📈 CFTC COT Enhanced — Position Velocity & Percentile Tracker

The percentile-and-velocity overlay every commodity desk builds in Excel — sold as a clean weekly API feed. Pulls the CFTC Commitment of Traders (COT) report straight from publicreporting.cftc.gov, then computes net position, 3-year percentile rank, and week-over-week position velocity for every category your desk cares about: managed money, swap dealers, commercials, and non-reportables.

Raw COT JSON is free. The work that turns it into a tradable signal — net-position normalization across long/short/spread fields, 3-year rolling percentile rank vs the trailing 156 weeks, week-over-week velocity calc, and consistent schema across the legacy / disaggregated / financial (TFF) report families — is the value this actor packages. One run, one dataset, one consistent shape.

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What you get

• One row per (contract × category × week) with commodity_name, contract_market_name, contract_code, report_date, category, long_positions, short_positions, spread_positions, net_position, open_interest_all, percentile_3yr, velocity_week_over_week_pct.
• All three CFTC report families. legacy (Commercial / Non-Commercial / Non-Reportable for every futures contract), disaggregated (Managed Money / Swap Dealers / Producer-Merchant / Other Reportables for energy, metals, ag), and financial / TFF (Asset Manager / Leveraged Funds / Dealer / Other for rates, FX, equity indices).
• 3-year percentile rank. For each emitted week, the actor computes the percentile of the current net position vs the trailing 156 weeks for the same contract + category. managed_money long-position percentile of 87 on WTI = positioning is heavier than 87% of the trailing 3-year history.
• Week-over-week velocity. Signed percentage change in net position vs the prior week, with absolute-value denominator so the metric stays comparable across long-heavy and short-heavy regimes.
• Flexible commodity matching. Pass an exact contract_market_name (e.g. CRUDE OIL, LIGHT SWEET-WTI) for a tight single-contract pull, or a fuzzier commodity term like GOLD, NATURAL GAS, CORN, SOYBEANS for a multi-contract sweep.
• No anti-bot risk. The CFTC Socrata API is an explicit public-data endpoint with no auth, no rate-limit auth, and stable JSON. User-Agent: NexGenData CFTC COT Actor hello@thenextgennexus.com per the CFTC fair-access convention.

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Use cases

• Commodity trader / energy desk. Daily check for "are managed money WTI longs at a >90th percentile vs trailing 3 years?" — historically the cleanest mean-reversion signal in crude oil. Pair the velocity column with the percentile to catch the moment the smart money starts unwinding extreme positioning.
• Macro hedge fund analyst. Cross-commodity positioning regime tracker — pull report_type=financial for rates and FX TFF, disaggregated for energy and ag, and pipe them into your factor model. The percentile + velocity overlay replaces the manual Excel pivot every analyst rebuilds quarterly.
• Ag merchant / corn-soy hedger. Weekly snapshot of where commercial hedgers and managed money sit on CBOT corn, wheat, soybeans + the basis for futures-vs-cash decisions. The 3-year percentile is the canonical anchor used by every grain elevator risk desk.

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Sample input

{
  "commodity": "WTI CRUDE OIL",
  "report_type": "disaggregated",
  "weeks_back": 52,
  "category": "all",
  "max_records": 100
}

Tight single-category single-commodity run:

{
  "commodity": "CRUDE OIL, LIGHT SWEET-WTI",
  "report_type": "disaggregated",
  "weeks_back": 4,
  "category": "managed_money",
  "max_records": 4
}

Financial (TFF) report for the S&P 500 E-Mini:

{
  "commodity": "E-MINI S&P 500",
  "report_type": "financial",
  "weeks_back": 26,
  "category": "managed_money",
  "max_records": 50
}

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Sample output

{
  "commodity_name": "CRUDE OIL",
  "contract_market_name": "CRUDE OIL, LIGHT SWEET-WTI",
  "contract_code": "067411",
  "market_and_exchange_names": "CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE",
  "report_date": "2026-05-26",
  "report_week": "2026 Report Week 22",
  "report_type": "disaggregated",
  "category": "managed_money",
  "long_positions": 158420,
  "short_positions": 41880,
  "spread_positions": 52310,
  "net_position": 116540,
  "open_interest_all": 1782430,
  "percentile_3yr": 87.18,
  "velocity_week_over_week_pct": 4.21,
  "source_url": "https://publicreporting.cftc.gov/resource/disaggregated",
  "data_source": "live"
}

Each emitted record is one dataset row. The percentile is in 0–100 and is null when there are fewer than 4 trailing reference weeks for that contract × category (typical only for very recently listed contracts). The velocity is null when the prior week's net position is unavailable or zero.

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How the data flows

Stage	What happens
1. Fetch	One Socrata GET /resource/{dataset_id}.json?$where=…&$order=report_date DESC&$limit={weeks_back + 156} against the chosen report family (6dca-aqww legacy, 72hh-3qpy disaggregated, gpe5-46if financial / TFF).
2. Group	Rows are bucketed by contract_market_name so multi-contract commodity queries (e.g. CRUDE OIL matches WTI + Brent + heating-oil cross-spreads) get independent percentile / velocity lineages per contract.
3. Normalize	Per category, long / short / spread fields are pulled from the correct columns for that report family (e.g. m_money_positions_long_all for disaggregated managed money, lev_money_positions_long for financial TFF leveraged money).
4. Compute	net_position = long - short. percentile_3yr = classical rank of current net vs the trailing 156 weeks. velocity_week_over_week_pct = signed % change in net with absolute-value denominator.
5. Emit	Most-recent weeks_back rows per (contract × category), capped at max_records. Each emitted record is also charged via cot-record PPE so cost scales linearly with dataset rows.

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🔗 Related Actors

NexGenData publishes a deep finance + regulatory cluster — pair this COT tracker with any of these for end-to-end positioning + filings + enforcement intelligence:

Actor	What it does
SEC EDGAR Search	Full-text EDGAR filing search across every form type — pair with COT positioning to cross-check insider activity vs futures-desk positioning.
SEC Form 4 Insider Trading	Daily insider buy/sell filings — the equity-market counterpart to COT futures positioning.
SEC Form 13F Holdings Tracker	Quarterly institutional 13F holdings — pair with COT financial (TFF) for a complete view of managed-money positioning across equities and rates.
SEC Form 8-K Material Events	Material-event filings — overlay on commodity-name-mentioning issuers to catch supply / earnings shocks before they move COT positioning.
SEC Form D Scraper	Reg D private offerings — useful for tracking commodity-fund and CTA capital formation that feeds managed-money positioning.
SEC Litigation Releases	Daily SEC enforcement press releases — the regulatory companion to commodity-market positioning intelligence.
SEC Schedule 13D/G Activist Tracker	Activist-investor 13D/G filings for cross-referencing with COT positioning in commodity-linked equities.

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About NexGenData

NexGenData publishes a deep catalogue of Apify actors covering financial regulators, IP offices, government registries, sanctions lists, and corporate filings across the US, EU, UK, APAC, and beyond. Engineered for daily compliance pipelines, M&A diligence, and quant research. Every actor links back to an authoritative public source.

Contact: hello@thenextgennexus.com