Hello there, I just keep on trying to find the historical forex cot data in the form of "Disaggregated Futures-Only Commitments of Traders Comma Delimited", but have no luck. Can somebody help me here?
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DislikedI'm going to post this tool I updated for those interested in the COT data. As you may or may not know, CTFC now desegregates Swap dealers from COT data. Swaps have become so large that they actually skew what is occurring, not all data services use the new desegregated data but the old data format with the swaps included. The tool is simple, it requires Excel 2003 or greater. I rewrote most of this on 2007 and can't test on 2003. The data is preloaded for the Aussie, Cable, Loonie, Fiber, Yen, Franc, Dollar Index. Instructions on how to add the...Ignored
DislikedYou can get the historical data from this link: http://www.cftc.gov/MarketReports/Co...ssed/index.htm Choose the excel file under Traders in Financial Futures ; Futures-and-Options Combined Reports: Then open the excel file and copy the rows you want to import historically, I haven't worked on this project in a while but it still works.Ignored
Disliked{quote} Appreciate the great tool. Could anyone please send me a link to the latest updated version with COT data for this tool? Many Thanks in advance BuddyIgnored
Disliked{quote} Appreciate the great tool. Could anyone please send me a link to the latest updated version with COT data for this tool? Many Thanks in advance BuddyIgnored
Disliked{quote} In case nobody responds to you,feel free to use mine. http://bit.ly/CFTCMM It contains the full history for the Legacy,Disaggregated and Traders in Financial Futures reports along with charts for most contracts contained within. There is also a refreshable query to obtain weekly data and a macro to sort it to the appropriate sheet. Make sure you read the ReadMe file too.Ignored