COT Excel Tool - desegregated data
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Thread: COT Excel Tool - desegregated data

  1. #1
    I'm going to post this instrument I updated for people interested in the COT data. Because you may or may not know, CTFC currently desegregates Swap traders from COT data. Swaps have gotten so large that they actually skew what is occurring, not all information services use the new information but the old data format with the swaps included.

    The appliion is straightforward, it requires Excel 2003 or greater. I can not test on 2003 and rewrote most of the on 2007. The information is preloaded for the Aussie, Cable, Loonie, Fiber, Yen, Franc, Dollar Index. Directions about how best to add the new week's information is contained on the page. Charts are raw information in red , in Yellow tabs.

    The Tool only works with the new desegregated information and comes packed with deseg'd data back to 06 for the currencies listed. The tool does not utilize the Legacy format and I don't plan on making one that will utilize format.

    The benefit of this tool is that I made it to offer you the desegregated data charts together with the COT Index charts. The data range for the chart could be changed by pressing the button. You can even lock the range. This can be beneficial since you lock the range, expand info time, mark the extremes, you are able to look at information window for when extremes occur.

    Base work is off an abandoned job out of 06', I've updated, rewrote most of the code and enlarged the functions.

    I would love to hear some comments if this was helpful or other useful features to add on later variants. The information is unlocked, so you can add any charts, pivot tables, or other reports you desire.

    I feel the directions for working are straight forward, should you need any help let me know.

    Here is an example of the information with the OI added.

    Update 3/13/11 (2.0001a): I updated the issue with date not correctly copying. Was a little bug in macro rewrite, sorry about that.

    Update 3/14/11 (2.0001b): Together with the debut of charting, they did not upgrade to encircle the new info. Added upgrade macro to fix that.

    Update 3/19/12 (2.0002a): Updated the document including all the calendar year's data. Fixed a couple of macro bugs and additional 2,5,10 year treasury notes and charts, such as a combined chart between speculators and commercials on treasuries. Added picture example of information.

    Update 3/21/12 (2.002a): Please redownload the document. Fixed a minor problem with treasury import and you have to have the new file to work correctly.
    ***I shall keep this post updated with no modifiions and the latest file.

  2. #2
    Hi there, I just continue looking for the historic FX cot information in the form of, but don't have any luck. Can somebody help me ?

  3. #3
    Here you're.
    They are in Excell however you can save motif as csv.

  4. #4
    Thank you, lucifer. Still, in my case I just need the Currency Market information of the previous week (19th release). I noticed that following the new report comes out, there is no way to find the of the former report. I thought maybe its just me who cannot find it. .

  5. #5
    You are able to get the historic data from this connection:

    Pick the excel file under Traders in Financial Futures; Futures-and-Options Combined Reports:
    Next open the excel file and copy the rows that you would like to import historically, I have not worked on this job in a while but it still works.

  6. #6
    I have got runtime error 1004. (Excel 2003)

    Is there some solution for this?

    Has a new excel tool for 2013? Pls, upload it.


  7. #7
    Does anybody understand what each column is in this file:

    I am looking to utilize the report not as a indior but to assist scaling and alloion, so I am looking to import this file and refresh number of holdings to a %. I am using docs.

  8. #8
    Anyone with spreadsheet or Data updated to share?

  9. #9

  10. #10

    After some computer problem do I want a variant of this excel with updated data.


    I want to get where I could get background in proper format

    Any advice?

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