cot

Get Commitment of Traders Reports.

Examples

from openbb import obb
obb.regulators.cftc.cot(provider='nasdaq')
# Get the Commitment of Traders Report for Gold.
obb.regulators.cftc.cot(id='GC=F', provider='nasdaq')
# Enter the report ID by the Nasdaq Data Link Code.
obb.regulators.cftc.cot(id='088691', provider='nasdaq')
# Get the report for futures only.
obb.regulators.cftc.cot(id='088691', data_type=F, provider='nasdaq')

---

Parameters

• standard
• nasdaq

Name	Type	Description	Default	Optional
id	str	The series ID string for the report. Default report is Two-Year Treasury Note Futures.	042601	True
provider	Literal['nasdaq']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: nasdaq.	None	True

Name	Type	Description	Default	Optional
id	str	CFTC series ID. Use search_cot() to find the ID. IDs not listed in the curated list, but are published on the Nasdaq Data Link website, are valid. Certain symbols, such as 'ES=F', or exact names are also valid. Default report is Two-Year Treasury Note Futures.	042601	True
provider	Literal['nasdaq']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: nasdaq.	None	True
data_type	Literal['F', 'FO', 'CITS']	The type of data to reuturn. Default is 'FO'. F = Futures only FO = Futures and Options CITS = Commodity Index Trader Supplemental. Only valid for commodities.	FO	True
legacy_format	bool	Returns the legacy format of report. Default is False.	False	True
report_type	Literal['ALL', 'CHG', 'OLD', 'OTR']	The type of report to return. Default is 'ALL'. ALL = All CHG = Change in Positions OLD = Old Crop Years OTR = Other Crop Years	ALL	True
measure	Literal['CR', 'NT', 'OI', 'CHG']	The measure to return. Default is None. CR = Concentration Ratios NT = Number of Traders OI = Percent of Open Interest CHG = Change in Positions. Only valid when data_type is 'CITS'.	None	True
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
transform	Literal['diff', 'rdiff', 'cumul', 'normalize']	Transform the data as difference, percent change, cumulative, or normalize.	None	True
collapse	Literal['daily', 'weekly', 'monthly', 'quarterly', 'annual']	Collapse the frequency of the time series.	None	True

---

Returns

OBBject
    results : List[COT]
        Serializable results.

    provider : Optional[Literal['nasdaq']]
        Provider name.

    warnings : Optional[List[Warning_]]
        List of warnings.

    chart : Optional[Chart]
        Chart object.

    extra : Dict[str, Any]
        Extra info.

---

Data

• standard
• nasdaq

Name	Type	Description
date	date	The date of the data.

Name	Type	Description
date	date	The date of the data.