InvestorLink provides end of day and historical comittment of traders (COT) data for futures traded on US exchanges.
COT updates are released each Friday for the data released the previous Tuesday.
Historical COT files are available 24 hours/day.
Historical files adhere to the following specifications:
Historical data for each COT file is stored is with the extension 'csf'. File names consist of the commodity symbol followed by the COT symbol. For example, commercial net long data for corn is contained in the file 'ccnl.csf'.
The field order for historical COT data is:
The above field order maintains compatibility with our other futures data.
End of day files adhere to the following specifications:
EOD data for each day is stored in it's own file, with the extension 'cot'. For example, eod COT data for March 13, 2001 is contained in the file '20010313.csf'. Note that COT update files are released each Friday and contain the date for the previous Tuesday.
The field order for eod COT data is:
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