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lcenovsky
Jul 26, 2016 7:58 PM

COT Index by cendalc 

ICEUSA:SB1!1W

Description

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Legacy and disaggregated COT index for several commodities I trade:
ZC, ZW, ZS, ZL, ZM, HG, GC, SI, CC, KC, CT, OJ, SB, CL, HO, NG

Available indexes:
  • Commercials Index
  • Large traders Index
  • Producers Index
  • Managed Money Index


Data is taken from Quandl: quandl.com/data/CFTC

Default week period is 26 except for CC, KC, CT, OJ, SB, CL, HO and NG where it is 13. You can set your own period.

Works correctly on weekly and daily data. Daily length is correctly computed from trade days in weeks.

Displays the previous cot index for the current week if COT report has not yet been published.

COTindex
Comments
Jimmi00
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Hi, I experienced the same problem and no data are shown. What we can do?
godi13
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Hi, since two days my COT Data and index show no data, just N/A. I have not changed anything. What can be the problém?
godi13
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Hi,
great job, this is exactly what I was looking for. The only thing I miss is meats(Hogs/Cattle). Is it possible to add it?
I tried to add syminfo.root == "LE" ? "LE" : but it did not work. I am not a programmer, I just tried :-)
Can you help mo with this, please?
lcenovsky
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@godi13, I cannot edit the script anymore - no idea why.
You need to add correct quandl mapping:

syminfo.root == "LE" ? "LC" :
syminfo.root == "GF" ? "FC" :
syminfo.root == "HE" ? "LN" :
godi13
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@lcenovsky, yes, that was the trick, different symbols LE/LC etc.
Thanks a lot
yarimedici
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@lcenovsky, Hi! I can't get it to work with Gold
Can you tell me how to add it?
lcenovsky
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@yarimedici, gold is there already (GC)
yarimedici
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@lcenovsky, Im sorry, just noticed!
Thanks for the reply!
Zoran83
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@lcenovsky, Oats, Corn and Rough Rice also not work with the standard symbols

Oats ZO?
Corn QBC?
Rough Rice QRR?

Do you know the right ones?
Thanks in advance
lcenovsky
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@Zoran83, search quandl - e.g. Oats is O: quandl.com/search?query=oats
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