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COT Excel Tool - desegregated data

  • #41
  • May 27, 2013 5:57am May 27, 2013 5:57am
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?
  • #42
  • May 27, 2013 8:05am May 27, 2013 8:05am
here you are .
they are in Excell but you can save theme as csv .

http://www.mediafire.com/?pgdh86de5xww2p3
  • #43
  • May 28, 2013 2:13am May 28, 2013 2:13am
Thank you, lucifer. Still, in my case I only need the forex data of the previous week (19th release). I noticed that after the new report comes out, there is no way to find the "Disaggregated Futures-Only Commitments of Traders Comma Delimited" of the previous report. I thought maybe its only me who cannot find it..
  • #44
  • May 28, 2013 7:43am May 28, 2013 7:43am
You 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.
  • #45
  • Jul 3, 2013 5:51am Jul 3, 2013 5:51am
I 've got runtime error 1004. (Excel 2003)

Is there any solution for it?

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

ths
  • #46
  • Sep 29, 2013 9:45am Sep 29, 2013 9:45am
Does anyone know what each column is in this file:
http://www.cftc.gov/dea/newcot/f_disagg.txt

I am looking to use the report not as an indicator but to help scaling and allocation, so I'm looking to import that file and that convert number of holdings to a %. I'm using Google docs though.
  • #47
  • Apr 23, 2014 4:46am Apr 23, 2014 4:46am
Anyone with historical Data or spreadsheet updated to share?
  • #48
  • Apr 23, 2014 11:44pm Apr 23, 2014 11:44pm
Ok, Here is Updated by hands.... (15/04/2014)
Attached File(s)
File Type: rar Commitment of Traders (Deseg data v 2.0002a).rar   1,021 KB | 1,930 downloads
  • #49
  • Jul 17, 2014 7:57am Jul 17, 2014 7:57am
Hi,

After some computer problem do I need a version of this excel with updated data.

or

I need to get where I can get history in correct format

Any advice ?
  • #50
  • Jan 30, 2015 4:34pm Jan 30, 2015 4:34pm
Hi there,

Thanks very much for this brilliant piece of kit, however I'm struggling to load the .csv file as when I click on the update button I get this message in the screenshot.

Could anyone kindly lend any advice?

Many thanks!!
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot 2015-01-31 09.32.34.png Size: 585 KB
  • #51
  • Mar 7, 2015 4:31am Mar 7, 2015 4:31am
Hello

Does anyone have the latest COT Excel spreadsheet please? I tried to run the excel on 2013 version but received an error number 9 (though the data updated with a gap in data. Thanks
  • #52
  • Jun 28, 2015 7:02pm Jun 28, 2015 7:02pm
Hello guys,

First of all,hats go off to Hordane for this amazing tool!

Would anyone be willing to walk me through how to add new underlyings that are out of existence in the spreadsheet(ES-Mini,DJ,etc)?

Appreciate your time and assistance!
  • #53
  • Jul 7, 2015 8:26pm Jul 7, 2015 8:26pm
Quoting Hordane
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...

Hi Hordane,

any updates for the tool?

Thanks
  • #54
  • Oct 12, 2015 12:42pm Oct 12, 2015 12:42pm
Any updates for the lastest file? i loaded the csv
and everything seems fked up lol
One Punch, One Kill
  • #55
  • Jun 4, 2017 1:32pm Jun 4, 2017 1:32pm
Back in the 90's I put together an Excel spreadsheet to chart the Briese or COT index. Overtime that got dis-used and dissaapeared and now I am back looking to to the same thing.

Discovered the work done here by Hordane and it is great. I'll need to expand it to cover the futures I want but what a great start for me.

I see the posts on this subject are getting very old but if Hordane is out there - Thanks.
  • #56
  • Nov 27, 2018 2:26am Nov 27, 2018 2:26am
Quoting Hordane
You 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.
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
Buddy
  • #57
  • Dec 22, 2018 3:43pm Dec 22, 2018 3:43pm
Quoting Bddbolden
{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 Buddy
Yes, could we get updated version, please!
  • #58
  • Dec 27, 2018 3:16pm Dec 27, 2018 3:16pm
Quoting Bddbolden
{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 Buddy
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.
  • #59
  • Feb 11, 2019 12:37pm Feb 11, 2019 12:37pm
Quoting MoshiM
{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.
Hi MoshiM.

Would love to thank you for the Great Tools for analysis and follow up the marketts you ve attached .

Thanks Hordane for the thread and your tool.

Kind regards,
  • #60
  • Mar 24, 2019 2:52am Mar 24, 2019 2:52am
how to update excel file correctly
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