OPEN-SOURCE SCRIPT
CoT data with OpenInterest
Updated
Displays COT data based on the "Disaggregated Commitments of Traders" report for Futures of the CFTC.
It does make accesible the following symbols:
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.Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.