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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Extended COT reports
Author Topic: Extended COT reports (1 messages, Page 1 of 1)

lastakademik
-Interested User-
Posts: 11
Joined: May 30, 2014


Posted: Sep 2, 2014 08:00 AM          Msg. 1 of 1
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.
 

 

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