COT

---

Implementation details

Class names

Model name	Parameters class	Data class
COT	COTQueryParams	COTData

Import Statement

from openbb_core.provider.standard_models.cot import (
COTData,
COTQueryParams,
)

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 for the query, by default None. If None, the provider specified in defaults is selected or 'nasdaq' if there is no default.	"nasdaq"	True

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 for the query, by default None. If None, the provider specified in defaults is selected or 'nasdaq' if there is no default.	"nasdaq"	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	date	The start date of the time series. Defaults to all.	None	True
end_date	date	The end date of the time series. Defaults to the most recent data.	None	True
transform	Literal['diff', 'rdiff', 'cumul', 'normalize']	Transform the data as w/w difference, percent change, cumulative, or normalize.	None	True

Data

• Standard

Name	Type	Description
date	date	The date of the data.