syncster-data commited on
Commit
c100996
·
verified ·
1 Parent(s): 28bf13e

CFTC README

Browse files
Files changed (1) hide show
  1. cftc/README.md +13 -0
cftc/README.md ADDED
@@ -0,0 +1,13 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # CFTC Commitments of Traders
2
+
3
+ Source and credit: U.S. Commodity Futures Trading Commission (CFTC), https://www.cftc.gov/MarketReports/CommitmentsofTraders . Built from the CFTC historical compressed files. Weekly, all columns kept as strings exactly as published (column names lower-cased). Public domain U.S. government data.
4
+
5
+ | File | Description | Rows | Columns |
6
+ |---|---|---|---|
7
+ | legacy_futures_only.parquet | Legacy COT: commercial vs non-commercial positions (futures only) | 413,779 | 129 |
8
+ | legacy_combined.parquet | Legacy COT: commercial vs non-commercial positions (futures and options combined) | 357,211 | 129 |
9
+ | disaggregated_futures_only.parquet | Disaggregated COT: producer/merchant, swap dealers, managed money, other reportables (futures only) | 221,971 | 192 |
10
+ | disaggregated_combined.parquet | Disaggregated COT: producer/merchant, swap dealers, managed money, other reportables (futures and options combined) | 229,788 | 192 |
11
+ | tff_futures_only.parquet | Traders in Financial Futures: dealers, asset managers, leveraged funds, other (futures only) | 59,252 | 88 |
12
+ | tff_combined.parquet | Traders in Financial Futures: dealers, asset managers, leveraged funds, other (futures and options combined) | 59,306 | 88 |
13
+ | supplemental_cit.parquet | Supplemental Commodity Index Trader report (13 ag markets) (futures only) | 19,472 | 59 |