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Commitment of traders comma delimited data


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Commitment of traders comma delimited data

  #1 (permalink)
 harryguy 
st. louis missouri
 
Experience: Intermediate
Platform: tradestation
Trading: futures
Posts: 60 since Jun 2014
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I would like to play around with the Disaggregated COT report. I haven't found any charting software that will pull that data in, just the legacy. The raw data is available on the cftc website as comma delimited text and I have been trying to maneuver it into a spread sheet. My problem is that when I import the text I have 209 columns of data. The columns aren't labeled. The key to the columns is available on the cftc website but it only has 129 columns listed. I think that my import separator options might be the problem but I'm not real familiar with the process. Have any of you used this raw data? Have any guesses how I'm screwing it up?


update:
....never mind. I found the actual historical excel format files here https://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm

But while your here I'm curious if you are doing anything with the extra data that isn't in all the canned indicators. I mean there are over 100 data points in the report but most people concentrate on the net long/short of the 3 legacy groups.

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  #3 (permalink)
 myrrdin 
Linz Austria
 
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harryguy View Post
I would like to play around with the Disaggregated COT report. I haven't found any charting software that will pull that data in, just the legacy. The raw data is available on the cftc website as comma delimited text and I have been trying to maneuver it into a spread sheet. My problem is that when I import the text I have 209 columns of data. The columns aren't labeled. The key to the columns is available on the cftc website but it only has 129 columns listed. I think that my import separator options might be the problem but I'm not real familiar with the process. Have any of you used this raw data? Have any guesses how I'm screwing it up?


update:
....never mind. I found the actual historical excel format files here https://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm

But while your here I'm curious if you are doing anything with the extra data that isn't in all the canned indicators. I mean there are over 100 data points in the report but most people concentrate on the net long/short of the 3 legacy groups.

I never worked with the original COT data.

I used the charts of Floyd Upperman for some time, which he publishes on his website. Access has to be paid for.

Best regards, Myrrdin

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  #4 (permalink)
 harryguy 
st. louis missouri
 
Experience: Intermediate
Platform: tradestation
Trading: futures
Posts: 60 since Jun 2014
Thanks Given: 31
Thanks Received: 25


myrrdin View Post
I never worked with the original COT data.

I used the charts of Floyd Upperman for some time, which he publishes on his website. Access has to be paid for.

Best regards, Myrrdin

This guy has an interesting site but he doesn't show you anything different from all other COT indicators/websites. His sales video just shows analysis using the commercial position and the large spec position and isn't any different than the books I have read on the subject. The website does mention the new disaggregated report but the examples and sales video showed only the legacy analysis. It was extremely similar to COTbase. But he does provide market entry signals with his "plungers" that sound like a slightly modified turtle system. For $99/month I think I'll pass though.

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  #5 (permalink)
 myrrdin 
Linz Austria
 
Experience: Advanced
Platform: TWS
Broker: Interactive Brokers
Trading: Commodities
Posts: 1,938 since Nov 2014
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Thanks Received: 2,651


harryguy View Post
This guy has an interesting site but he doesn't show you anything different from all other COT indicators/websites. His sales video just shows analysis using the commercial position and the large spec position and isn't any different than the books I have read on the subject. The website does mention the new disaggregated report but the examples and sales video showed only the legacy analysis. It was extremely similar to COTbase. But he does provide market entry signals with his "plungers" that sound like a slightly modified turtle system. For $99/month I think I'll pass though.

I was his customer many years ago. If I remember correctly he shows charts unsing the disaggregated reports as well. I think he offers a free trial for some weeks. Of course his data is the same than the data in the original COT report. But drawing nice charts is some work, and this is what I paid him for.

The plungers - as you certainly read in his book - are not at all rocket science, and not worth the price.

Best regards, Myrrdin

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