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Most recent open interest reports - computer readable
What I was hoping for is something like the CFTC format and regularity of CME daily releases. CFTC seem to have only old data, and CME have it as non-standard Excel & web pages based on templates that could change layout without notice. Neither of these are ideal. If I want reliability do I need to pay for it or is there a good free source?
Thanks!
Can you help answer these questions from other members on NexusFi?
So I've been working on figuring out a way to bring the free CFTC COT data into NT, which doesn't offer the COT data via the standard data feed. I've found other COT indicators for $150+ and also a COT feed via IQFeed for $25/mo, …
He scrapes for COT data and then plots it inside NinjaTrader.
