CoT data with OpenInterest

2022년 2월 4일

Displays COT data based on the "Disaggregated Commitments of Traders" report for Futures of the CFTC.

It does make accesible the following symbols:

• ZB
  
• ZN
  
• ZS
  
• ZM
  
• ZL
  
• ZC
  
• ZW
  
• KE
  
• HE
  
• LE
  
• GC
  
• SI
  
• HG
  
• CL
  
• HO
  
• RB
  
• NG
  
• 6A
  
• 6B
  
• 6C
  
• 6E
  
• 6J
  
• 6S
  
• SB
  
• KC
  
• CC
  
• CT
  
• ES
  
• RTY
  
• YM
  
• NQ
  
• PA
  
• PL
  
• AUP
  
• HRC
  
• EH
  
• BB
  
• ZR
  
• ZO
  
• DC
  
• OJ
  
• LBS
  
• GF
  
• SP
  
• DJIA
  
• 6N
  
• 6L
  
• VX
  
• 6M
  
• 6R
  
• 6Z
  
• ZT
  
• ZF
  

2022년 2월 7일

릴리즈 노트

Using LibraryCOT.

2022년 2월 8일

릴리즈 노트

Open Interest optionally rescaled to fill the whole sub-graph.
Assumptions are: (1) commercial net and large speculators net is displayed, and (2) a moving retrospection of 10-year is sufficient to determine the scaling factors.

2024년 3월 28일

릴리즈 노트

Update to new COT data interface for retrieval of legacy COT reports.

1월 12일

릴리즈 노트

Upgraded to PineScript v6 and COT-Library v4 (by TradingView)