OPEN-SOURCE SCRIPT
Atualizado

CoT data with OpenInterest

Displays COT data based on the "Disaggregated Commitments of Traders" report for Futures of the CFTC.

It does make accesible the following symbols:
  • ZB
  • ZN
  • ZS
  • ZM
  • ZL
  • ZC
  • ZW
  • KE
  • HE
  • LE
  • GC
  • SI
  • HG
  • CL
  • HO
  • RB
  • NG
  • 6A
  • 6B
  • 6C
  • 6E
  • 6J
  • 6S
  • SB
  • KC
  • CC
  • CT
  • ES
  • RTY
  • YM
  • NQ
  • PA
  • PL
  • AUP
  • HRC
  • EH
  • BB
  • ZR
  • ZO
  • DC
  • OJ
  • LBS
  • GF
  • SP
  • DJIA
  • 6N
  • 6L
  • VX
  • 6M
  • 6R
  • 6Z
  • ZT
  • ZF
Notas de Lançamento
Using LibraryCOT.
Notas de Lançamento
Open Interest optionally rescaled to fill the whole sub-graph.
Assumptions are: (1) commercial net and large speculators net is displayed, and (2) a moving retrospection of 10-year is sufficient to determine the scaling factors.
Notas de Lançamento
Update to new COT data interface for retrieval of legacy COT reports.
Notas de Lançamento
Upgraded to PineScript v6 and COT-Library v4 (by TradingView)

Aviso legal