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| cot | 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. |
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import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';
Commitment of Traders Reports. Lookup Commitment of Traders Reports by series ID.
obb.regulators.cftc.cot(id: str = 042601, provider: Literal[str] = nasdaq)
Parameters
| 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 |
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.
metadata: Optional[Metadata]
Metadata info about the command execution.
Data
| Name | Type | Description |
|---|---|---|
| date | date | The date of the data. |