Does the IQFeed news lookup provide all the COT (commitments of traders) reports, originally presented by
http://www.cftc.gov/marketreports/commitmentsoftraders/index.htm ?
I'm interested to receive following types of COT reports:
1)Futures only positions;
2)Futures and Options combined Positions (includes dealer positions);
3)Futures only positions
4)Futures and Options combined Positions
By following list of instruments for each type of the reports:
1)'EURO FX - CHICAGO MERCANTILE EXCHANGE';
2)'NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE';
3)'AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE';
4)'POUND STERLING - CHICAGO MERCANTILE EXCHANGE';
5)'CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE';
6)'SWISS FRANC - CHICAGO MERCANTILE EXCHANGE';
7)'JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE';
8)'SILVER - COMMODITY';
9)'GOLD - COMMODITY';
10)'10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE';
11)'3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE';
12) 'U.S. DOLLAR INDEX - ICE FUTURES U.S.';
If it is possible to get such data from IQFeed API, could you. please, describe the format of reports. Understanding the format of this reports allows me to parse them.
Thank you.