commitments-of-traders

cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Tr…

Python library for retrieving the CFTC Commitment of Traders reports

Python library for downloading, storing, and unpacking official CFTC Commitments of Traders (COT) report archives.

Commodity Futures Trading Commission — independent third-party profile of a public API surface, by API Evangelist. The Commodity Futures Trading Commission (CFTC) is the U.S. federal regulator for commodity futures and options markets. The CFTC publishes the weekly Commitments of Traders (COT) report and other public data through a Socrata Open Dat

Typed zero-dependency client for the CFTC Commitments of Traders reports — Legacy, Disaggregated, TFF. No API key.

Is market conductance a forecastable state variable? A free-data falsification study of the price impact operator in gold and nine other markets.