Deckchair Trader COT Open Interest

2019년 2월 26일

Plots the COT Open Interest from the legacy report data from Quandl. Plots the commercial, non commercial and non reportables. Each plot can be hidden as needed.

I've tried to capture the basic dollar based currencies and the futures such as corn , wheat , rice, oil , hogs etc. The symbols required a little translation to match what Quandl is expecting but I think I got most of them. Please let me know of any issues with these.

Part of a suite of COT related indicators based on the excellent book "the commitment of traders bible" by Stephen Briese.


Works best on weekly timeframe.


Feb 26, 2018
Release Notes: Quandl have changed their codes :( now they seem to be using the CFTC Id's where are numeric (and can be found in the dump you get from them)

So whereas before for example, GBPUSD was mapped to BP it is now mapped to 096742.

I have gone through the various dumps and tried to map all the symbols I was using, the currency were the easy ones, the wheat, corn etc a little harder to trade down due to variations.
Please let me know if different

Thanks
Tim Titchmarsh
DeckchairTrader