COT charts?

[SanMiguel]

ANyone know a site where the COT charts are shown for free to analyse?
The CME only seems to produce some random dot matrix report

 

[DionysusToast]

Data is available to be downloaded for free in .csv format. You can probably chart them in Excel.

The data comes with Tradestation though and is probably a better bet.

 

[SanMiguel]

Data is available to be downloaded for free in .csv format. You can probably chart them in Excel.

The data comes with Tradestation though and is probably a better bet.

Can the COt be downloaded in demo use for Tradestation? My broker for live doesn't have it. I've found a few sites with slight different graph layouts, which might be useful.

Do you use the Commercial net long/short part much?
I can understand how any net bias for commercial over that of retail traders might be used but commercial in the stock market? Commercial nets in FX is probably not useful.
http://www.timingcharts.com/index.php

 

[Charlton]

Can the COt be downloaded in demo use for Tradestation? My broker for live doesn't have it. I've found a few sites with slight different graph layouts, which might be useful.

Do you use the Commercial net long/short part much?
I can understand how any net bias for commercial over that of retail traders might be used but commercial in the stock market? Commercial nets in FX is probably not useful.
http://www.timingcharts.com/index.php

There is a lot of information on the use of the COT report on this site

http://emini-watch.com/free-stuff/commitment-of-traders/

If you have tradestation and you use their brokerage service you will get the COT information supplied. If you don't have tradestation is would not be worth getting it just for COT because the COT information can be downloaded for free in csv format and as DT says excel wiil plot it for you.

Charlton

 

[SanMiguel]

Excel won't plot whether the traders are hedging or trend following though will it...not without a lot of work I guess?

 

[SanMiguel]

So, in the downloaded Excel file I can find (as an example)
WHEAT - CHICAGO BOARD OF TRADE
WHEAT - KANSAS CITY BOARD OF TRADE
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
etc.

Do I have to aggregate these in Excel to get the total value?
Emini watch has some useful stuff about showing whether the commercials are hedging or trend following etc. but this is all in Tradestation so I'll need to do somw work to transform this into an Excel spreadsheet version.
There don't seem to be any Excel versions to chart this since 2006 that I can find on Google.

 

[Charlton]

So, in the downloaded Excel file I can find (as an example)
WHEAT - CHICAGO BOARD OF TRADE
WHEAT - KANSAS CITY BOARD OF TRADE
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
etc.

Do I have to aggregate these in Excel to get the total value?
Emini watch has some useful stuff about showing whether the commercials are hedging or trend following etc. but this is all in Tradestation so I'll need to do somw work to transform this into an Excel spreadsheet version.
There don't seem to be any Excel versions to chart this since 2006 that I can find on Google.

The COT data (the same data collected by Tradestation) can be found ad downloaded from the CFTC site in raw excel or text format from various pages around:

http://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm

You don't need Tradestation to get the data. In fact the excel files available with the link above are the ones used in the Eminiwatch site before Tradestation collected the data itself for their datastream. It's just that the eminwatch site has indicators in Tradestation so he gets the COT data directly from the TS datastream,

On the cftc site you will find the latest data as at 15-Jun-2010. (futures only 2010 excel - in the middle of the page on the URL above)

If you go to the eminwatch site

http://emini-watch.com/free-stuff/c...-of-traders-importing-data-into-tradestation/

click on the free code button and you can download some documents e.g. commitment of traders.pdf explaining which data to use - basically you will need to delete all columns except certain markets (listed in the pdf - he is not interested in wheat for example) , add certain columns to calculate net interest as % of open interest and make adjustments for margin requirements. This will require manipulation within excel, but once you have
worked out the data manipultion you can save it as excel macros to automate it each week when the data is published. In the documents you download you can ignore any mention of Tradestation if you don't have it.

I have attached just the first few rows of it, because it is too large to include the whole file.

Charlton

 

[SanMiguel]

The COT data (the same data collected by Tradestation) can be found ad downloaded from the CFTC site in raw excel or text format from various pages around:

http://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm

You don't need Tradestation to get the data. In fact the excel files available with the link above are the ones used in the Eminiwatch site before Tradestation collected the data itself for their datastream. It's just that the eminwatch site has indicators in Tradestation so he gets the COT data directly from the TS datastream,

On the cftc site you will find the latest data as at 15-Jun-2010. (futures only 2010 excel - in the middle of the page on the URL above)

If you go to the eminwatch site

http://emini-watch.com/free-stuff/c...-of-traders-importing-data-into-tradestation/

click on the free code button and you can download some documents e.g. commitment of traders.pdf explaining which data to use - basically you will need to delete all columns except certain markets (listed in the pdf - he is not interested in wheat for example) , add certain columns to calculate net interest as % of open interest and make adjustments for margin requirements. This will require manipulation within excel, but once you have
worked out the data manipultion you can save it as excel macros to automate it each week when the data is published. In the documents you download you can ignore any mention of Tradestation if you don't have it.

I have attached just the first few rows of it, because it is too large to include the whole file.

Charlton

I have the data from the cftc, which I'm looking at but the emini site doesn't really explain how to work out the hedging part of the indicators it has.

 

[bevok]

The estimate of who is hedging and trendfollowing is just an extrapolation (probably integrating price momentum) - the raw data doesn't contain such a distinction.

 

[Beakytrader]

Try timingcharts.com. They show COT on each chart i think, and it's free.

 

[SanMiguel]

Try timingcharts.com. They show COT on each chart i think, and it's free.

Yeah, I use that one for the normal information but it doesn't show hedging information as for the Tradestation charts.
Tradestation don't offer demos and the software seems expensive.

 

[endtag]

Here's a new website that provides COT charts for free:

[B]https://www.tradingster.com/[/B]