CFTC Commitments of Traders (COT) Scraper

Extract the CFTC Commitments of Traders report — the weekly snapshot of who holds long and short positions in every major US futures market — as clean, analysis-ready JSON.

Every Friday the Commodity Futures Trading Commission publishes positioning data for hundreds of futures markets: gold, silver, crude oil, natural gas, wheat, corn, the E-mini S&P 500, Treasury futures, and all major currency pairs. The COT report breaks open interest down into commercial hedgers, non-commercial speculators (managed money), and small non-reportable traders. Shifts in this positioning are among the most-watched sentiment signals in commodities and macro trading — extreme speculative net-longs often precede reversals.

This Actor pulls the data straight from the CFTC's public reporting API (Legacy Futures-Only report), trims the 130-column raw feed down to the ~20 fields analysts actually use, converts everything to proper numbers, and computes net positioning for you.

Who uses this data?

• Commodity and futures traders tracking speculative extremes and commercial hedging flows
• Quant funds feeding positioning factors into systematic models
• Macro analysts monitoring currency and rates positioning
• Agricultural hedgers watching managed-money flows in grain markets
• Financial media and newsletter writers producing weekly COT recaps

Data fields

Field	Description
reportDate	Report week (Tuesday as-of date)
market / exchange	Market name and exchange, split from the combined CFTC field
commodity	Commodity name (GOLD, WHEAT, CRUDE OIL…)
openInterest	Total open interest, all contracts
nonCommercialLong / nonCommercialShort / nonCommercialSpread	Speculator positions
commercialLong / commercialShort	Hedger positions
netNonCommercial	Computed: speculator net position (long − short)
netCommercial	Computed: hedger net position (long − short)
totalReportableLong / totalReportableShort	All reportable positions
nonReportableLong / nonReportableShort	Small-trader positions
changeInOpenInterest	Week-over-week open interest change
tradersTotal	Number of reportable traders
contractUnits	Contract size definition

How to scrape CFTC COT data

1. Leave the input empty to get the newest reports across all markets, or set a Market Filter (e.g. GOLD) / Commodity Filter (e.g. WHEAT).
2. Optionally set Report Date After (e.g. 2026-01-01) to build a historical time series.
3. Set Max Results and click Start.
4. Download the dataset as JSON, CSV, or Excel.

Input example

{
    "marketFilter": "GOLD",
    "reportDateAfter": "2025-01-01",
    "maxResults": 200
}

Output example

{
    "reportDate": "2026-06-02",
    "market": "GOLD",
    "exchange": "COMMODITY EXCHANGE INC.",
    "commodity": "GOLD",
    "openInterest": 444231,
    "nonCommercialLong": 252111,
    "nonCommercialShort": 72044,
    "netNonCommercial": 180067,
    "commercialLong": 122001,
    "commercialShort": 312400,
    "netCommercial": -190399
}

Pricing

You pay a small fee per result plus standard Apify compute. A 500-record run completes in seconds at the smallest memory setting.

FAQ

How often is the data updated? The CFTC publishes COT data every Friday at 3:30 p.m. ET, reporting positions as of the prior Tuesday.

Which COT report is this? The Legacy Futures-Only report — the longest-running series, ideal for historical comparisons. Each weekly record per market is one result.

Can I build a full history for one market? Yes — set a market filter, a reportDateAfter far in the past, and a high maxResults; the data goes back decades.

Legal disclaimer

This Actor extracts publicly available data published by the US Commodity Futures Trading Commission, a US government agency. The data is in the public domain. This Actor is not affiliated with or endorsed by the CFTC. Nothing in this dataset constitutes investment advice.