with open_interest_provider: cme_daily_bulletin; omit for the latest locally observed CME version. | |
| count | No | Most recent loaded daily futures bars to inspect. Default: 1000 | |
| cot_weeks | No | Recent delayed CFTC observations to include. Default: 2 | |
| target_symbol | Yes | Supported spot target mapped to 6E, 6J, 6B, 6A, 6C, 6S, 6N, ES, NQ, YM, GC, SI, CL | |
| volume_lookback | No | Prior bars used for volume mean and z-score. Current bar is excluded. Default: 20 | |
| observation_limit | No | Maximum recent normalized observations returned. Default: 20 | |
| open_interest_data | No | Caller-supplied daily Open Interest observations (time ISO/epoch, openInterest value) | |
| futures_chart_index | Yes | ||
| open_interest_scope | No | Required with caller-supplied OI or an explicitly named OI study, and rejected without either; keeps front-month and all-months data separate | |
| minimum_observations | No | Minimum normalized daily observations. Default: 20 | |
| open_interest_provider | No | Daily OI source. Default chart reads a bound TradingView study; cme_daily_bulletin uses only locally first-seen official GC totals and is supported for XAUUSD. | |
| open_interest_study_id | No | Read daily OI from this on-chart study instead of the official Open Interest study, e.g. an aggregated all-months OI indicator | |
| roll_anomaly_threshold | No | Daily Open Interest change ratio threshold for contract roll anomaly detection. Default: 0.20 (20%) | |
| elevated_volume_z_score | No | Absolute z-score threshold for elevated/subdued participation. Default: 1.5 | |
| expected_futures_symbol | Yes | Exact continuous futures symbol required by the fixed mapping | |
| open_interest_plot_title | No | Plot title or id carrying open interest on open_interest_study_id |