mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-01 23:12:21 +00:00
9eca7b9f23
* improve cftc endpoints and make a standalone workspace app * mypy * forgot couple of files to commit * test params * integration test param name * fix sec-sic-search * fill some contracts missing category and subcategory, add a workspace workchoices endpoint * linter * integration test for cot_choices
2062 lines
97 KiB
Python
2062 lines
97 KiB
Python
"""CFTC Commitment of Traders Reports Model."""
|
|
|
|
# pylint: disable=unused-argument,too-many-lines
|
|
|
|
from datetime import (
|
|
datetime,
|
|
)
|
|
from typing import Any, Literal
|
|
|
|
from openbb_cftc.utils import reports_dict
|
|
from openbb_core.app.model.abstract.error import OpenBBError
|
|
from openbb_core.app.service.system_service import SystemService
|
|
from openbb_core.provider.abstract.fetcher import Fetcher
|
|
from openbb_core.provider.standard_models.cot import COTData, COTQueryParams
|
|
from openbb_core.provider.utils.errors import EmptyDataError
|
|
from pydantic import Field
|
|
|
|
api_prefix = SystemService().system_settings.api_settings.prefix
|
|
|
|
|
|
class CftcCotQueryParams(COTQueryParams):
|
|
"""CFTC Commitment of Traders Reports Query Parameters.
|
|
|
|
Source: https://publicreporting.cftc.gov/stories/s/r4w3-av2u
|
|
"""
|
|
|
|
__json_schema_extra__ = {
|
|
"code": {
|
|
"multiple_items_allowed": False,
|
|
"x-widget_config": {
|
|
"type": "endpoint",
|
|
"optionsEndpoint": f"{api_prefix}/cftc/get_cot_choices",
|
|
"style": {"popupWidth": 650},
|
|
},
|
|
},
|
|
"report_type": {
|
|
"multiple_items_allowed": False,
|
|
"choices": ["legacy", "disaggregated", "financial", "supplemental"],
|
|
},
|
|
"measure": {
|
|
"multiple_items_allowed": False,
|
|
"choices": [
|
|
"all",
|
|
"positions",
|
|
"changes",
|
|
"percent_of_oi",
|
|
"traders",
|
|
"concentration",
|
|
],
|
|
},
|
|
}
|
|
|
|
report_type: Literal["legacy", "disaggregated", "financial", "supplemental"] = (
|
|
Field(
|
|
default="legacy",
|
|
description="The type of report to retrieve.",
|
|
)
|
|
)
|
|
measure: Literal[
|
|
"all", "positions", "changes", "percent_of_oi", "traders", "concentration"
|
|
] = Field(
|
|
default="all",
|
|
description="Filter columns by measure type. Open interest is always included.",
|
|
)
|
|
futures_only: bool = Field(
|
|
default=False,
|
|
description="Returns the futures-only report. Default is False, for the combined report.",
|
|
)
|
|
limit: int | None = Field(
|
|
default=None,
|
|
description="Number of most recent reports to return. Default is all available.",
|
|
)
|
|
|
|
|
|
class CftcCotData(COTData):
|
|
"""CFTC Commitment of Traders Reports Data.
|
|
|
|
Fields are populated based on the report type selected. The Legacy report has
|
|
non-commercial and commercial classifications. The Disaggregated report has
|
|
producer/merchant, swap dealer, managed money, and other reportable classifications.
|
|
The Financial (TFF) report has dealer, asset manager, leveraged money, and other
|
|
reportable classifications. The Supplemental report adds commodity index trader (CIT)
|
|
and non-CIT breakdowns. Position data is reported for all contracts, with old crop year
|
|
and other crop year splits where applicable (Legacy and Disaggregated only).
|
|
"""
|
|
|
|
__alias_dict__ = {
|
|
"asset_manager_positions_long": "asset_mgr_positions_long",
|
|
"asset_manager_positions_short": "asset_mgr_positions_short",
|
|
"asset_manager_positions_spread": "asset_mgr_positions_spread",
|
|
"change_commercial_long_all_non_cit": "change_comm_long_all_nocit",
|
|
"change_commercial_short_all_non_cit": "change_comm_short_all_nocit",
|
|
"change_in_asset_manager_long": "change_in_asset_mgr_long",
|
|
"change_in_asset_manager_short": "change_in_asset_mgr_short",
|
|
"change_in_asset_manager_spread": "change_in_asset_mgr_spread",
|
|
"change_in_commercial_long_all": "change_in_comm_long_all",
|
|
"change_in_commercial_short_all": "change_in_comm_short_all",
|
|
"change_in_leveraged_funds_long": "change_in_lev_money_long",
|
|
"change_in_leveraged_funds_short": "change_in_lev_money_short",
|
|
"change_in_leveraged_funds_spread": "change_in_lev_money_spread",
|
|
"change_in_managed_money_long_all": "change_in_m_money_long_all",
|
|
"change_in_managed_money_short_all": "change_in_m_money_short_all",
|
|
"change_in_managed_money_spread": "change_in_m_money_spread",
|
|
"change_in_non_commercial_long_all": "change_in_noncomm_long_all",
|
|
"change_in_non_commercial_short_all": "change_in_noncomm_short_all",
|
|
"change_in_non_commercial_spread_all": "change_in_noncomm_spead_all",
|
|
"change_in_non_reportable_long_all": "change_in_nonrept_long_all",
|
|
"change_in_non_reportable_short_all": "change_in_nonrept_short_all",
|
|
"change_in_other_reportable_long": "change_in_other_rept_long",
|
|
"change_in_other_reportable_short": "change_in_other_rept_short",
|
|
"change_in_other_reportable_spread": "change_in_other_rept_spread",
|
|
"change_in_producer_merchant_long": "change_in_prod_merc_long",
|
|
"change_in_producer_merchant_short": "change_in_prod_merc_short",
|
|
"change_in_total_reportable_long_all": "change_in_tot_rept_long_all",
|
|
"change_in_total_reportable_short": "change_in_tot_rept_short",
|
|
"change_non_commercial_long_all_non_cit": "change_noncomm_long_all_nocit",
|
|
"change_non_commercial_short_all_non_cit": "change_noncomm_short_all_nocit",
|
|
"change_non_commercial_spread_all_non_cit": "change_noncomm_spead_all_nocit",
|
|
"change_non_reportable_long_all": "change_nonrept_long_all",
|
|
"change_non_reportable_short_all": "change_nonrept_short_all",
|
|
"change_total_reportable_long_all": "change_tot_rept_long_all",
|
|
"change_total_reportable_short_all": "change_tot_rept_short_all",
|
|
"commercial_positions_long_all": "comm_positions_long_all",
|
|
"commercial_positions_long_all_non_cit": "comm_positions_long_all_nocit",
|
|
"commercial_positions_long_old": "comm_positions_long_old",
|
|
"commercial_positions_long_other": "comm_positions_long_other",
|
|
"commercial_positions_short_all": "comm_positions_short_all",
|
|
"commercial_positions_short_all_non_cit": "comm_positions_short_all_nocit",
|
|
"commercial_positions_short_old": "comm_positions_short_old",
|
|
"commercial_positions_short_other": "comm_positions_short_other",
|
|
"commodity": "commodity_name",
|
|
"commodity_group": "commodity_group_name",
|
|
"commodity_subgroup": "commodity_subgroup_name",
|
|
"concentration_gross_top_4_traders_long": "conc_gross_le_4_tdr_long",
|
|
"concentration_gross_top_4_traders_long_1": "conc_gross_le_4_tdr_long_1",
|
|
"concentration_gross_top_4_traders_long_2": "conc_gross_le_4_tdr_long_2",
|
|
"concentration_gross_top_4_traders_short": "conc_gross_le_4_tdr_short",
|
|
"concentration_gross_top_4_traders_short_1": "conc_gross_le_4_tdr_short_1",
|
|
"concentration_gross_top_4_traders_short_2": "conc_gross_le_4_tdr_short_2",
|
|
"concentration_gross_top_8_traders_long": "conc_gross_le_8_tdr_long",
|
|
"concentration_gross_top_8_traders_long_1": "conc_gross_le_8_tdr_long_1",
|
|
"concentration_gross_top_8_traders_long_2": "conc_gross_le_8_tdr_long_2",
|
|
"concentration_gross_top_8_traders_short": "conc_gross_le_8_tdr_short",
|
|
"concentration_gross_top_8_traders_short_1": "conc_gross_le_8_tdr_short_1",
|
|
"concentration_gross_top_8_traders_short_2": "conc_gross_le_8_tdr_short_2",
|
|
"concentration_net_top_4_traders_long_all": "conc_net_le_4_tdr_long_all",
|
|
"concentration_net_top_4_traders_long_old": "conc_net_le_4_tdr_long_old",
|
|
"concentration_net_top_4_traders_long_other": "conc_net_le_4_tdr_long_other",
|
|
"concentration_net_top_4_traders_short_all": "conc_net_le_4_tdr_short_all",
|
|
"concentration_net_top_4_traders_short_old": "conc_net_le_4_tdr_short_old",
|
|
"concentration_net_top_4_traders_short_other": "conc_net_le_4_tdr_short_other",
|
|
"concentration_net_top_8_traders_long_all": "conc_net_le_8_tdr_long_all",
|
|
"concentration_net_top_8_traders_long_old": "conc_net_le_8_tdr_long_old",
|
|
"concentration_net_top_8_traders_long_other": "conc_net_le_8_tdr_long_other",
|
|
"concentration_net_top_8_traders_short_all": "conc_net_le_8_tdr_short_all",
|
|
"concentration_net_top_8_traders_short_old": "conc_net_le_8_tdr_short_old",
|
|
"concentration_net_top_8_traders_short_other": "conc_net_le_8_tdr_short_other",
|
|
"date": "report_date_as_yyyy_mm_dd",
|
|
"leveraged_funds_positions_long": "lev_money_positions_long",
|
|
"leveraged_funds_positions_short": "lev_money_positions_short",
|
|
"leveraged_funds_positions_spread": "lev_money_positions_spread",
|
|
"managed_money_positions_long_all": "m_money_positions_long_all",
|
|
"managed_money_positions_long_old": "m_money_positions_long_old",
|
|
"managed_money_positions_long_other": "m_money_positions_long_other",
|
|
"managed_money_positions_short_all": "m_money_positions_short_all",
|
|
"managed_money_positions_short_old": "m_money_positions_short_old",
|
|
"managed_money_positions_short_other": "m_money_positions_short_other",
|
|
"managed_money_positions_spread": "m_money_positions_spread",
|
|
"managed_money_positions_spread_1": "m_money_positions_spread_1",
|
|
"managed_money_positions_spread_2": "m_money_positions_spread_2",
|
|
"non_commercial_positions_long_all": "noncomm_positions_long_all",
|
|
"non_commercial_positions_long_all_non_cit": "ncomm_postions_long_all_nocit",
|
|
"non_commercial_positions_long_old": "noncomm_positions_long_old",
|
|
"non_commercial_positions_long_other": "noncomm_positions_long_other",
|
|
"non_commercial_positions_short_all": "noncomm_positions_short_all",
|
|
"non_commercial_positions_short_all_non_cit": "ncomm_postions_short_all_nocit",
|
|
"non_commercial_positions_short_old": "noncomm_positions_short_old",
|
|
"non_commercial_positions_short_other": "noncomm_positions_short_other",
|
|
"non_commercial_positions_spread": "noncomm_positions_spread",
|
|
"non_commercial_positions_spread_1": "noncomm_positions_spread_1",
|
|
"non_commercial_positions_spread_all": "noncomm_postions_spread_all",
|
|
"non_commercial_positions_spread_all_non_cit": "ncomm_postions_spread_all_nocit",
|
|
"non_reportable_positions_long_all": "nonrept_positions_long_all",
|
|
"non_reportable_positions_long_old": "nonrept_positions_long_old",
|
|
"non_reportable_positions_long_other": "nonrept_positions_long_other",
|
|
"non_reportable_positions_short_all": "nonrept_positions_short_all",
|
|
"non_reportable_positions_short_old": "nonrept_positions_short_old",
|
|
"non_reportable_positions_short_other": "nonrept_positions_short_other",
|
|
"other_reportable_positions_long": "other_rept_positions_long",
|
|
"other_reportable_positions_long_1": "other_rept_positions_long_1",
|
|
"other_reportable_positions_long_2": "other_rept_positions_long_2",
|
|
"other_reportable_positions_short": "other_rept_positions_short",
|
|
"other_reportable_positions_short_1": "other_rept_positions_short_1",
|
|
"other_reportable_positions_short_2": "other_rept_positions_short_2",
|
|
"other_reportable_positions_spread": "other_rept_positions_spread",
|
|
"other_reportable_positions_spread_1": "other_rept_positions_spread_1",
|
|
"other_reportable_positions_spread_2": "other_rept_positions_spread_2",
|
|
"open_interest_pct_all": "pct_of_open_interest_all",
|
|
"open_interest_pct_asset_manager_long": "pct_of_oi_asset_mgr_long",
|
|
"open_interest_pct_asset_manager_short": "pct_of_oi_asset_mgr_short",
|
|
"open_interest_pct_asset_manager_spread": "pct_of_oi_asset_mgr_spread",
|
|
"open_interest_pct_commercial_long_all": "pct_of_oi_comm_long_all",
|
|
"open_interest_pct_commercial_long_old": "pct_of_oi_comm_long_old",
|
|
"open_interest_pct_commercial_long_other": "pct_of_oi_comm_long_other",
|
|
"open_interest_pct_commercial_short_all": "pct_of_oi_comm_short_all",
|
|
"open_interest_pct_commercial_short_old": "pct_of_oi_comm_short_old",
|
|
"open_interest_pct_commercial_short_other": "pct_of_oi_comm_short_other",
|
|
"open_interest_pct_dealer_long_all": "pct_of_oi_dealer_long_all",
|
|
"open_interest_pct_dealer_short_all": "pct_of_oi_dealer_short_all",
|
|
"open_interest_pct_dealer_spread_all": "pct_of_oi_dealer_spread_all",
|
|
"open_interest_pct_leveraged_funds_long": "pct_of_oi_lev_money_long",
|
|
"open_interest_pct_leveraged_funds_short": "pct_of_oi_lev_money_short",
|
|
"open_interest_pct_leveraged_funds_spread": "pct_of_oi_lev_money_spread",
|
|
"open_interest_pct_managed_money_long_all": "pct_of_oi_m_money_long_all",
|
|
"open_interest_pct_managed_money_long_old": "pct_of_oi_m_money_long_old",
|
|
"open_interest_pct_managed_money_long_other": "pct_of_oi_m_money_long_other",
|
|
"open_interest_pct_managed_money_short_all": "pct_of_oi_m_money_short_all",
|
|
"open_interest_pct_managed_money_short_old": "pct_of_oi_m_money_short_old",
|
|
"open_interest_pct_managed_money_short_other": "pct_of_oi_m_money_short_other",
|
|
"open_interest_pct_managed_money_spread": "pct_of_oi_m_money_spread",
|
|
"open_interest_pct_managed_money_spread_1": "pct_of_oi_m_money_spread_1",
|
|
"open_interest_pct_managed_money_spread_2": "pct_of_oi_m_money_spread_2",
|
|
"open_interest_pct_non_commercial_long_all": "pct_of_oi_noncomm_long_all",
|
|
"open_interest_pct_non_commercial_long_old": "pct_of_oi_noncomm_long_old",
|
|
"open_interest_pct_non_commercial_long_other": "pct_of_oi_noncomm_long_other",
|
|
"open_interest_pct_non_commercial_short_all": "pct_of_oi_noncomm_short_all",
|
|
"open_interest_pct_non_commercial_short_old": "pct_of_oi_noncomm_short_old",
|
|
"open_interest_pct_non_commercial_short_other": "pct_of_oi_noncomm_short_other",
|
|
"open_interest_pct_non_commercial_spread": "pct_of_oi_noncomm_spread",
|
|
"open_interest_pct_non_commercial_spread_1": "pct_of_oi_noncomm_spread_1",
|
|
"open_interest_pct_non_commercial_spread_2": "pct_of_oi_noncomm_spread_2",
|
|
"open_interest_pct_non_reportable_long_all": "pct_of_oi_nonrept_long_all",
|
|
"open_interest_pct_non_reportable_long_old": "pct_of_oi_nonrept_long_old",
|
|
"open_interest_pct_non_reportable_long_other": "pct_of_oi_nonrept_long_other",
|
|
"open_interest_pct_non_reportable_short_all": "pct_of_oi_nonrept_short_all",
|
|
"open_interest_pct_non_reportable_short_old": "pct_of_oi_nonrept_short_old",
|
|
"open_interest_pct_non_reportable_short_other": "pct_of_oi_nonrept_short_other",
|
|
"open_interest_pct_other_reportable_long": "pct_of_oi_other_rept_long",
|
|
"open_interest_pct_other_reportable_long_1": "pct_of_oi_other_rept_long_1",
|
|
"open_interest_pct_other_reportable_long_2": "pct_of_oi_other_rept_long_2",
|
|
"open_interest_pct_other_reportable_short": "pct_of_oi_other_rept_short",
|
|
"open_interest_pct_other_reportable_short_1": "pct_of_oi_other_rept_short_1",
|
|
"open_interest_pct_other_reportable_short_2": "pct_of_oi_other_rept_short_2",
|
|
"open_interest_pct_other_reportable_spread": "pct_of_oi_other_rept_spread",
|
|
"open_interest_pct_other_reportable_spread_1": "pct_of_oi_other_rept_spread_1",
|
|
"open_interest_pct_other_reportable_spread_2": "pct_of_oi_other_rept_spread_2",
|
|
"open_interest_pct_producer_merchant_long": "pct_of_oi_prod_merc_long",
|
|
"open_interest_pct_producer_merchant_long_1": "pct_of_oi_prod_merc_long_1",
|
|
"open_interest_pct_producer_merchant_long_2": "pct_of_oi_prod_merc_long_2",
|
|
"open_interest_pct_producer_merchant_short": "pct_of_oi_prod_merc_short",
|
|
"open_interest_pct_producer_merchant_short_1": "pct_of_oi_prod_merc_short_1",
|
|
"open_interest_pct_producer_merchant_short_2": "pct_of_oi_prod_merc_short_2",
|
|
"open_interest_pct_swap_long_all": "pct_of_oi_swap_long_all",
|
|
"open_interest_pct_swap_long_old": "pct_of_oi_swap_long_old",
|
|
"open_interest_pct_swap_long_other": "pct_of_oi_swap_long_other",
|
|
"open_interest_pct_swap_short_all": "pct_of_oi_swap_short_all",
|
|
"open_interest_pct_swap_short_old": "pct_of_oi_swap_short_old",
|
|
"open_interest_pct_swap_short_other": "pct_of_oi_swap_short_other",
|
|
"open_interest_pct_swap_spread_all": "pct_of_oi_swap_spread_all",
|
|
"open_interest_pct_swap_spread_old": "pct_of_oi_swap_spread_old",
|
|
"open_interest_pct_swap_spread_other": "pct_of_oi_swap_spread_other",
|
|
"open_interest_pct_total_reportable_long_all": "pct_of_oi_tot_rept_long_all",
|
|
"open_interest_pct_total_reportable_long_old": "pct_of_oi_tot_rept_long_old",
|
|
"open_interest_pct_total_reportable_long_other": "pct_of_oi_tot_rept_long_other",
|
|
"open_interest_pct_total_reportable_short": "pct_of_oi_tot_rept_short",
|
|
"open_interest_pct_total_reportable_short_1": "pct_of_oi_tot_rept_short_1",
|
|
"open_interest_pct_total_reportable_short_2": "pct_of_oi_tot_rept_short_2",
|
|
"open_interest_pct_commercial_long_all_non_cit": "pct_oi_comm_long_all_nocit",
|
|
"open_interest_pct_commercial_short_all_non_cit": "pct_oi_comm_short_all_nocit",
|
|
"open_interest_pct_non_commercial_long_all_non_cit": "pct_oi_noncomm_long_all_nocit",
|
|
"open_interest_pct_non_commercial_short_all_non_cit": "pct_oi_noncomm_short_all_nocit",
|
|
"open_interest_pct_non_commercial_spread_all_non_cit": "pct_oi_noncomm_spread_all_nocit",
|
|
"open_interest_pct_non_reportable_long_all_non_cit": "pct_oi_nonrept_long_all_nocit",
|
|
"open_interest_pct_non_reportable_short_all_non_cit": "pct_oi_nonrept_short_all_nocit",
|
|
"open_interest_pct_total_reportable_long_all_non_cit": "pct_oi_tot_rept_long_all_nocit",
|
|
"open_interest_pct_total_reportable_short_all_non_cit": "pct_oi_tot_rept_short_all_nocit",
|
|
"producer_merchant_positions_long": "prod_merc_positions_long",
|
|
"producer_merchant_positions_long_1": "prod_merc_positions_long_1",
|
|
"producer_merchant_positions_long_2": "prod_merc_positions_long_2",
|
|
"producer_merchant_positions_short": "prod_merc_positions_short",
|
|
"producer_merchant_positions_short_1": "prod_merc_positions_short_1",
|
|
"producer_merchant_positions_short_2": "prod_merc_positions_short_2",
|
|
"report_week": "yyyy_report_week_ww",
|
|
"total_reportable_positions_long_all": "tot_rept_positions_long_all",
|
|
"total_reportable_positions_long_old": "tot_rept_positions_long_old",
|
|
"total_reportable_positions_long_other": "tot_rept_positions_long_other",
|
|
"total_reportable_positions_short": "tot_rept_positions_short",
|
|
"total_reportable_positions_short_1": "tot_rept_positions_short_1",
|
|
"total_reportable_positions_short_2": "tot_rept_positions_short_2",
|
|
"traders_asset_manager_long_all": "traders_asset_mgr_long_all",
|
|
"traders_asset_manager_short_all": "traders_asset_mgr_short_all",
|
|
"traders_asset_manager_spread": "traders_asset_mgr_spread",
|
|
"traders_commercial_long_all": "traders_comm_long_all",
|
|
"traders_commercial_long_all_non_cit": "traders_comm_long_all_nocit",
|
|
"traders_commercial_long_old": "traders_comm_long_old",
|
|
"traders_commercial_long_other": "traders_comm_long_other",
|
|
"traders_commercial_short_all": "traders_comm_short_all",
|
|
"traders_commercial_short_all_non_cit": "traders_comm_short_all_nocit",
|
|
"traders_commercial_short_old": "traders_comm_short_old",
|
|
"traders_commercial_short_other": "traders_comm_short_other",
|
|
"traders_leveraged_funds_long_all": "traders_lev_money_long_all",
|
|
"traders_leveraged_funds_short_all": "traders_lev_money_short_all",
|
|
"traders_leveraged_funds_spread": "traders_lev_money_spread",
|
|
"traders_managed_money_long_all": "traders_m_money_long_all",
|
|
"traders_managed_money_long_old": "traders_m_money_long_old",
|
|
"traders_managed_money_long_other": "traders_m_money_long_other",
|
|
"traders_managed_money_short_all": "traders_m_money_short_all",
|
|
"traders_managed_money_short_old": "traders_m_money_short_old",
|
|
"traders_managed_money_short_other": "traders_m_money_short_other",
|
|
"traders_managed_money_spread_all": "traders_m_money_spread_all",
|
|
"traders_managed_money_spread_old": "traders_m_money_spread_old",
|
|
"traders_managed_money_spread_other": "traders_m_money_spread_other",
|
|
"traders_non_commercial_long_all": "traders_noncomm_long_all",
|
|
"traders_non_commercial_long_all_non_cit": "traders_noncomm_long_all_nocit",
|
|
"traders_non_commercial_long_old": "traders_noncomm_long_old",
|
|
"traders_non_commercial_long_other": "traders_noncomm_long_other",
|
|
"traders_non_commercial_short_all": "traders_noncomm_short_all",
|
|
"traders_non_commercial_short_all_non_cit": "traders_noncomm_short_all_nocit",
|
|
"traders_non_commercial_short_old": "traders_noncomm_short_old",
|
|
"traders_non_commercial_short_other": "traders_noncomm_short_other",
|
|
"traders_non_commercial_spread_all": "traders_noncomm_spread_all",
|
|
"traders_non_commercial_spread_all_non_cit": "traders_noncomm_spread_all_nocit",
|
|
"traders_non_commercial_spread_old": "traders_noncomm_spead_old",
|
|
"traders_non_commercial_spread_other": "traders_noncomm_spread_other",
|
|
"traders_other_reportable_long_all": "traders_other_rept_long_all",
|
|
"traders_other_reportable_long_old": "traders_other_rept_long_old",
|
|
"traders_other_reportable_long_other": "traders_other_rept_long_other",
|
|
"traders_other_reportable_short": "traders_other_rept_short",
|
|
"traders_other_reportable_short_1": "traders_other_rept_short_1",
|
|
"traders_other_reportable_short_2": "traders_other_rept_short_2",
|
|
"traders_other_reportable_spread": "traders_other_rept_spread",
|
|
"traders_other_reportable_spread_1": "traders_other_rept_spread_1",
|
|
"traders_other_reportable_spread_2": "traders_other_rept_spread_2",
|
|
"traders_producer_merchant_long_all": "traders_prod_merc_long_all",
|
|
"traders_producer_merchant_long_old": "traders_prod_merc_long_old",
|
|
"traders_producer_merchant_long_other": "traders_prod_merc_long_other",
|
|
"traders_producer_merchant_short_all": "traders_prod_merc_short_all",
|
|
"traders_producer_merchant_short_old": "traders_prod_merc_short_old",
|
|
"traders_producer_merchant_short_other": "traders_prod_merc_short_other",
|
|
"traders_total_all": "traders_tot_all",
|
|
"traders_total_old": "traders_tot_old",
|
|
"traders_total_other": "traders_tot_other",
|
|
"traders_total_reportable_long_all": "traders_tot_rept_long_all",
|
|
"traders_total_reportable_long_all_non_cit": "traders_tot_rept_long_all_nocit",
|
|
"traders_total_reportable_long_old": "traders_tot_rept_long_old",
|
|
"traders_total_reportable_long_other": "traders_tot_rept_long_other",
|
|
"traders_total_reportable_short_all": "traders_tot_rept_short_all",
|
|
"traders_total_reportable_short_all_non_cit": "traders_tot_rept_short_all_nocit",
|
|
"traders_total_reportable_short_old": "traders_tot_rept_short_old",
|
|
"traders_total_reportable_short_other": "traders_tot_rept_short_other",
|
|
}
|
|
__alias_dict__.update(
|
|
{
|
|
"open_interest_pct_old": "pct_of_open_interest_old",
|
|
"open_interest_pct_other": "pct_of_open_interest_other",
|
|
"open_interest_pct_cit_long_all": "pct_oi_cit_long_all",
|
|
"open_interest_pct_cit_short_all": "pct_oi_cit_short_all",
|
|
}
|
|
)
|
|
|
|
contract_market_name: str | None = Field(
|
|
default=None, description="Short contract market name."
|
|
)
|
|
|
|
# -- Open Interest --
|
|
|
|
open_interest_all: int | None = Field(
|
|
default=None, description="Total open interest, all contracts."
|
|
)
|
|
open_interest_old: int | None = Field(
|
|
default=None,
|
|
description="Total open interest, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
open_interest_other: int | None = Field(
|
|
default=None,
|
|
description="Total open interest, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
|
|
# -- Legacy Report: Non-Commercial Positions --
|
|
|
|
non_commercial_positions_long_all: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial long positions, all contracts. Legacy report.",
|
|
)
|
|
non_commercial_positions_short_all: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial short positions, all contracts. Legacy report.",
|
|
)
|
|
non_commercial_positions_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial spreading positions, all contracts. Legacy report.",
|
|
)
|
|
non_commercial_positions_long_old: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial long positions, old crop year. Legacy report.",
|
|
)
|
|
non_commercial_positions_short_old: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial short positions, old crop year. Legacy report.",
|
|
)
|
|
non_commercial_positions_spread: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial spreading positions, old crop year. Legacy report.",
|
|
)
|
|
non_commercial_positions_long_other: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial long positions, other crop year. Legacy report.",
|
|
)
|
|
non_commercial_positions_short_other: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial short positions, other crop year. Legacy report.",
|
|
)
|
|
non_commercial_positions_spread_1: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial spreading positions, other crop year. Legacy report.",
|
|
)
|
|
|
|
# -- Legacy Report: Commercial Positions --
|
|
|
|
commercial_positions_long_all: int | None = Field(
|
|
default=None,
|
|
description="Commercial long positions, all contracts. Legacy report.",
|
|
)
|
|
commercial_positions_short_all: int | None = Field(
|
|
default=None,
|
|
description="Commercial short positions, all contracts. Legacy report.",
|
|
)
|
|
commercial_positions_long_old: int | None = Field(
|
|
default=None,
|
|
description="Commercial long positions, old crop year. Legacy report.",
|
|
)
|
|
commercial_positions_short_old: int | None = Field(
|
|
default=None,
|
|
description="Commercial short positions, old crop year. Legacy report.",
|
|
)
|
|
commercial_positions_long_other: int | None = Field(
|
|
default=None,
|
|
description="Commercial long positions, other crop year. Legacy report.",
|
|
)
|
|
commercial_positions_short_other: int | None = Field(
|
|
default=None,
|
|
description="Commercial short positions, other crop year. Legacy report.",
|
|
)
|
|
|
|
# -- Disaggregated Report: Producer/Merchant/Processor/User Positions --
|
|
|
|
producer_merchant_positions_long: int | None = Field(
|
|
default=None,
|
|
description="Producer/merchant long positions, all contracts. Disaggregated report.",
|
|
)
|
|
producer_merchant_positions_short: int | None = Field(
|
|
default=None,
|
|
description="Producer/merchant short positions, all contracts. Disaggregated report.",
|
|
)
|
|
producer_merchant_positions_long_1: int | None = Field(
|
|
default=None,
|
|
description="Producer/merchant long positions, old crop year. Disaggregated report.",
|
|
)
|
|
producer_merchant_positions_short_1: int | None = Field(
|
|
default=None,
|
|
description="Producer/merchant short positions, old crop year. Disaggregated report.",
|
|
)
|
|
producer_merchant_positions_long_2: int | None = Field(
|
|
default=None,
|
|
description="Producer/merchant long positions, other crop year. Disaggregated report.",
|
|
)
|
|
producer_merchant_positions_short_2: int | None = Field(
|
|
default=None,
|
|
description="Producer/merchant short positions, other crop year. Disaggregated report.",
|
|
)
|
|
|
|
# -- Disaggregated Report: Swap Dealer Positions --
|
|
|
|
swap_positions_long_all: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer long positions, all contracts. Disaggregated report.",
|
|
)
|
|
swap_positions_short_all: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer short positions, all contracts. Disaggregated report.",
|
|
)
|
|
swap_positions_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer spreading positions, all contracts. Disaggregated report.",
|
|
)
|
|
swap_positions_long_old: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer long positions, old crop year. Disaggregated report.",
|
|
)
|
|
swap_positions_short_old: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer short positions, old crop year. Disaggregated report.",
|
|
)
|
|
swap_positions_spread_old: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer spreading positions, old crop year. Disaggregated report.",
|
|
)
|
|
swap_positions_long_other: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer long positions, other crop year. Disaggregated report.",
|
|
)
|
|
swap_positions_short_other: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer short positions, other crop year. Disaggregated report.",
|
|
)
|
|
swap_positions_spread_other: int | None = Field(
|
|
default=None,
|
|
description="Swap dealer spreading positions, other crop year. Disaggregated report.",
|
|
)
|
|
|
|
# -- Disaggregated Report: Managed Money Positions --
|
|
|
|
managed_money_positions_long_all: int | None = Field(
|
|
default=None,
|
|
description="Managed money long positions, all contracts. Disaggregated report.",
|
|
)
|
|
managed_money_positions_short_all: int | None = Field(
|
|
default=None,
|
|
description="Managed money short positions, all contracts. Disaggregated report.",
|
|
)
|
|
managed_money_positions_spread: int | None = Field(
|
|
default=None,
|
|
description="Managed money spreading positions, all contracts. Disaggregated report.",
|
|
)
|
|
managed_money_positions_long_old: int | None = Field(
|
|
default=None,
|
|
description="Managed money long positions, old crop year. Disaggregated report.",
|
|
)
|
|
managed_money_positions_short_old: int | None = Field(
|
|
default=None,
|
|
description="Managed money short positions, old crop year. Disaggregated report.",
|
|
)
|
|
managed_money_positions_spread_1: int | None = Field(
|
|
default=None,
|
|
description="Managed money spreading positions, old crop year. Disaggregated report.",
|
|
)
|
|
managed_money_positions_long_other: int | None = Field(
|
|
default=None,
|
|
description="Managed money long positions, other crop year. Disaggregated report.",
|
|
)
|
|
managed_money_positions_short_other: int | None = Field(
|
|
default=None,
|
|
description="Managed money short positions, other crop year. Disaggregated report.",
|
|
)
|
|
managed_money_positions_spread_2: int | None = Field(
|
|
default=None,
|
|
description="Managed money spreading positions, other crop year. Disaggregated report.",
|
|
)
|
|
|
|
# -- Financial (TFF) Report: Dealer/Intermediary Positions --
|
|
|
|
dealer_positions_long_all: int | None = Field(
|
|
default=None,
|
|
description="Dealer/intermediary long positions, all contracts. TFF report.",
|
|
)
|
|
dealer_positions_short_all: int | None = Field(
|
|
default=None,
|
|
description="Dealer/intermediary short positions, all contracts. TFF report.",
|
|
)
|
|
dealer_positions_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Dealer/intermediary spreading positions, all contracts. TFF report.",
|
|
)
|
|
|
|
# -- Financial (TFF) Report: Asset Manager/Institutional Positions --
|
|
|
|
asset_manager_positions_long: int | None = Field(
|
|
default=None,
|
|
description="Asset manager/institutional long positions, all contracts. TFF report.",
|
|
)
|
|
asset_manager_positions_short: int | None = Field(
|
|
default=None,
|
|
description="Asset manager/institutional short positions, all contracts. TFF report.",
|
|
)
|
|
asset_manager_positions_spread: int | None = Field(
|
|
default=None,
|
|
description="Asset manager/institutional spreading positions, all contracts. TFF report.",
|
|
)
|
|
|
|
# -- Financial (TFF) Report: Leveraged Funds Positions --
|
|
|
|
leveraged_funds_positions_long: int | None = Field(
|
|
default=None,
|
|
description="Leveraged funds long positions, all contracts. TFF report.",
|
|
)
|
|
leveraged_funds_positions_short: int | None = Field(
|
|
default=None,
|
|
description="Leveraged funds short positions, all contracts. TFF report.",
|
|
)
|
|
leveraged_funds_positions_spread: int | None = Field(
|
|
default=None,
|
|
description="Leveraged funds spreading positions, all contracts. TFF report.",
|
|
)
|
|
|
|
# -- Disaggregated + Financial (TFF): Other Reportable Positions --
|
|
|
|
other_reportable_positions_long: int | None = Field(
|
|
default=None,
|
|
description="Other reportable long positions, all contracts. Disaggregated/TFF reports.",
|
|
)
|
|
other_reportable_positions_short: int | None = Field(
|
|
default=None,
|
|
description="Other reportable short positions, all contracts. Disaggregated/TFF reports.",
|
|
)
|
|
other_reportable_positions_spread: int | None = Field(
|
|
default=None,
|
|
description="Other reportable spreading positions, all contracts. Disaggregated/TFF reports.",
|
|
)
|
|
other_reportable_positions_long_1: int | None = Field(
|
|
default=None,
|
|
description="Other reportable long positions, old crop year. Disaggregated report.",
|
|
)
|
|
other_reportable_positions_short_1: int | None = Field(
|
|
default=None,
|
|
description="Other reportable short positions, old crop year. Disaggregated report.",
|
|
)
|
|
other_reportable_positions_spread_1: int | None = Field(
|
|
default=None,
|
|
description="Other reportable spreading positions, old crop year. Disaggregated report.",
|
|
)
|
|
other_reportable_positions_long_2: int | None = Field(
|
|
default=None,
|
|
description="Other reportable long positions, other crop year. Disaggregated report.",
|
|
)
|
|
other_reportable_positions_short_2: int | None = Field(
|
|
default=None,
|
|
description="Other reportable short positions, other crop year. Disaggregated report.",
|
|
)
|
|
other_reportable_positions_spread_2: int | None = Field(
|
|
default=None,
|
|
description="Other reportable spreading positions, other crop year. Disaggregated report.",
|
|
)
|
|
|
|
# -- Supplemental Report: Non-Commercial (Excluding CIT) Positions --
|
|
|
|
non_commercial_positions_long_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial long positions excluding CIT, all contracts. Supplemental report.",
|
|
)
|
|
non_commercial_positions_short_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial short positions excluding CIT, all contracts. Supplemental report.",
|
|
)
|
|
non_commercial_positions_spread_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Non-commercial spreading positions excluding CIT, all contracts. Supplemental report.",
|
|
)
|
|
|
|
# -- Supplemental Report: Commercial (Excluding CIT) Positions --
|
|
|
|
commercial_positions_long_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Commercial long positions excluding CIT, all contracts. Supplemental report.",
|
|
)
|
|
commercial_positions_short_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Commercial short positions excluding CIT, all contracts. Supplemental report.",
|
|
)
|
|
|
|
# -- Supplemental Report: Commodity Index Trader (CIT) Positions --
|
|
|
|
cit_positions_long_all: int | None = Field(
|
|
default=None,
|
|
description="Commodity index trader (CIT) long positions, all contracts. Supplemental report.",
|
|
)
|
|
cit_positions_short_all: int | None = Field(
|
|
default=None,
|
|
description="Commodity index trader (CIT) short positions, all contracts. Supplemental report.",
|
|
)
|
|
|
|
# -- Total Reportable Positions --
|
|
|
|
total_reportable_positions_long_all: int | None = Field(
|
|
default=None, description="Total reportable long positions, all contracts."
|
|
)
|
|
total_reportable_positions_short: int | None = Field(
|
|
default=None, description="Total reportable short positions, all contracts."
|
|
)
|
|
total_reportable_positions_long_old: int | None = Field(
|
|
default=None,
|
|
description="Total reportable long positions, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
total_reportable_positions_short_1: int | None = Field(
|
|
default=None,
|
|
description="Total reportable short positions, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
total_reportable_positions_long_other: int | None = Field(
|
|
default=None,
|
|
description="Total reportable long positions, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
total_reportable_positions_short_2: int | None = Field(
|
|
default=None,
|
|
description="Total reportable short positions, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
|
|
# -- Non-Reportable Positions --
|
|
|
|
non_reportable_positions_long_all: int | None = Field(
|
|
default=None, description="Non-reportable long positions, all contracts."
|
|
)
|
|
non_reportable_positions_short_all: int | None = Field(
|
|
default=None, description="Non-reportable short positions, all contracts."
|
|
)
|
|
non_reportable_positions_long_old: int | None = Field(
|
|
default=None,
|
|
description="Non-reportable long positions, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
non_reportable_positions_short_old: int | None = Field(
|
|
default=None,
|
|
description="Non-reportable short positions, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
non_reportable_positions_long_other: int | None = Field(
|
|
default=None,
|
|
description="Non-reportable long positions, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
non_reportable_positions_short_other: int | None = Field(
|
|
default=None,
|
|
description="Non-reportable short positions, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
|
|
# -- Changes: Open Interest --
|
|
|
|
change_in_open_interest_all: int | None = Field(
|
|
default=None, description="Weekly change in total open interest, all contracts."
|
|
)
|
|
change_open_interest_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in total open interest, all contracts. Supplemental report.",
|
|
)
|
|
|
|
# -- Changes: Legacy Non-Commercial --
|
|
|
|
change_in_non_commercial_long_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in non-commercial long positions. Legacy report.",
|
|
)
|
|
change_in_non_commercial_short_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in non-commercial short positions. Legacy report.",
|
|
)
|
|
change_in_non_commercial_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in non-commercial spreading positions. Legacy report.",
|
|
)
|
|
|
|
# -- Changes: Legacy Commercial --
|
|
|
|
change_in_commercial_long_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in commercial long positions. Legacy report.",
|
|
)
|
|
change_in_commercial_short_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in commercial short positions. Legacy report.",
|
|
)
|
|
|
|
# -- Changes: Disaggregated Producer/Merchant --
|
|
|
|
change_in_producer_merchant_long: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in producer/merchant long positions. Disaggregated report.",
|
|
)
|
|
change_in_producer_merchant_short: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in producer/merchant short positions. Disaggregated report.",
|
|
)
|
|
|
|
# -- Changes: Disaggregated Swap Dealer --
|
|
|
|
change_in_swap_long_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in swap dealer long positions. Disaggregated report.",
|
|
)
|
|
change_in_swap_short_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in swap dealer short positions. Disaggregated report.",
|
|
)
|
|
change_in_swap_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in swap dealer spreading positions. Disaggregated report.",
|
|
)
|
|
|
|
# -- Changes: Disaggregated Managed Money --
|
|
|
|
change_in_managed_money_long_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in managed money long positions. Disaggregated report.",
|
|
)
|
|
change_in_managed_money_short_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in managed money short positions. Disaggregated report.",
|
|
)
|
|
change_in_managed_money_spread: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in managed money spreading positions. Disaggregated report.",
|
|
)
|
|
|
|
# -- Changes: Financial (TFF) Dealer --
|
|
|
|
change_in_dealer_long_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in dealer/intermediary long positions. TFF report.",
|
|
)
|
|
change_in_dealer_short_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in dealer/intermediary short positions. TFF report.",
|
|
)
|
|
change_in_dealer_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in dealer/intermediary spreading positions. TFF report.",
|
|
)
|
|
|
|
# -- Changes: Financial (TFF) Asset Manager --
|
|
|
|
change_in_asset_manager_long: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in asset manager/institutional long positions. TFF report.",
|
|
)
|
|
change_in_asset_manager_short: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in asset manager/institutional short positions. TFF report.",
|
|
)
|
|
change_in_asset_manager_spread: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in asset manager/institutional spreading positions. TFF report.",
|
|
)
|
|
|
|
# -- Changes: Financial (TFF) Leveraged Funds --
|
|
|
|
change_in_leveraged_funds_long: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in leveraged funds long positions. TFF report.",
|
|
)
|
|
change_in_leveraged_funds_short: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in leveraged funds short positions. TFF report.",
|
|
)
|
|
change_in_leveraged_funds_spread: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in leveraged funds spreading positions. TFF report.",
|
|
)
|
|
|
|
# -- Changes: Other Reportable --
|
|
|
|
change_in_other_reportable_long: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in other reportable long positions. Disaggregated/TFF reports.",
|
|
)
|
|
change_in_other_reportable_short: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in other reportable short positions. Disaggregated/TFF reports.",
|
|
)
|
|
change_in_other_reportable_spread: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in other reportable spreading positions. Disaggregated/TFF reports.",
|
|
)
|
|
|
|
# -- Changes: Supplemental Non-Commercial NoCIT --
|
|
|
|
change_non_commercial_long_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in non-commercial long positions excluding CIT. Supplemental report.",
|
|
)
|
|
change_non_commercial_short_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in non-commercial short positions excluding CIT. Supplemental report.",
|
|
)
|
|
change_non_commercial_spread_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in non-commercial spreading positions excluding CIT. Supplemental report.",
|
|
)
|
|
|
|
# -- Changes: Supplemental Commercial NoCIT --
|
|
|
|
change_commercial_long_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in commercial long positions excluding CIT. Supplemental report.",
|
|
)
|
|
change_commercial_short_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in commercial short positions excluding CIT. Supplemental report.",
|
|
)
|
|
|
|
# -- Changes: Supplemental CIT --
|
|
|
|
change_cit_long_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in commodity index trader long positions. Supplemental report.",
|
|
)
|
|
change_cit_short_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in commodity index trader short positions. Supplemental report.",
|
|
)
|
|
|
|
# -- Changes: Total Reportable --
|
|
|
|
change_in_total_reportable_long_all: int | None = Field(
|
|
default=None, description="Weekly change in total reportable long positions."
|
|
)
|
|
change_in_total_reportable_short: int | None = Field(
|
|
default=None, description="Weekly change in total reportable short positions."
|
|
)
|
|
change_total_reportable_long_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in total reportable long positions. Supplemental report.",
|
|
)
|
|
change_total_reportable_short_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in total reportable short positions. Supplemental report.",
|
|
)
|
|
|
|
# -- Changes: Non-Reportable --
|
|
|
|
change_in_non_reportable_long_all: int | None = Field(
|
|
default=None, description="Weekly change in non-reportable long positions."
|
|
)
|
|
change_in_non_reportable_short_all: int | None = Field(
|
|
default=None, description="Weekly change in non-reportable short positions."
|
|
)
|
|
change_non_reportable_long_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in non-reportable long positions. Supplemental report.",
|
|
)
|
|
change_non_reportable_short_all: int | None = Field(
|
|
default=None,
|
|
description="Weekly change in non-reportable short positions. Supplemental report.",
|
|
)
|
|
|
|
# -- Percent of Open Interest: Totals --
|
|
|
|
open_interest_pct_all: float | None = Field(
|
|
default=None,
|
|
description="Percent of total open interest, all contracts.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_old: float | None = Field(
|
|
default=None,
|
|
description="Percent of total open interest, old crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other: float | None = Field(
|
|
default=None,
|
|
description="Percent of total open interest, other crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Legacy Non-Commercial --
|
|
|
|
open_interest_pct_non_commercial_long_all: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial long as percent of open interest, all contracts. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_short_all: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial short as percent of open interest, all contracts. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_spread: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial spreading as percent of open interest, all contracts. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_long_old: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial long as percent of open interest, old crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_short_old: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial short as percent of open interest, old crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_spread_1: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial spreading as percent of open interest, old crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_long_other: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial long as percent of open interest, other crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_short_other: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial short as percent of open interest, other crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_spread_2: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial spreading as percent of open interest, other crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Legacy Commercial --
|
|
|
|
open_interest_pct_commercial_long_all: float | None = Field(
|
|
default=None,
|
|
description="Commercial long as percent of open interest, all contracts. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_commercial_short_all: float | None = Field(
|
|
default=None,
|
|
description="Commercial short as percent of open interest, all contracts. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_commercial_long_old: float | None = Field(
|
|
default=None,
|
|
description="Commercial long as percent of open interest, old crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_commercial_short_old: float | None = Field(
|
|
default=None,
|
|
description="Commercial short as percent of open interest, old crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_commercial_long_other: float | None = Field(
|
|
default=None,
|
|
description="Commercial long as percent of open interest, other crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_commercial_short_other: float | None = Field(
|
|
default=None,
|
|
description="Commercial short as percent of open interest, other crop year. Legacy report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Disaggregated Producer/Merchant --
|
|
|
|
open_interest_pct_producer_merchant_long: float | None = Field(
|
|
default=None,
|
|
description="Producer/merchant long as percent of open interest, all contracts. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_producer_merchant_short: float | None = Field(
|
|
default=None,
|
|
description="Producer/merchant short as percent of open interest, all contracts. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_producer_merchant_long_1: float | None = Field(
|
|
default=None,
|
|
description="Producer/merchant long as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_producer_merchant_short_1: float | None = Field(
|
|
default=None,
|
|
description="Producer/merchant short as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_producer_merchant_long_2: float | None = Field(
|
|
default=None,
|
|
description="Producer/merchant long as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_producer_merchant_short_2: float | None = Field(
|
|
default=None,
|
|
description="Producer/merchant short as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Disaggregated Swap Dealer --
|
|
|
|
open_interest_pct_swap_long_all: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer long as percent of open interest, all contracts. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_swap_short_all: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer short as percent of open interest, all contracts. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_swap_spread_all: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer spreading as percent of open interest, all contracts. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_swap_long_old: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer long as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_swap_short_old: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer short as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_swap_spread_old: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer spreading as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_swap_long_other: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer long as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_swap_short_other: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer short as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_swap_spread_other: float | None = Field(
|
|
default=None,
|
|
description="Swap dealer spreading as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Disaggregated Managed Money --
|
|
|
|
open_interest_pct_managed_money_long_all: float | None = Field(
|
|
default=None,
|
|
description="Managed money long as percent of open interest, all contracts. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_managed_money_short_all: float | None = Field(
|
|
default=None,
|
|
description="Managed money short as percent of open interest, all contracts. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_managed_money_spread: float | None = Field(
|
|
default=None,
|
|
description="Managed money spreading as percent of open interest, all contracts. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_managed_money_long_old: float | None = Field(
|
|
default=None,
|
|
description="Managed money long as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_managed_money_short_old: float | None = Field(
|
|
default=None,
|
|
description="Managed money short as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_managed_money_spread_1: float | None = Field(
|
|
default=None,
|
|
description="Managed money spreading as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_managed_money_long_other: float | None = Field(
|
|
default=None,
|
|
description="Managed money long as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_managed_money_short_other: float | None = Field(
|
|
default=None,
|
|
description="Managed money short as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_managed_money_spread_2: float | None = Field(
|
|
default=None,
|
|
description="Managed money spreading as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Financial (TFF) Dealer --
|
|
|
|
open_interest_pct_dealer_long_all: float | None = Field(
|
|
default=None,
|
|
description="Dealer/intermediary long as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_dealer_short_all: float | None = Field(
|
|
default=None,
|
|
description="Dealer/intermediary short as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_dealer_spread_all: float | None = Field(
|
|
default=None,
|
|
description="Dealer/intermediary spreading as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Financial (TFF) Asset Manager --
|
|
|
|
open_interest_pct_asset_manager_long: float | None = Field(
|
|
default=None,
|
|
description="Asset manager/institutional long as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_asset_manager_short: float | None = Field(
|
|
default=None,
|
|
description="Asset manager/institutional short as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_asset_manager_spread: float | None = Field(
|
|
default=None,
|
|
description="Asset manager/institutional spreading as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Financial (TFF) Leveraged Funds --
|
|
|
|
open_interest_pct_leveraged_funds_long: float | None = Field(
|
|
default=None,
|
|
description="Leveraged funds long as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_leveraged_funds_short: float | None = Field(
|
|
default=None,
|
|
description="Leveraged funds short as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_leveraged_funds_spread: float | None = Field(
|
|
default=None,
|
|
description="Leveraged funds spreading as percent of open interest, all contracts. TFF report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Other Reportable --
|
|
|
|
open_interest_pct_other_reportable_long: float | None = Field(
|
|
default=None,
|
|
description="Other reportable long as percent of open interest, all contracts. Disaggregated/TFF reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other_reportable_short: float | None = Field(
|
|
default=None,
|
|
description="Other reportable short as percent of open interest, all contracts. Disaggregated/TFF reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other_reportable_spread: float | None = Field(
|
|
default=None,
|
|
description="Other reportable spreading as percent of open interest, all contracts. Disaggregated/TFF reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other_reportable_long_1: float | None = Field(
|
|
default=None,
|
|
description="Other reportable long as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other_reportable_short_1: float | None = Field(
|
|
default=None,
|
|
description="Other reportable short as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other_reportable_spread_1: float | None = Field(
|
|
default=None,
|
|
description="Other reportable spreading as percent of open interest, old crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other_reportable_long_2: float | None = Field(
|
|
default=None,
|
|
description="Other reportable long as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other_reportable_short_2: float | None = Field(
|
|
default=None,
|
|
description="Other reportable short as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_other_reportable_spread_2: float | None = Field(
|
|
default=None,
|
|
description="Other reportable spreading as percent of open interest, other crop year. Disaggregated report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Supplemental NoCIT --
|
|
|
|
open_interest_pct_non_commercial_long_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial long excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_short_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial short excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_commercial_spread_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Non-commercial spreading excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_commercial_long_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Commercial long excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_commercial_short_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Commercial short excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Supplemental CIT --
|
|
|
|
open_interest_pct_cit_long_all: float | None = Field(
|
|
default=None,
|
|
description="Commodity index trader long as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_cit_short_all: float | None = Field(
|
|
default=None,
|
|
description="Commodity index trader short as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Supplemental Totals NoCIT --
|
|
|
|
open_interest_pct_total_reportable_long_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Total reportable long excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_total_reportable_short_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Total reportable short excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_reportable_long_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Non-reportable long excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_reportable_short_all_non_cit: float | None = Field(
|
|
default=None,
|
|
description="Non-reportable short excluding CIT as percent of open interest. Supplemental report.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Total Reportable --
|
|
|
|
open_interest_pct_total_reportable_long_all: float | None = Field(
|
|
default=None,
|
|
description="Total reportable long as percent of open interest, all contracts.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_total_reportable_short: float | None = Field(
|
|
default=None,
|
|
description="Total reportable short as percent of open interest, all contracts.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_total_reportable_long_old: float | None = Field(
|
|
default=None,
|
|
description="Total reportable long as percent of open interest, old crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_total_reportable_short_1: float | None = Field(
|
|
default=None,
|
|
description="Total reportable short as percent of open interest, old crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_total_reportable_long_other: float | None = Field(
|
|
default=None,
|
|
description="Total reportable long as percent of open interest, other crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_total_reportable_short_2: float | None = Field(
|
|
default=None,
|
|
description="Total reportable short as percent of open interest, other crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Percent of OI: Non-Reportable --
|
|
|
|
open_interest_pct_non_reportable_long_all: float | None = Field(
|
|
default=None,
|
|
description="Non-reportable long as percent of open interest, all contracts.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_reportable_short_all: float | None = Field(
|
|
default=None,
|
|
description="Non-reportable short as percent of open interest, all contracts.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_reportable_long_old: float | None = Field(
|
|
default=None,
|
|
description="Non-reportable long as percent of open interest, old crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_reportable_short_old: float | None = Field(
|
|
default=None,
|
|
description="Non-reportable short as percent of open interest, old crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_reportable_long_other: float | None = Field(
|
|
default=None,
|
|
description="Non-reportable long as percent of open interest, other crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
open_interest_pct_non_reportable_short_other: float | None = Field(
|
|
default=None,
|
|
description="Non-reportable short as percent of open interest, other crop year. Legacy/Disaggregated reports.",
|
|
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
|
|
)
|
|
|
|
# -- Number of Traders: Totals --
|
|
|
|
traders_total_all: int | None = Field(
|
|
default=None, description="Total number of reportable traders, all contracts."
|
|
)
|
|
traders_total_old: int | None = Field(
|
|
default=None,
|
|
description="Total number of reportable traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
traders_total_other: int | None = Field(
|
|
default=None,
|
|
description="Total number of reportable traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
|
|
# -- Number of Traders: Legacy Non-Commercial --
|
|
|
|
traders_non_commercial_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial long traders, all contracts. Legacy report.",
|
|
)
|
|
traders_non_commercial_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial short traders, all contracts. Legacy report.",
|
|
)
|
|
traders_non_commercial_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial spreading traders, all contracts. Legacy report.",
|
|
)
|
|
traders_non_commercial_long_old: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial long traders, old crop year. Legacy report.",
|
|
)
|
|
traders_non_commercial_short_old: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial short traders, old crop year. Legacy report.",
|
|
)
|
|
traders_non_commercial_spread_old: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial spreading traders, old crop year. Legacy report.",
|
|
)
|
|
traders_non_commercial_long_other: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial long traders, other crop year. Legacy report.",
|
|
)
|
|
traders_non_commercial_short_other: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial short traders, other crop year. Legacy report.",
|
|
)
|
|
traders_non_commercial_spread_other: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial spreading traders, other crop year. Legacy report.",
|
|
)
|
|
|
|
# -- Number of Traders: Legacy Commercial --
|
|
|
|
traders_commercial_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of commercial long traders, all contracts. Legacy report.",
|
|
)
|
|
traders_commercial_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of commercial short traders, all contracts. Legacy report.",
|
|
)
|
|
traders_commercial_long_old: int | None = Field(
|
|
default=None,
|
|
description="Number of commercial long traders, old crop year. Legacy report.",
|
|
)
|
|
traders_commercial_short_old: int | None = Field(
|
|
default=None,
|
|
description="Number of commercial short traders, old crop year. Legacy report.",
|
|
)
|
|
traders_commercial_long_other: int | None = Field(
|
|
default=None,
|
|
description="Number of commercial long traders, other crop year. Legacy report.",
|
|
)
|
|
traders_commercial_short_other: int | None = Field(
|
|
default=None,
|
|
description="Number of commercial short traders, other crop year. Legacy report.",
|
|
)
|
|
|
|
# -- Number of Traders: Disaggregated Producer/Merchant --
|
|
|
|
traders_producer_merchant_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of producer/merchant long traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_producer_merchant_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of producer/merchant short traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_producer_merchant_long_old: int | None = Field(
|
|
default=None,
|
|
description="Number of producer/merchant long traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_producer_merchant_short_old: int | None = Field(
|
|
default=None,
|
|
description="Number of producer/merchant short traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_producer_merchant_long_other: int | None = Field(
|
|
default=None,
|
|
description="Number of producer/merchant long traders, other crop year. Disaggregated report.",
|
|
)
|
|
traders_producer_merchant_short_other: int | None = Field(
|
|
default=None,
|
|
description="Number of producer/merchant short traders, other crop year. Disaggregated report.",
|
|
)
|
|
|
|
# -- Number of Traders: Disaggregated Swap Dealer --
|
|
|
|
traders_swap_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer long traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_swap_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer short traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_swap_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer spreading traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_swap_long_old: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer long traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_swap_short_old: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer short traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_swap_spread_old: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer spreading traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_swap_long_other: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer long traders, other crop year. Disaggregated report.",
|
|
)
|
|
traders_swap_short_other: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer short traders, other crop year. Disaggregated report.",
|
|
)
|
|
traders_swap_spread_other: int | None = Field(
|
|
default=None,
|
|
description="Number of swap dealer spreading traders, other crop year. Disaggregated report.",
|
|
)
|
|
|
|
# -- Number of Traders: Disaggregated Managed Money --
|
|
|
|
traders_managed_money_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money long traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_managed_money_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money short traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_managed_money_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money spreading traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_managed_money_long_old: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money long traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_managed_money_short_old: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money short traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_managed_money_spread_old: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money spreading traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_managed_money_long_other: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money long traders, other crop year. Disaggregated report.",
|
|
)
|
|
traders_managed_money_short_other: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money short traders, other crop year. Disaggregated report.",
|
|
)
|
|
traders_managed_money_spread_other: int | None = Field(
|
|
default=None,
|
|
description="Number of managed money spreading traders, other crop year. Disaggregated report.",
|
|
)
|
|
|
|
# -- Number of Traders: Financial (TFF) Dealer --
|
|
|
|
traders_dealer_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of dealer/intermediary long traders, all contracts. TFF report.",
|
|
)
|
|
traders_dealer_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of dealer/intermediary short traders, all contracts. TFF report.",
|
|
)
|
|
traders_dealer_spread_all: int | None = Field(
|
|
default=None,
|
|
description="Number of dealer/intermediary spreading traders, all contracts. TFF report.",
|
|
)
|
|
|
|
# -- Number of Traders: Financial (TFF) Asset Manager --
|
|
|
|
traders_asset_manager_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of asset manager/institutional long traders, all contracts. TFF report.",
|
|
)
|
|
traders_asset_manager_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of asset manager/institutional short traders, all contracts. TFF report.",
|
|
)
|
|
traders_asset_manager_spread: int | None = Field(
|
|
default=None,
|
|
description="Number of asset manager/institutional spreading traders, all contracts. TFF report.",
|
|
)
|
|
|
|
# -- Number of Traders: Financial (TFF) Leveraged Funds --
|
|
|
|
traders_leveraged_funds_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of leveraged funds long traders, all contracts. TFF report.",
|
|
)
|
|
traders_leveraged_funds_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of leveraged funds short traders, all contracts. TFF report.",
|
|
)
|
|
traders_leveraged_funds_spread: int | None = Field(
|
|
default=None,
|
|
description="Number of leveraged funds spreading traders, all contracts. TFF report.",
|
|
)
|
|
|
|
# -- Number of Traders: Other Reportable --
|
|
|
|
traders_other_reportable_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable long traders, all contracts. Disaggregated/TFF reports.",
|
|
)
|
|
traders_other_reportable_short: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable short traders, all contracts. Disaggregated/TFF reports.",
|
|
)
|
|
traders_other_reportable_spread: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable spreading traders, all contracts. Disaggregated report.",
|
|
)
|
|
traders_other_reportable_long_old: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable long traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_other_reportable_short_1: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable short traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_other_reportable_spread_1: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable spreading traders, old crop year. Disaggregated report.",
|
|
)
|
|
traders_other_reportable_long_other: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable long traders, other crop year. Disaggregated report.",
|
|
)
|
|
traders_other_reportable_short_2: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable short traders, other crop year. Disaggregated report.",
|
|
)
|
|
traders_other_reportable_spread_2: int | None = Field(
|
|
default=None,
|
|
description="Number of other reportable spreading traders, other crop year. Disaggregated report.",
|
|
)
|
|
|
|
# -- Number of Traders: Supplemental NoCIT --
|
|
|
|
traders_non_commercial_long_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial long traders excluding CIT. Supplemental report.",
|
|
)
|
|
traders_non_commercial_short_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial short traders excluding CIT. Supplemental report.",
|
|
)
|
|
traders_non_commercial_spread_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Number of non-commercial spreading traders excluding CIT. Supplemental report.",
|
|
)
|
|
traders_commercial_long_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Number of commercial long traders excluding CIT. Supplemental report.",
|
|
)
|
|
traders_commercial_short_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Number of commercial short traders excluding CIT. Supplemental report.",
|
|
)
|
|
|
|
# -- Number of Traders: Supplemental CIT --
|
|
|
|
traders_cit_long_all: int | None = Field(
|
|
default=None,
|
|
description="Number of commodity index trader long traders. Supplemental report.",
|
|
)
|
|
traders_cit_short_all: int | None = Field(
|
|
default=None,
|
|
description="Number of commodity index trader short traders. Supplemental report.",
|
|
)
|
|
|
|
# -- Number of Traders: Supplemental Totals NoCIT --
|
|
|
|
traders_total_reportable_long_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Total reportable long traders excluding CIT. Supplemental report.",
|
|
)
|
|
traders_total_reportable_short_all_non_cit: int | None = Field(
|
|
default=None,
|
|
description="Total reportable short traders excluding CIT. Supplemental report.",
|
|
)
|
|
|
|
# -- Number of Traders: Total Reportable --
|
|
|
|
traders_total_reportable_long_all: int | None = Field(
|
|
default=None,
|
|
description="Total number of reportable long traders, all contracts.",
|
|
)
|
|
traders_total_reportable_short_all: int | None = Field(
|
|
default=None,
|
|
description="Total number of reportable short traders, all contracts.",
|
|
)
|
|
traders_total_reportable_long_old: int | None = Field(
|
|
default=None,
|
|
description="Total number of reportable long traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
traders_total_reportable_short_old: int | None = Field(
|
|
default=None,
|
|
description="Total number of reportable short traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
traders_total_reportable_long_other: int | None = Field(
|
|
default=None,
|
|
description="Total number of reportable long traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
traders_total_reportable_short_other: int | None = Field(
|
|
default=None,
|
|
description="Total number of reportable short traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
|
|
# -- Concentration Ratios: All Contracts --
|
|
|
|
concentration_gross_top_4_traders_long: float | None = Field(
|
|
default=None,
|
|
description="Gross long position concentration of top 4 traders, all contracts.",
|
|
)
|
|
concentration_gross_top_4_traders_short: float | None = Field(
|
|
default=None,
|
|
description="Gross short position concentration of top 4 traders, all contracts.",
|
|
)
|
|
concentration_gross_top_8_traders_long: float | None = Field(
|
|
default=None,
|
|
description="Gross long position concentration of top 8 traders, all contracts.",
|
|
)
|
|
concentration_gross_top_8_traders_short: float | None = Field(
|
|
default=None,
|
|
description="Gross short position concentration of top 8 traders, all contracts.",
|
|
)
|
|
concentration_net_top_4_traders_long_all: float | None = Field(
|
|
default=None,
|
|
description="Net long position concentration of top 4 traders, all contracts.",
|
|
)
|
|
concentration_net_top_4_traders_short_all: float | None = Field(
|
|
default=None,
|
|
description="Net short position concentration of top 4 traders, all contracts.",
|
|
)
|
|
concentration_net_top_8_traders_long_all: float | None = Field(
|
|
default=None,
|
|
description="Net long position concentration of top 8 traders, all contracts.",
|
|
)
|
|
concentration_net_top_8_traders_short_all: float | None = Field(
|
|
default=None,
|
|
description="Net short position concentration of top 8 traders, all contracts.",
|
|
)
|
|
|
|
# -- Concentration Ratios: Old Crop Year --
|
|
|
|
concentration_gross_top_4_traders_long_1: float | None = Field(
|
|
default=None,
|
|
description="Gross long position concentration of top 4 traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_gross_top_4_traders_short_1: float | None = Field(
|
|
default=None,
|
|
description="Gross short position concentration of top 4 traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_gross_top_8_traders_long_1: float | None = Field(
|
|
default=None,
|
|
description="Gross long position concentration of top 8 traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_gross_top_8_traders_short_1: float | None = Field(
|
|
default=None,
|
|
description="Gross short position concentration of top 8 traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_net_top_4_traders_long_old: float | None = Field(
|
|
default=None,
|
|
description="Net long position concentration of top 4 traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_net_top_4_traders_short_old: float | None = Field(
|
|
default=None,
|
|
description="Net short position concentration of top 4 traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_net_top_8_traders_long_old: float | None = Field(
|
|
default=None,
|
|
description="Net long position concentration of top 8 traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_net_top_8_traders_short_old: float | None = Field(
|
|
default=None,
|
|
description="Net short position concentration of top 8 traders, old crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
|
|
# -- Concentration Ratios: Other Crop Year --
|
|
|
|
concentration_gross_top_4_traders_long_2: float | None = Field(
|
|
default=None,
|
|
description="Gross long position concentration of top 4 traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_gross_top_4_traders_short_2: float | None = Field(
|
|
default=None,
|
|
description="Gross short position concentration of top 4 traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_gross_top_8_traders_long_2: float | None = Field(
|
|
default=None,
|
|
description="Gross long position concentration of top 8 traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_gross_top_8_traders_short_2: float | None = Field(
|
|
default=None,
|
|
description="Gross short position concentration of top 8 traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_net_top_4_traders_long_other: float | None = Field(
|
|
default=None,
|
|
description="Net long position concentration of top 4 traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_net_top_4_traders_short_other: float | None = Field(
|
|
default=None,
|
|
description="Net short position concentration of top 4 traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_net_top_8_traders_long_other: float | None = Field(
|
|
default=None,
|
|
description="Net long position concentration of top 8 traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
concentration_net_top_8_traders_short_other: float | None = Field(
|
|
default=None,
|
|
description="Net short position concentration of top 8 traders, other crop year. Legacy/Disaggregated reports.",
|
|
)
|
|
|
|
|
|
class CftcCotFetcher(Fetcher[CftcCotQueryParams, list[CftcCotData]]):
|
|
"""CFTC Commitment of Traders Reports Fetcher."""
|
|
|
|
require_credentials = False
|
|
|
|
@staticmethod
|
|
def transform_query(params: dict[str, Any]) -> CftcCotQueryParams:
|
|
"""Transform query parameters."""
|
|
return CftcCotQueryParams(**params)
|
|
|
|
@staticmethod
|
|
async def aextract_data(
|
|
query: CftcCotQueryParams,
|
|
credentials: dict[str, str] | None,
|
|
**kwargs: Any,
|
|
) -> list[dict]:
|
|
"""Extract the data from the CFTC API."""
|
|
# pylint: disable=import-outside-toplevel
|
|
import os # noqa
|
|
from datetime import timedelta
|
|
from openbb_core.provider.utils.helpers import amake_request
|
|
|
|
app_token = (
|
|
credentials.get("cftc_app_token")
|
|
if credentials
|
|
else os.getenv("CFTC_APP_TOKEN") or ""
|
|
)
|
|
|
|
today = datetime.now()
|
|
|
|
_id = "" if query.code == "all" else query.code # type: ignore
|
|
if _id.startswith("CFTC_"):
|
|
_id = _id[5:]
|
|
|
|
is_code = _id and _id[:3].isdigit()
|
|
_start = (
|
|
"1995-01-01"
|
|
if is_code
|
|
else (
|
|
(today - timedelta(days=(today.weekday() - 1) % 7)).strftime("%Y-%m-%d")
|
|
)
|
|
)
|
|
start_date = (
|
|
query.start_date.strftime("%Y-%m-%d") if query.start_date else _start
|
|
)
|
|
end_date = (
|
|
query.end_date.strftime("%Y-%m-%d")
|
|
if query.end_date
|
|
else f"{today.year}-12-31"
|
|
)
|
|
date_range = (
|
|
"$where=Report_Date_as_YYYY_MM_DD"
|
|
f" between '{start_date}' AND '{end_date}'"
|
|
)
|
|
report_type = query.report_type.replace("financial", "tff")
|
|
|
|
if query.futures_only is True and report_type != "supplemental":
|
|
report_type += "_futures_only"
|
|
elif query.futures_only is False and report_type != "supplemental":
|
|
report_type += "_combined"
|
|
|
|
if not is_code and _id:
|
|
_id = f"%{_id}%"
|
|
|
|
_id = _id.replace("+", "%2B").replace("&", "%26")
|
|
base_url = f"https://publicreporting.cftc.gov/resource/{reports_dict[report_type]}.json?$limit=1000000&{date_range}"
|
|
order = "&$order=Report_Date_as_YYYY_MM_DD ASC"
|
|
url = (
|
|
(
|
|
f"{base_url}"
|
|
f" AND (UPPER(contract_market_name) like UPPER('{_id}') "
|
|
f"OR UPPER(commodity) like UPPER('{_id}') "
|
|
f"OR UPPER(cftc_contract_market_code) like UPPER('{_id}') "
|
|
f"OR UPPER(commodity_group_name) like UPPER('{_id}') "
|
|
f"OR UPPER(commodity_subgroup_name) like UPPER('{_id}'))"
|
|
)
|
|
if _id
|
|
else base_url
|
|
)
|
|
url = f"{url}{order}"
|
|
|
|
if app_token:
|
|
url += f"&$$app_token={app_token}"
|
|
|
|
try:
|
|
response = await amake_request(url, **kwargs)
|
|
except OpenBBError as error:
|
|
raise error from error
|
|
|
|
if not response:
|
|
raise EmptyDataError(f"No data found for {_id.replace('%', '')}.")
|
|
|
|
return response # type: ignore
|
|
|
|
@staticmethod
|
|
def transform_data(
|
|
query: CftcCotQueryParams,
|
|
data: list[dict],
|
|
**kwargs: Any,
|
|
) -> list[CftcCotData]:
|
|
"""Transform and validate the data."""
|
|
response = data.copy()
|
|
string_cols = [
|
|
"market_and_exchange_names",
|
|
"cftc_contract_market_code",
|
|
"cftc_market_code",
|
|
"cftc_region_code",
|
|
"cftc_commodity_code",
|
|
"cftc_contract_market_code_quotes",
|
|
"cftc_market_code_quotes",
|
|
"cftc_commodity_code_quotes",
|
|
"cftc_subgroup_code",
|
|
"commodity_group_name",
|
|
"commodity",
|
|
"commodity_name",
|
|
"commodity_subgroup_name",
|
|
"contract_units",
|
|
"yyyy_report_week_ww",
|
|
"id",
|
|
"futonly_or_combined",
|
|
]
|
|
results: list[CftcCotData] = []
|
|
for values in response:
|
|
new_values: dict = {}
|
|
for key, value in values.items():
|
|
if key == "report_date_as_yyyy_mm_dd" and value:
|
|
new_values["report_date_as_yyyy_mm_dd"] = value.split("T")[0]
|
|
elif key in string_cols and value:
|
|
v = str(value)
|
|
if key == "contract_units":
|
|
v = v.strip("()")
|
|
new_values[key.lower()] = v
|
|
elif key.lower().startswith("pct_") and value:
|
|
new_values[key.lower().replace("__", "_")] = float(value) / 100
|
|
elif key.lower().startswith("conc_") and value:
|
|
new_values[key.lower().replace("__", "_")] = float(value)
|
|
elif value:
|
|
try:
|
|
new_values[key.lower().replace("__", "_")] = int(value)
|
|
except ValueError:
|
|
new_values[key.lower().replace("__", "_")] = value
|
|
|
|
if new_values:
|
|
results.append(CftcCotData.model_validate(new_values))
|
|
|
|
if results:
|
|
dup_fields: set[str] = set()
|
|
sample = results[0].model_dump()
|
|
for fname in list(sample):
|
|
base: str | None = None
|
|
if fname.endswith("_old") or fname.endswith("_other"):
|
|
base = fname.rsplit("_", 1)[0] + "_all"
|
|
elif fname.endswith("_1") or fname.endswith("_2"):
|
|
base = fname[:-2]
|
|
if base is None or base not in sample:
|
|
continue
|
|
pairs = [
|
|
(getattr(r, base, None), getattr(r, fname, None)) for r in results
|
|
]
|
|
paired = [(a, b) for a, b in pairs if a is not None and b is not None]
|
|
if paired and all(a == b for a, b in paired):
|
|
dup_fields.add(fname)
|
|
if dup_fields:
|
|
for r in results:
|
|
for col in dup_fields:
|
|
object.__setattr__(r, col, None)
|
|
|
|
measure = query.measure
|
|
if measure != "all" and results:
|
|
_metadata = {
|
|
"market_and_exchange_names",
|
|
"cftc_contract_market_code",
|
|
"cftc_market_code",
|
|
"cftc_region_code",
|
|
"cftc_commodity_code",
|
|
"cftc_contract_market_code_quotes",
|
|
"cftc_market_code_quotes",
|
|
"cftc_commodity_code_quotes",
|
|
"cftc_subgroup_code",
|
|
"commodity",
|
|
"commodity_group",
|
|
"commodity_subgroup",
|
|
"futonly_or_combined",
|
|
"contract_units",
|
|
"contract_market_name",
|
|
"report_week",
|
|
"id",
|
|
}
|
|
measure_prefixes = {
|
|
"changes": "change_",
|
|
"percent_of_oi": "open_interest_pct_",
|
|
"traders": "traders_",
|
|
"concentration": "concentration_",
|
|
}
|
|
|
|
def _keep(field_name: str) -> bool:
|
|
if field_name in ("date", "open_interest_all"):
|
|
return True
|
|
if field_name in _metadata:
|
|
return False
|
|
if measure == "positions":
|
|
return not any(
|
|
field_name.startswith(p) for p in measure_prefixes.values()
|
|
)
|
|
return field_name.startswith(measure_prefixes[measure])
|
|
|
|
keep_fields = {
|
|
f
|
|
for r in results
|
|
for f, v in r.model_dump().items()
|
|
if _keep(f) and v is not None and v != 0
|
|
}
|
|
keep_fields.add("date")
|
|
keep_fields.add("open_interest_all")
|
|
|
|
filtered: list[CftcCotData] = []
|
|
for r in results:
|
|
d = {k: v for k, v in r.model_dump().items() if k in keep_fields}
|
|
filtered.append(CftcCotData.model_validate(d))
|
|
results = filtered
|
|
|
|
results.sort(key=lambda r: r.date)
|
|
if query.limit is not None and query.limit > 0:
|
|
results = results[-query.limit :]
|
|
|
|
return results
|