Commitment of Traders: Legacy Metrics

TradingView 업데이트됨   

This indicator displays the Commitment of Traders (​COT) legacy data for futures markets.


Commitment of Traders ​(​COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC), a US federal agency that oversees the trading of derivative markets such as futures in the US. It is weekly data that provides traders with information about open interest for an asset. The CFTC oversees derivative markets traded on different exchanges, so ​COT data is available for assets that can be traded on CBOT, ​CME, NYMEX, COMEX, and ICEUS.

A detailed description of the COT report can be found on the CFTC's website.

COT data is separated into three notable reports: Legacy, Disaggregated, and Financial. This indicator presents data from the legacy report, which is broken down by exchange. Legacy reports break down the reportable open interest positions into two classifications: non-commercial and commercial traders.

Our other COT indicators are:
 • Commitment of Traders: Disaggregated Metrics
 • Commitment of Traders: Financial Metrics
 • Commitment of Traders: Total


Load the indicator on an active chart (see here if you don't know how).

By default, the indicator uses the chart's symbol to derive the COT data it displays. You can also specify a CFTC code in the "CFTC code" field of the script's inputs to display COT data from a symbol different than the chart's.

The rest of this section documents the script's input fields.

Each metric represents a different column of the Commitment of Traders report. Details are available in the explanatory notes on the CFTC's website.
Here is a summary of the metrics:
 • "Open Interest" is the total of all futures and/or option contracts entered into and not yet offset by a transaction, by delivery, by exercise, etc.
  The aggregate of all long open interest is equal to the aggregate of all short open interest.
 • "Traders Total" is the number of all unique reportable traders, regardless of the trading direction.
 • "Traders Total Reportable/Traders Noncommercial/Traders Commercial" are the quantities of traders reported to hold any position with the specified direction.
  All of a trader's reported futures positions in a commodity are classified as commercial if the trader uses futures contracts in that particular commodity for hedging.
  To determine the total number of reportable traders in a market, a trader is counted only once, whether or not the trader appears in more than one category.
 • "Total Reportable/Noncommercial/Commercial Positions" are all positions held by all reportable/non-commercial/commercial traders.
 • "Non-reportable Positions" is derived by subtracting total long and short "Reportable Positions" from the total open interest.
  Accordingly, the number of traders involved and the commercial/non-commercial classification of each trader are unknown.
 • "Concentration Gross/Net LT 4/8 TDR" is the percentage of open interest held by 4/8 of the largest traders, by gross/net positions,
  without regard to whether they are classified as commercial or non-commercial. The Net position ratios are computed after offsetting each trader’s equal long and short positions.
  A reportable trader with relatively large, balanced long and short positions in a single market, therefore,
  may be among the four and eight largest traders in both the gross long and gross short categories, but will probably not be included among the four and eight largest traders on a net basis.

Each metric is available for a particular set of directions. Valid directions for each metric are specified with its name in the "Metric" field's dropdown menu.

Possible values are: All, Old, Other. When commodities have a well-defined marketing season or crop year (e.g. Wheat or Lean Hogs futures ), this determines how the data is aggregated. Detailed explanation can be found in the "Old and Other Futures" section of the CTFC Explanatory Notes linked above. The "Major Markets for Which the COT Data Is Shown by Crop Year" table in the Explanatory Notes specifies the commodities that this distinction applies to; selecting "Old" for any of the commodities not in that list will return the same data as in "All", while selecting "Other" will return 0.

COT Selection Mode
This field's value determines how the script determines which COT data to return from the chart's symbol:
- "Root" uses the root of a futures symbol ("ES" for "ESH2020").
- "Base currency" uses the base currency in a forex pair ("EUR" for "EURUSD").
- "Currency" uses the quote currency, i.e., the currency the symbol is traded in ("JPY" for "TSE:9984" or "USDJPY").
- "Auto" tries all modes, in turn.
If no COT data can be found, a runtime error is generated.
Note that if the "CTFC Code" input field contains a code, it will override this input.

Specifies the type of Commitment of Traders data to display: data concerning only Futures , only Options, or both.

Instead of letting the script generate the CFTC COT code from the chart and the "COT Selection Mode" input when this field is empty, you can specify an unrelated CFTC COT code here, e.g., 001602 for wheat futures .

Look first. Then leap.

릴리즈 노트:
Minor update to import the latest version of "LibraryCOT"

Get $30 worth of TradingView Coins for you and a friend:

Read more about the new tools and features we're building for you:
오픈 소스 스크립트

이 스크립트의 오써는 참된 트레이딩뷰의 스피릿으로 이 스크립트를 오픈소스로 퍼블리쉬하여 트레이더들로 하여금 이해 및 검증할 수 있도록 하였습니다. 오써를 응원합니다! 스크립트를 무료로 쓸 수 있지만, 다른 퍼블리케이션에서 이 코드를 재사용하는 것은 하우스룰을 따릅니다. 님은 즐겨찾기로 이 스크립트를 차트에서 쓸 수 있습니다.


이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.

차트에 이 스크립트를 사용하시겠습니까?