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4400cd9a8f
* small changes - moving provider inside the core * uptade readme * lint * remove old provider readme * leftovers * refactor website examples * ruff * fix nox * relock * fix fails_to_deliver headers * fix for tests that have renamed endpoints * fix discovery * removed test for renamed endpoint * fix broken syntax - test_search_financial_attributes * fix cash/income/balance * fix derivatives tests * fix etf tests * fix news tests * fix regulators * black * wrong test param * sort equity gainers/losers by percent * platform markdown generation import * Hotfix/fix int tests core merge (#5779) * removing tests on old endpoint * removing visualization on old endpoint * fixing equity tests * fixing examples * fix news tests * fix index test * example * add comments * example --------- Co-authored-by: Diogo Sousa <montezdesousa@gmail.com> --------- Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com> Co-authored-by: Diogo Sousa <montezdesousa@gmail.com> Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com> Co-authored-by: Pratyush Shukla <ps4534@nyu.edu>
97 lines
2.9 KiB
Markdown
Vendored
97 lines
2.9 KiB
Markdown
Vendored
---
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title: Commitment of Traders Reports
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description: OpenBB Platform Data Model
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---
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<!-- markdownlint-disable MD012 MD031 MD033 -->
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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---
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## Implementation details
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### Class names
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| Model name | Parameters class | Data class |
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| ---------- | ---------------- | ---------- |
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| `COT` | `COTQueryParams` | `COTData` |
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### Import Statement
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```python
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from openbb_core.provider.standard_models.cot import (
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COTData,
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COTQueryParams,
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)
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```
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## Parameters
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<Tabs>
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<TabItem value="standard" label="Standard">
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| id | str | The series ID string for the report. Default report is Two-Year Treasury Note Futures. | 042601 | True |
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| 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 |
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</TabItem>
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<TabItem value='nasdaq' label='nasdaq'>
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| id | str | The series ID string for the report. Default report is Two-Year Treasury Note Futures. | 042601 | True |
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| 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 |
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| data_type | Literal['F', 'FO', 'CITS'] |
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The type of data to reuturn. Default is "FO".
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F = Futures only
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FO = Futures and Options
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CITS = Commodity Index Trader Supplemental. Only valid for commodities.
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| FO | True |
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| legacy_format | bool | Returns the legacy format of report. Default is False. | False | True |
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| report_type | Literal['ALL', 'CHG', 'OLD', 'OTR'] |
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The type of report to return. Default is "ALL".
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ALL = All
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CHG = Change in Positions
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OLD = Old Crop Years
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OTR = Other Crop Years
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| ALL | True |
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| measure | Literal['CR', 'NT', 'OI', 'CHG'] |
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The measure to return. Default is None.
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CR = Concentration Ratios
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NT = Number of Traders
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OI = Percent of Open Interest
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CHG = Change in Positions. Only valid when data_type is "CITS".
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| None | True |
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| start_date | date | The start date of the time series. Defaults to all. | None | True |
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| end_date | date | The end date of the time series. Defaults to the most recent data. | None | True |
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| transform | Literal['diff', 'rdiff', 'cumul', 'normalize'] | Transform the data as w/w difference, percent change, cumulative, or normalize. | None | True |
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</TabItem>
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</Tabs>
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## Data
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<Tabs>
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<TabItem value="standard" label="Standard">
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| Name | Type | Description |
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| ---- | ---- | ----------- |
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| date | date | The date of the data. |
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</TabItem>
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</Tabs>
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