OPEN-SOURCE SCRIPT
已更新

CoT data with OpenInterest

10 233
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
發行說明
Using LibraryCOT.
發行說明
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.
發行說明
Update to new COT data interface for retrieval of legacy COT reports.
發行說明
Upgraded to PineScript v6 and COT-Library v4 (by TradingView)

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