---
title: cot
description: Learn how to lookup Commitment of Traders Reports by series ID and view
  the results, metadata, warnings, and charts associated with the reports. Understand
  the available parameters such as default report, provider, data type, legacy format,
  report type, measure, start date, end date, and transform.
keywords:
- Commitment of Traders Reports
- lookup
- series ID
- CFTC
- regulators
- default report
- provider
- data type
- legacy format
- report type
- measure
- start date
- end date
- transform
- results
- metadata
- warnings
- chart
- traders
- date
---


<!-- markdownlint-disable MD012 MD031 MD033 -->

import Tabs from '@theme/Tabs';
import TabItem from '@theme/TabItem';

Commitment of Traders Reports. Lookup Commitment of Traders Reports by series ID.

```python wordwrap
obb.regulators.cftc.cot(id: str = 042601, provider: Literal[str] = nasdaq)
```

---

## Parameters

<Tabs>
<TabItem value="standard" label="Standard">

| 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 |
</TabItem>

<TabItem value='nasdaq' label='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 |
| 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 |
</TabItem>

</Tabs>

---

## Returns

```python wordwrap
OBBject
    results : List[COT]
        Serializable results.

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

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

    chart : Optional[Chart]
        Chart object.

    metadata: Optional[Metadata]
        Metadata info about the command execution.
```

---

## Data

<Tabs>
<TabItem value="standard" label="Standard">

| Name | Type | Description |
| ---- | ---- | ----------- |
| date | date | The date of the data. |
</TabItem>

</Tabs>