📈 CFTC COT Enhanced — Position Velocity & Percentile Tracker
Pricing
from $150.00 / 1,000 cot records
Weekly CFTC Commitment of Traders with the percentile + velocity overlay every commodity desk builds in Excel: net position, 3-yr percentile, week-over-week velocity for managed money, swap dealers, commercials, non-reportables. Legacy, disaggregated, TFF families. From publicreporting.cftc.gov.
Which CFTC futures market to pull positioning history for. Matching is case-insensitive and runs in this order: (1) exact match on contract_market_name (e.g. CRUDE OIL, LIGHT SWEET-WTI), (2) LIKE %query% on contract_market_name, (3) LIKE %query% on commodity_name (e.g. CRUDE OIL, GOLD, NATURAL GAS, SILVER, WHEAT, CORN, SOYBEANS, COTTON, SUGAR, COFFEE, LIVE CATTLE). Default = WTI CRUDE OIL (resolves to the NYMEX / ICE Europe WTI futures contract). For a precise single-contract pull, use the exact contract_market_name from publicreporting.cftc.gov.
Which CFTC COT report family to query. legacy = the classic Commercial / Non-Commercial / Non-Reportable breakdown (every futures contract, all commodity groups). disaggregated = the post-2009 breakdown that splits Non-Commercial into Managed Money + Other Reportables and Commercial into Producer/Merchant + Swap Dealers — the standard view for energy, metals, ag commodities. financial = the Traders in Financial Futures (TFF) breakdown for financial contracts (rates, equity indices, FX) splitting Asset Manager / Leveraged Funds / Dealer / Other Reportables. Default = disaggregated.
Number of weekly COT reports (most recent first) to emit per (contract × category). Minimum 1, maximum 260 (= 5 years of weekly history). Default = 52 (one year). The actor ALWAYS pulls at least 156 prior weeks BEFORE the emit window for the 3-year percentile rank calculation, regardless of this setting.
Which trader bucket to emit positions for. all = emit one row per category that the chosen report_type exposes (5 categories for disaggregated/financial, 3 for legacy). managed_money = the hedge-fund / CTA / commodity-pool bucket (disaggregated + financial only). swap_dealers = bank swap-dealer hedge bucket (disaggregated + financial). commercials = producer/merchant/processor (disaggregated), commercial hedger (legacy), or asset manager/institutional (financial TFF). non_reportable = small speculator residual under the CFTC reporting threshold (all three report families). When the chosen category does not exist for the chosen report_type, the actor falls back to the first valid category and logs a warning.
Hard ceiling on dataset rows emitted across all (contract × category × week) combinations. Default = 100 (good for one commodity × one category × 52 weeks, or one commodity × 5 categories × 20 weeks). Raise this for multi-commodity sweeps or full-history backfills. Maximum 2000.
