Commitment of Traders (CoT) Data Feed
See how the big market participants are positioned – without formatting CFTC raw data by hand every Friday evening. TAI-PAN delivers the CoT report cleanly prepared straight into your trading software.
For swing traders, commodity traders and futures specialists: net positioning as a ready-made indicator, with decades of history for robust backtesting.
The CFTC raw-data chaos
The official CoT data from the Commodity Futures Trading Commission is free – but tedious in raw format: endless text and CSV tables with no direct chart reference.
Anyone wanting to use it for charting or backtesting has to clean it by hand, map columns and import it. A single formatting error often ruins the whole indicator or backtest – week after week.
The TAI-PAN CoT data feed
TAI-PAN takes this work off your hands: we process the official CFTC raw data on the server, clean it, link it to the matching futures contracts and feed it fully automatically as a clean data stream straight into your platform.
Prepared, not laborious
Ready-made indicators
Use CoT data directly as an indicator – e.g. net positioning or a CoT index – below your price chart.
Deep data history
Decades of gap-free, error-corrected CoT data – the basis for robust algorithmic backtests.
Automatic updates
As soon as the CFTC publishes new data (usually Friday evening), it is automatically prepared and available in your workspace.
Who is in the CoT report?
The CFTC’s weekly report breaks down how different groups of market participants are positioned in futures – with their long and short holdings.
Commercials
Hedgers such as producers and consumers of the underlying. They hedge real business and are often positioned against the trend – which is why many traders watch their extremes especially closely.
Large speculators
Non-commercials such as funds and large traders. They mostly trade trend-following – their positioning shows where speculative capital is flowing.
Small traders
Non-reportables, i.e. small speculators below the reporting threshold. Their net position is seen by many as a sentiment indicator for the broad crowd.
How traders use CoT data
Positioning extremes
Unusually high long or short holdings of a group can point to overbought or oversold situations.
Potential turning points
When commercials build positions against the trend, many traders watch for larger reversals – e.g. in gold, crude oil or the S&P 500.
Back up setups
CoT signals serve as fundamental confirmation of technical setups – an extra filter for rule-based systems.
Test strategies
With deep history, CoT-based rules can be tested realistically across many market phases.
Note: CoT data is an analysis tool, not a sure thing – it provides context on positioning, not a buy or sell guarantee.
CoT analysis explained in a video
How to read the positioning of the big market participants directly in the chart – shown by Martin Goersch in the CoT MasterClass, live in TAI-PAN.
CoT data for the major futures markets
The CFTC collects positioning data for futures traded on the US derivatives exchanges (CME, CBOT, NYMEX, COMEX). TAI-PAN prepares it for the most important markets – from precious metals through energy and currencies to indices and agricultural commodities:
Seamless into your favourite software
TAI-PAN acts as a central data hub – the prepared CoT data can be routed into almost any professional analysis software.
AmiBroker
Import CoT history into the database and program your own CoT oscillators or backtest rules via AFL.
NinjaTrader
Visualise the big players’ positioning directly below the futures charts – for larger reversals in gold, crude oil or the S&P 500.
Investox XL / ST
Feed rule-based trading systems with clean CoT signals – as fundamental confirmation of technical setups.
Decades for robust backtests
For the major futures markets – currencies, indices, metals, agriculture – the provided CoT data goes back decades. Ideal for testing CoT-based strategies across many market phases.
Understand & apply CoT
Want to dig deeper into interpreting CoT positioning? The CoT MasterClass from our partner network teaches concrete strategies based on this data.
Frequently asked questions about CoT data
When is the CoT data updated each week?
The CFTC usually publishes the Commitment of Traders report on Fridays at 3:30 p.m. EST. TAI-PAN processes the raw data immediately, so that shortly afterwards it is available cleanly formatted in your data feed.
How far back does the CoT data history go?
For most major futures markets (currencies, indices, metals, agriculture), the provided CoT data goes back decades – ideal for long-term strategy analysis and backtesting.
Which groups from the CoT report are transmitted?
The key market participants with their long and short positions: commercials (hedgers), non-commercials (large speculators) and non-reportables (small speculators).
Isn’t CoT data available for free from the CFTC?
Yes, the raw data is public. TAI-PAN provides the value around it: server-side preparation, error correction, linking to the matching contracts, deep history and fully automatic feeding straight into your trading software – instead of hours of manual formatting.
Which software can the feed be integrated into?
Among others AmiBroker, NinjaTrader and Investox. Because TAI-PAN works as a central data hub, the data can be routed into almost any professional analysis software.
CoT data – clean, historical, ready to use
No more formatting marathons on Friday evening. Use the Commitment of Traders report as a ready-made indicator directly in your software.