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OpenBB/website/content/platform/data_models/COT.md
Henrique Joaquim 4400cd9a8f Merge provider and core into core (#5774)
* 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>

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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>
2023-11-22 13:48:01 +00:00

2.9 KiB
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title, description
title description
Commitment of Traders Reports OpenBB Platform Data Model

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


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

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

Name Type Description
date date The date of the data.