COT Data Fields - Futures Only / Combined Futures & Futures Options
The following table lists the field names and descriptions that are used to read the fundamental COT (Commitments of Traders) data from some number of data points ago. The data points back history for a given data field name is based on the reporting period for the current symbol.
See About COT in TradeStation for more information about using the fundamental COT data as part of your analysis.
The Name is used in conjunction with EasyLanguage reserved words to obtain data and status for the named parameter.
The Description column provides a brief description of the fundamental COT data that appears in the official CFTC (Commodity Futures Trading Commission) report.
The Type column refers to the data type so that you can use the appropriate EasyLanguage reserved word to request a value.
-
GetFundData - Reads fundamental data of type Numeric.
-
GetFundDataAsString - Reads fundamental data of type String.
-
GetFundDataAsBoolean - Reads fundamental data of type Boolean.
Example
The following example declares variables that are assigned values from the Commercial Long (COTF-12) and Commercial Short (COTF-13) fields respectively and then the difference is plotted to indicate the net commercial position. GetFundData is used, in this case, because the requested fields are numeric, where the second parameter (…,0) refers to the current reporting period. If this second parameter were (…,2) is would request the values from 2 weekly periods ago.
vars: CommLong(0), CommShort(0);
CommLong = GetFundData("COTF-12",0);
CommShort = GetFundData("COTF-13",0);
Plot1(CommLong - CommShort, "Comm");
|
Name |
Description |
Type |
|
|---|---|---|---|
|
(Futures Only) |
(Combined Futures & Options) |
Based on the Official COT Report published |
|
|
COTF-1 |
COTC-1 |
MARKET AND EXCHANGE NAMES | string |
|
COTF-4 |
COTC-4 |
CFTC CONTRACT MARKET CODE | numeric |
|
COTF-5 |
COTC-5 |
CFTC MARKET CODE IN INITIALS | string |
|
COTF-6 |
COTC-6 |
CFTC REGION CODE | numeric |
|
COTF-7 |
COTC-7 |
CFTC COMMODITY CODE | numeric |
|
COTF-8 |
COTC-8 |
OPEN INTEREST (ALL) | numeric |
|
COTF-9 |
COTC-9 |
NONCOMMERCIAL POSITIONS-LONG (ALL) | numeric |
|
COTF-10 |
COTC-10 |
NONCOMMERCIAL POSITIONS-SHORT (ALL) | numeric |
|
COTF-11 |
COTC-11 |
NONCOMMERCIAL POSITIONS-SPREADING (ALL) | numeric |
|
COTF-12 |
COTC-12 |
COMMERCIAL POSITIONS-LONG (ALL) | numeric |
|
COTF-13 |
COTC-13 |
COMMERCIAL POSITIONS-SHORT (ALL) | numeric |
|
COTF-14 |
COTC-14 |
TOTAL REPORTABLE POSITIONS-LONG (ALL) | numeric |
|
COTF-15 |
COTC-15 |
TOTAL REPORTABLE POSITIONS-SHORT (ALL) | numeric |
|
COTF-16 |
COTC-16 |
NONREPORTABLE POSITIONS-LONG (ALL) | numeric |
|
COTF-17 |
COTC-17 |
NONREPORTABLE POSITIONS-SHORT (ALL) | numeric |
|
COTF-18 |
COTC-18 |
OPEN INTEREST (OLD) | numeric |
|
COTF-19 |
COTC-19 |
NONCOMMERCIAL POSITIONS-LONG (OLD) | numeric |
|
COTF-20 |
COTC-20 |
NONCOMMERCIAL POSITIONS-SHORT (OLD) | numeric |
|
COTF-21 |
COTC-21 |
NONCOMMERCIAL POSITIONS-SPREADING (OLD) | numeric |
|
COTF-22 |
COTC-22 |
COMMERCIAL POSITIONS-LONG (OLD) | numeric |
|
COTF-23 |
COTC-23 |
COMMERCIAL POSITIONS-SHORT (OLD) | numeric |
|
COTF-24 |
COTC-24 |
TOTAL REPORTABLE POSITIONS-LONG (OLD) | numeric |
|
COTF-25 |
COTC-25 |
TOTAL REPORTABLE POSITIONS-SHORT (OLD) | numeric |
|
COTF-26 |
COTC-26 |
NONREPORTABLE POSITIONS-LONG (OLD) | numeric |
|
COTF-27 |
COTC-27 |
NONREPORTABLE POSITIONS-SHORT (OLD) | numeric |
|
COTF-28 |
COTC-28 |
OPEN INTEREST (OTHER) | numeric |
|
COTF-29 |
COTC-29 |
NONCOMMERCIAL POSITIONS-LONG (OTHER) | numeric |
|
COTF-30 |
COTC-30 |
NONCOMMERCIAL POSITIONS-SHORT (OTHER) | numeric |
|
COTF-31 |
COTC-31 |
NONCOMMERCIAL POSITIONS-SPREADING(OTHER) | numeric |
|
COTF-32 |
COTC-32 |
COMMERCIAL POSITIONS-LONG (OTHER) | numeric |
|
COTF-33 |
COTC-33 |
COMMERCIAL POSITIONS-SHORT (OTHER) | numeric |
|
COTF-34 |
COTC-34 |
TOTAL REPORTABLE POSITIONS-LONG (OTHER) | numeric |
|
COTF-35 |
COTC-35 |
TOTAL REPORTABLE POSITIONS-SHORT (OTHER) | numeric |
|
COTF-36 |
COTC-36 |
NONREPORTABLE POSITIONS-LONG (OTHER) | numeric |
|
COTF-37 |
COTC-37 |
NONREPORTABLE POSITIONS-SHORT (OTHER) | numeric |
|
COTF-38 |
COTC-38 |
CHANGE IN OPEN INTEREST (ALL) | numeric |
|
COTF-39 |
COTC-39 |
CHANGE IN NONCOMMERCIAL-LONG (ALL) | numeric |
|
COTF-40 |
COTC-40 |
CHANGE IN NONCOMMERCIAL-SHORT (ALL) | numeric |
|
COTF-41 |
COTC-41 |
CHANGE IN NONCOMMERCIAL-SPREADING (ALL) | numeric |
|
COTF-42 |
COTC-42 |
CHANGE IN COMMERCIAL-LONG (ALL) | numeric |
|
COTF-43 |
COTC-43 |
CHANGE IN COMMERCIAL-SHORT (ALL) | numeric |
|
COTF-44 |
COTC-44 |
CHANGE IN TOTAL REPORTABLE-LONG (ALL) | numeric |
|
COTF-45 |
COTC-45 |
CHANGE IN TOTAL REPORTABLE-SHORT (ALL) | numeric |
|
COTF-46 |
COTC-46 |
CHANGE IN NONREPORTABLE-LONG (ALL) | numeric |
|
COTF-47 |
COTC-47 |
CHANGE IN NONREPORTABLE-SHORT (ALL) | numeric |
|
COTF-48 |
COTC-48 |
% OF OPEN INTEREST (OI) (ALL) | numeric |
|
COTF-49 |
COTC-49 |
% OF OI-NONCOMMERCIAL-LONG (ALL) | numeric |
|
COTF-50 |
COTC-50 |
% OF OI-NONCOMMERCIAL-SHORT (ALL) | numeric |
|
COTF-51 |
COTC-51 |
% OF OI-NONCOMMERCIAL-SPREADING (ALL) | numeric |
|
COTF-52 |
COTC-52 |
% OF OI-COMMERCIAL-LONG (ALL) | numeric |
|
COTF-53 |
COTC-53 |
% OF OI-COMMERCIAL-SHORT (ALL) | numeric |
|
COTF-54 |
COTC-54 |
% OF OI-TOTAL REPORTABLE-LONG (ALL) | numeric |
|
COTF-55 |
COTC-55 |
% OF OI-TOTAL REPORTABLE-SHORT (ALL) | numeric |
|
COTF-56 |
COTC-56 |
% OF OI-NONREPORTABLE-LONG (ALL) | numeric |
|
COTF-57 |
COTC-57 |
% OF OI-NONREPORTABLE-SHORT (ALL) | numeric |
|
COTF-58 |
COTC-58 |
% OF OPEN INTEREST (OI) (OLD) | numeric |
|
COTF-59 |
COTC-59 |
% OF OI-NONCOMMERCIAL-LONG (OLD) | numeric |
|
COTF-60 |
COTC-60 |
% OF OI-NONCOMMERCIAL-SHORT (OLD) | numeric |
|
COTF-61 |
COTC-61 |
% OF OI-NONCOMMERCIAL-SPREADING (OLD) | numeric |
|
COTF-62 |
COTC-62 |
% OF OI-COMMERCIAL-LONG (OLD) | numeric |
|
COTF-63 |
COTC-63 |
% OF OI-COMMERCIAL-SHORT (OLD) | numeric |
|
COTF-64 |
COTC-64 |
% OF OI-TOTAL REPORTABLE-LONG (OLD) | numeric |
|
COTF-65 |
COTC-65 |
% OF OI-TOTAL REPORTABLE-SHORT (OLD) | numeric |
|
COTF-66 |
COTC-66 |
% OF OI-NONREPORTABLE-LONG (OLD) | numeric |
|
COTF-67 |
COTC-67 |
% OF OI-NONREPORTABLE-SHORT (OLD) | numeric |
|
COTF-68 |
COTC-68 |
% OF OPEN INTEREST (OI) (OTHER) | numeric |
|
COTF-69 |
COTC-69 |
% OF OI-NONCOMMERCIAL-LONG (OTHER) | numeric |
|
COTF-70 |
COTC-70 |
% OF OI-NONCOMMERCIAL-SHORT (OTHER) | numeric |
|
COTF-71 |
COTC-71 |
% OF OI-NONCOMMERCIAL-SPREADING (OTHER) | numeric |
|
COTF-72 |
COTC-72 |
% OF OI-COMMERCIAL-LONG (OTHER) | numeric |
|
COTF-73 |
COTC-73 |
% OF OI-COMMERCIAL-SHORT (OTHER) | numeric |
|
COTF-74 |
COTC-74 |
% OF OI-TOTAL REPORTABLE-LONG (OTHER) | numeric |
|
COTF-75 |
COTC-75 |
% OF OI-TOTAL REPORTABLE-SHORT (OTHER) | numeric |
|
COTF-76 |
COTC-76 |
% OF OI-NONREPORTABLE-LONG (OTHER) | numeric |
|
COTF-77 |
COTC-77 |
% OF OI-NONREPORTABLE-SHORT (OTHER) | numeric |
|
COTF-78 |
COTC-78 |
TRADERS-TOTAL (ALL) | numeric |
|
COTF-79 |
COTC-79 |
TRADERS-NONCOMMERCIAL-LONG (ALL) | numeric |
|
COTF-80 |
COTC-80 |
TRADERS-NONCOMMERCIAL-SHORT (ALL) | numeric |
|
COTF-81 |
COTC-81 |
TRADERS-NONCOMMERCIAL-SPREADING (ALL) | numeric |
|
COTF-82 |
COTC-82 |
TRADERS-COMMERCIAL-LONG (ALL) | numeric |
|
COTF-83 |
COTC-83 |
TRADERS-COMMERCIAL-SHORT (ALL) | numeric |
|
COTF-84 |
COTC-84 |
TRADERS-TOTAL REPORTABLE-LONG (ALL) | numeric |
|
COTF-85 |
COTC-85 |
TRADERS-TOTAL REPORTABLE-SHORT (ALL) | numeric |
|
COTF-86 |
COTC-86 |
TRADERS-TOTAL (OLD) | numeric |
|
COTF-87 |
COTC-87 |
TRADERS-NONCOMMERCIAL-LONG (OLD) | numeric |
|
COTF-88 |
COTC-88 |
TRADERS-NONCOMMERCIAL-SHORT (OLD) | numeric |
|
COTF-89 |
COTC-89 |
TRADERS-NONCOMMERCIAL-SPREADING (OLD) | numeric |
|
COTF-90 |
COTC-90 |
TRADERS-COMMERCIAL-LONG (OLD) | numeric |
|
COTF-91 |
COTC-91 |
TRADERS-COMMERCIAL-SHORT (OLD) | numeric |
|
COTF-92 |
COTC-92 |
TRADERS-TOTAL REPORTABLE-LONG (OLD) | numeric |
|
COTF-93 |
COTC-93 |
TRADERS-TOTAL REPORTABLE-SHORT (OLD) | numeric |
|
COTF-94 |
COTC-94 |
TRADERS-TOTAL (OTHER) | numeric |
|
COTF-95 |
COTC-95 |
TRADERS-NONCOMMERCIAL-LONG (OTHER) | numeric |
|
COTF-96 |
COTC-96 |
TRADERS-NONCOMMERCIAL-SHORT (OTHER) | numeric |
|
COTF-97 |
COTC-97 |
TRADERS-NONCOMMERCIAL-SPREADING (OTHER) | numeric |
|
COTF-98 |
COTC-98 |
TRADERS-COMMERCIAL-LONG (OTHER) | numeric |
|
COTF-99 |
COTC-99 |
TRADERS-COMMERCIAL-SHORT (OTHER) | numeric |
|
COTF-100 |
COTC-100 |
TRADERS-TOTAL REPORTABLE-LONG (OTHER) | numeric |
|
COTF-101 |
COTC-101 |
TRADERS-TOTAL REPORTABLE-SHORT (OTHER) | numeric |
|
COTF-102 |
COTC-102 |
CONCENTRATION-GROSS LT = 4 TDR-LONG (ALL) | numeric |
|
COTF-103 |
COTC-103 |
CONCENTRATION-GROSS LT ="4" TDR-SHORT (ALL) | numeric |
|
COTF-104 |
COTC-104 |
CONCENTRATION-GROSS LT ="8" TDR-LONG (ALL) | numeric |
|
COTF-105 |
COTC-105 |
CONCENTRATION-GROSS LT ="8" TDR-SHORT (ALL) | numeric |
|
COTF-106 |
COTC-106 |
CONCENTRATION-NET LT ="4" TDR-LONG (ALL) | numeric |
|
COTF-107 |
COTC-107 |
CONCENTRATION-NET LT ="4" TDR-SHORT (ALL) | numeric |
|
COTF-108 |
COTC-108 |
CONCENTRATION-NET LT ="8" TDR-LONG (ALL) | numeric |
|
COTF-109 |
COTC-109 |
CONCENTRATION-NET LT ="8" TDR-SHORT (ALL) | numeric |
|
COTF-110 |
COTC-110 |
CONCENTRATION-GROSS LT ="4" TDR-LONG (OLD) | numeric |
|
COTF-111 |
COTC-111 |
CONCENTRATION-GROSS LT ="4" TDR-SHORT (OLD) | numeric |
|
COTF-112 |
COTC-112 |
CONCENTRATION-GROSS LT ="8" TDR-LONG (OLD) | numeric |
|
COTF-113 |
COTC-113 |
CONCENTRATION-GROSS LT ="8" TDR-SHORT (OLD) | numeric |
|
COTF-114 |
COTC-114 |
CONCENTRATION-NET LT ="4" TDR-LONG (OLD) | numeric |
|
COTF-115 |
COTC-115 |
CONCENTRATION-NET LT ="4" TDR-SHORT (OLD) | numeric |
|
COTF-116 |
COTC-116 |
CONCENTRATION-NET LT ="8" TDR-LONG (OLD) | numeric |
|
COTF-117 |
COTC-117 |
CONCENTRATION-NET LT ="8" TDR-SHORT (OLD) | numeric |
|
COTF-118 |
COTC-118 |
CONCENTRATION-GROSS LT ="4" TDR-LONG (OTHER) | numeric |
|
COTF-119 |
COTC-119 |
CONCENTRATION-GROSS LT ="4" TDR-SHORT(OTHER) | numeric |
|
COTF-120 |
COTC-120 |
CONCENTRATION-GROSS LT ="8" TDR-LONG (OTHER) | numeric |
|
COTF-121 |
COTC-121 |
CONCENTRATION-GROSS LT ="8" TDR-SHORT(OTHER) | numeric |
|
COTF-122 |
COTC-122 |
CONCENTRATION-NET LT ="4" TDR-LONG (OTHER) | numeric |
|
COTF-123 |
COTC-123 |
CONCENTRATION-NET LT ="4" TDR-SHORT (OTHER) | numeric |
|
COTF-124 |
COTC-124 |
CONCENTRATION-NET LT ="8" TDR-LONG (OTHER) | numeric |
|
COTF-125 |
COTC-125 |
CONCENTRATION-NET LT ="8" TDR-SHORT (OTHER) | numeric |
|
COTF-126 |
COTC-126 |
CONTRACT UNITS | numeric |
|
COTF-127 |
COTC-127 |
CFTC CONTRACT MARKET CODE (QUOTES) | numeric |
|
COTF-128 |
COTC-128 |
CFTC MARKET CODE IN INITIALS (QUOTES) | numeric |
|
COTF-129 |
COTC-129 |
CFTC COMMODITY CODE (QUOTES) | numeric |