OPEN-SOURCE SCRIPT
Atualizado

Futures OI and Net positions

This is an indicator that gets data from Quandl and presents weekly CFTC futures data (cftc.gov/MarketReports/CommitmentsofTraders/index.htm). In this indicator, Open Interest (OI) and net noncommercial positions are presented. Net_noncommercial positions are calculated as noncommercial_long - noncommercial_short.
Notas de Lançamento
minor change.
Notas de Lançamento
//Ver. 29 Changed everything into version=4
//Ver. 30 Changed all CFTC into futures only (without options anymore)

added some notes for better reading.
Notas de Lançamento
Added Institution and Hedge fund contract Long and short.
Notas de Lançamento
Add support for major index futures: NQ1 and RTY1
Notas de Lançamento
Minor change: deleted zero line
Notas de Lançamento
Add to most futures support

Aviso legal