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')

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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
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
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
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
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

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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.

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Data

• standard
• nasdaq

Name	Type	Description
date	date	The date of the data.

Name	Type	Description
date	date	The date of the data.