CFTC COT Futures Positioning Scraper (Commitments of Traders)

Here is one real result, with every field the actor returns:

{
  "reportType": "legacy",
  "reportTypeLabel": "Legacy Futures-Only",
  "marketName": "GOLD - COMMODITY EXCHANGE INC.",
  "contractMarketName": "GOLD",
  "exchange": "COMMODITY EXCHANGE INC.",
  "commodity": "GOLD",
  "commodityGroup": "NATURAL RESOURCES",
  "commoditySubgroup": "PRECIOUS METALS",
  "contractCode": "088691",
  "reportDate": "2026-08-11",
  "reportWeek": "2026 Report Week 32",
  "contractUnits": "(CONTRACTS OF 100 TROY OUNCES)",
  "futuresOnlyOrCombined": "FutOnly",
  "openInterest": 400309,
  "changeInOpenInterest": 28758,
  "totalTraders": 297,
  "primaryCategory": "Non-Commercial",
  "primaryLong": 250936,
  "primaryShort": 32996,
  "primaryNet": 217940,
  "primaryChangeLong": 23923,
  "primaryChangeShort": 3617,
  "primaryChangeNet": 20306,
  "primaryPctOfOiLong": 62.7,
  "primaryPctOfOiShort": 8.2,
  "pctLongOfOI": 62.69,
  "nonCommercialLong": 250936,
  "nonCommercialShort": 32996,
  "nonCommercialSpread": 28937,
  "netNonCommercial": 217940,
  "changeNonCommercialLong": 23923,
  "changeNonCommercialShort": 3617,
  "changeNetNonCommercial": 20306,
  "pctOiNonCommercialLong": 62.7,
  "pctOiNonCommercialShort": 8.2,
  "commercialLong": 69385,
  "commercialShort": 322025,
  "netCommercial": -252640,
  "changeCommercialLong": -2447,
  "changeCommercialShort": 23702,
  "pctOiCommercialLong": 17.3,
  "pctOiCommercialShort": 80.4,
  "totalReportableLong": 349258,
  "totalReportableShort": 383958,
  "nonReportableLong": 51051,
  "nonReportableShort": 16351,
  "netNonReportable": 34700,
  "aiBias": null,
  "aiExtremeness": null,
  "aiInterpretation": null,
  "source": "CFTC Commitments of Traders (COT)",
  "observedAt": "2026-08-21T02:25:16.778Z",
  "error": null
}

The most complete CFTC Commitments of Traders scraper available. It returns every trader-category position the weekly COT reports expose (long, short, spreading, weekly change and percent of open interest), plus derived fields such as net positions per category, net weekly change and long-as-percent-of-open-interest, and gives you filters for report type, market name, contract code, date range and latest week only so you get exactly the market-weeks you need across the Legacy, Disaggregated and Traders in Financial Futures reports.

Input · Output · Pricing · Examples

Table of contents

• What it does
• Quickstart
• Input reference
• Output reference
• Example output record
• Run via API and CLI
• Fetch results
• Billing and limits
• FAQ and troubleshooting
• More scrapers at scrapers.lat

What it does

This actor returns weekly CFTC Commitments of Traders (COT) positioning data, one clean record per market and report week. It covers three report families and lets the input pick which one:

• Legacy Futures-Only splits every market into Non-Commercial (large speculators), Commercial (hedgers) and Non-Reportable (small traders).
• Disaggregated Futures-Only breaks physical-commodity markets into Producer/Merchant/Processor/User, Swap Dealers, Managed Money and Other Reportables.
• Traders in Financial Futures (TFF) breaks financial markets into Dealer/Intermediary, Asset Manager/Institutional, Leveraged Funds and Other Reportables.

For each market-week you get open interest and its weekly change, the number of reporting traders, and for every trader category the long, short, net, weekly change and percent of open interest. Derived fields include net positions per category, net weekly change and long as a percent of open interest, so you can spot crowded or stretched positioning without post-processing.

Quickstart

Latest week for a single market in the Legacy report:

{
  "reportType": "legacy",
  "market": "GOLD",
  "latestOnly": true,
  "maxResults": 3
}

Managed Money positioning in crude oil from the Disaggregated report:

{
  "reportType": "disaggregated",
  "market": "CRUDE OIL",
  "latestOnly": true,
  "maxResults": 5
}

A history of weekly reports for one market using a date range:

{
  "reportType": "tff",
  "market": "EURO FX",
  "reportDateFrom": "2025-01-01",
  "reportDateTo": "2026-08-31",
  "latestOnly": false,
  "maxResults": 100
}

Input reference

Name	Type	Required	Description	Example
reportType	string (enum)	no	Which COT report to read: legacy, disaggregated or tff. Default legacy.	legacy
market	string	no	Case-insensitive substring match on the market and exchange name. Leave empty for every market.	GOLD
contractCode	string	no	Exact CFTC contract market code for a precise single-market pull.	088691
reportDateFrom	string	no	Earliest report week to include (YYYY-MM-DD).	2025-01-01
reportDateTo	string	no	Latest report week to include (YYYY-MM-DD).	2026-08-31
latestOnly	boolean	no	Return only the most recent report week for the matching markets. Default true.	true
includeAiSignal	boolean	no	Opt-in add-on. Adds an AI read of each market's speculative net position. Paid plans only.	false
maxResults	integer	no	Maximum records to return. Free plans are capped at 10.	10

Output reference

Name	Type	Description
reportType	string	Report family: legacy, disaggregated or tff
reportTypeLabel	string	Human label for the report family
marketName	string	CFTC market and exchange name
contractMarketName	string	Short contract market name
exchange	string	Exchange the contract trades on
commodity	string	Commodity name
commodityGroup	string	Commodity group
commoditySubgroup	string	Commodity subgroup
contractCode	string	CFTC contract market code
reportDate	string	Report week date (YYYY-MM-DD)
reportWeek	string	Report week label
contractUnits	string	Units of the underlying contract
futuresOnlyOrCombined	string	Futures-only or futures plus options combined
openInterest	number	Total open interest
changeInOpenInterest	number	Weekly change in open interest
totalTraders	number	Number of reporting traders
primaryCategory	string	Main speculative category for the report type
primaryLong / primaryShort / primaryNet	number	Primary category long, short and net
primaryChangeLong / primaryChangeShort / primaryChangeNet	number	Weekly change in primary long, short and net
primaryPctOfOiLong / primaryPctOfOiShort	number	Primary long and short as reported percent of open interest
pctLongOfOI	number	Derived: primary long divided by open interest, percent
nonCommercialLong / nonCommercialShort / nonCommercialSpread / netNonCommercial	number	Legacy: non-commercial positions
changeNonCommercialLong / changeNonCommercialShort / changeNetNonCommercial	number	Legacy: weekly change in non-commercial
pctOiNonCommercialLong / pctOiNonCommercialShort	number	Legacy: non-commercial percent of open interest
commercialLong / commercialShort / netCommercial	number	Legacy: commercial positions
changeCommercialLong / changeCommercialShort	number	Legacy: weekly change in commercial
pctOiCommercialLong / pctOiCommercialShort	number	Legacy: commercial percent of open interest
totalReportableLong / totalReportableShort	number	Legacy: total reportable positions
producerMerchantLong / producerMerchantShort / netProducerMerchant	number	Disaggregated: producer/merchant/processor/user
swapDealerLong / swapDealerShort / netSwapDealer	number	Disaggregated: swap dealers
managedMoneyLong / managedMoneyShort / netManagedMoney	number	Disaggregated: managed money
changeManagedMoneyLong / changeManagedMoneyShort / changeNetManagedMoney	number	Disaggregated: weekly change in managed money
pctOiManagedMoneyLong / pctOiManagedMoneyShort	number	Disaggregated: managed money percent of open interest
dealerLong / dealerShort / netDealer	number	TFF: dealer/intermediary
assetManagerLong / assetManagerShort / netAssetManager	number	TFF: asset manager/institutional
leveragedFundsLong / leveragedFundsShort / netLeveragedFunds	number	TFF: leveraged funds
changeLeveragedFundsLong / changeLeveragedFundsShort / changeNetLeveragedFunds	number	TFF: weekly change in leveraged funds
pctOiLeveragedFundsLong / pctOiLeveragedFundsShort	number	TFF: leveraged funds percent of open interest
otherReportableLong / otherReportableShort / netOtherReportable	number	Other reportables (disaggregated and tff)
nonReportableLong / nonReportableShort / netNonReportable	number	Non-reportable (small traders)
aiBias / aiExtremeness / aiInterpretation	string	AI positioning signal (add-on only)
source	string	Data source
observedAt	string	When the record was scraped
error	string	Error message, if any

Fields that do not apply to the chosen report type are returned as null so the column layout stays consistent.

Example output record

A real Managed Money record from the Disaggregated report:

{
  "reportType": "disaggregated",
  "marketName": "CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE",
  "reportDate": "2026-08-11",
  "openInterest": 797158,
  "primaryCategory": "Managed Money",
  "managedMoneyLong": 15527,
  "managedMoneyShort": 23963,
  "netManagedMoney": -8436,
  "changeNetManagedMoney": -1346,
  "netSwapDealer": -77668,
  "netProducerMerchant": 81931,
  "pctLongOfOI": 1.95
}

Run via API and CLI

Start a run with the Apify API:

curl -X POST "https://api.apify.com/v2/acts/scrapers_lat~cftc-cot-futures-positioning-scraper/runs?token=YOUR_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{"reportType":"legacy","market":"E-MINI S&P","latestOnly":true,"maxResults":5}'

Or with the Apify CLI:

apify call scrapers_lat/cftc-cot-futures-positioning-scraper \
  --input '{"reportType":"disaggregated","market":"CRUDE OIL","latestOnly":true,"maxResults":5}'

Fetch results

Read the dataset items from a finished run:

$curl "https://api.apify.com/v2/actor-runs/RUN_ID/dataset/items?token=YOUR_TOKEN&format=json"

Swap format=json for format=csv or format=xlsx to export to CSV or Excel.

Billing and limits

• Pay per result. You are charged for each positioning record returned, never for empty or failed runs.
• Events: a one-time actor start, a result event per market-week record, and an opt-in ai_positioning_signal add-on billed only when a usable AI signal is produced.
• The AI add-on is disabled for free Apify plans and never charges when the model returns nothing usable.
• Free Apify plans are capped at 10 records per run. Paid plans can raise maxResults.
• A configured spend limit is respected: once reached, the run stops emitting billable records.
• If no market matches your filters, the actor returns a single non-billable row describing the mismatch.

FAQ and troubleshooting

Which report should I use? Use legacy for a broad speculator-versus-hedger split on any market, disaggregated for detailed physical-commodity categories (managed money, swaps, producers), and tff for financial futures (leveraged funds, asset managers, dealers).

How do I target one exact market? Pass contractCode (for example 088691 for gold). A market substring like GOLD can match several related contracts.

How do I get history instead of the latest week? Set latestOnly to false and provide reportDateFrom and reportDateTo, or just a date range.

How fresh is the data? COT reports are published weekly by the CFTC. Each record carries its reportDate and reportWeek so you always know the exact week.

No records came back. Check the market spelling or try a broader substring, confirm the reportType covers that market, and widen or remove the date range.

More scrapers at scrapers.lat

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This actor is not affiliated with, endorsed by, or sponsored by the CFTC. It returns public data for research and analysis.