Positioning - Quantora API

Commitments of Traders data from the CFTC, with percentile rankings computed against each series’ own history.

Calling it

curl -H "x-api-key: $QUANTORA_API_KEY" \
  "https://api.financialdatapi.com/observations/latest?indicator_id=cftc_net_position"

positioning = requests.get(
    "https://api.financialdatapi.com/observations/latest",
    params={"indicator_id": "cftc_net_position"},
    headers={"x-api-key": KEY},
).json()["data"]

What is served

Measure	Notes
Net position	By trader category, in contracts
Percentile rank	Against the series’ own history
Change	Week on week

Percentile ranks are financialdatapi_derived. A raw net position means little without knowing whether it is extreme by its own standards, which is what the rank supplies.

Timing

COT data is published Friday for the preceding Tuesday. Every reading is at least three days stale on arrival, and that lag is structural rather than a freshness problem.periodEnd is the Tuesday. releaseDate is the Friday. Backtests must use releaseDate, or the model trades on positioning nobody could have seen.

US government shutdowns and holidays delay releases, occasionally by weeks, and the CFTC then publishes catch up reports covering several dates at once.

⌘I