OPEN-SOURCE SCRIPT
Updated

CoT data with OpenInterest

6358
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
Release Notes
Using LibraryCOT.
Release Notes
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.
Release Notes
Update to new COT data interface for retrieval of legacy COT reports.
Release Notes
Upgraded to PineScript v6 and COT-Library v4 (by TradingView)

Disclaimer

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