I'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 new week's data is included on the first page. Charts are in Yellow tabs, raw data in red.
The Tool only works with the new desegregated data and comes preloaded with deseg'd data back to 06 for the currencies listed. The tool does not work with the Legacy format and I don't plan on making one that will work with legacy format.
The benefit of this tool is I designed it to give you the desegregated data charts along with the COT Index charts. The data range for the chart can be quickly and easily changed by pressing the button. You can also lock the range. This is beneficial because you lock the range, expand data time, mark the extremes, and then you can look at lesser data window for when extremes occur.
Base work is off an abandoned project from 06', I have updated, rewrote most of the code and expanded the functions.
I would love to hear some feedback if this was helpful or other useful features to add on later versions. The raw data is unlocked, you can add any other charts, pivot tables, or other reports you want.
I think the instructions for operating are straight forward, if you need any help let me know.
Here's an example of the data with the OI added.
http://i40.tinypic.com/54srwp.png
Update 3/13/11 (2.0001a): I updated the issue with date not properly copying. Was a minor bug in macro rewrite, sorry about that.
Update 3/14/11 (2.0001b): With the change of charting, they did not update to encompass the new data. Added update macro to fix that.
Update 3/19/12 (2.0002a): Updated the file with all the year's data. Fixed a few macro bugs and added 2,5,10 year treasury notes and charts, including a combined chart between commercials and speculators on treasuries. Added picture example of data.
Update 3/21/12 (2.002a): Please redownload the file. Fixed a minor issue with treasury import and you must have the new file for it to work correctly.
***I will keep this post updated with any changes and the latest file.
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 new week's data is included on the first page. Charts are in Yellow tabs, raw data in red.
The Tool only works with the new desegregated data and comes preloaded with deseg'd data back to 06 for the currencies listed. The tool does not work with the Legacy format and I don't plan on making one that will work with legacy format.
The benefit of this tool is I designed it to give you the desegregated data charts along with the COT Index charts. The data range for the chart can be quickly and easily changed by pressing the button. You can also lock the range. This is beneficial because you lock the range, expand data time, mark the extremes, and then you can look at lesser data window for when extremes occur.
Base work is off an abandoned project from 06', I have updated, rewrote most of the code and expanded the functions.
I would love to hear some feedback if this was helpful or other useful features to add on later versions. The raw data is unlocked, you can add any other charts, pivot tables, or other reports you want.
I think the instructions for operating are straight forward, if you need any help let me know.
Here's an example of the data with the OI added.
http://i40.tinypic.com/54srwp.png
Update 3/13/11 (2.0001a): I updated the issue with date not properly copying. Was a minor bug in macro rewrite, sorry about that.
Update 3/14/11 (2.0001b): With the change of charting, they did not update to encompass the new data. Added update macro to fix that.
Update 3/19/12 (2.0002a): Updated the file with all the year's data. Fixed a few macro bugs and added 2,5,10 year treasury notes and charts, including a combined chart between commercials and speculators on treasuries. Added picture example of data.
Update 3/21/12 (2.002a): Please redownload the file. Fixed a minor issue with treasury import and you must have the new file for it to work correctly.
***I will keep this post updated with any changes and the latest file.
Attached File(s)
Commitment of Traders (Deseg data v 2.0002a).zip
895 KB
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5,520 downloads
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Uploaded Mar 21, 2012 7:13am