CFTC COT full history, all 7 reports (through 2026-10-06)

README.md

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+---
+license: other
+license_name: us-government-public-domain
+license_link: https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm
+pretty_name: CFTC Commitments of Traders (COT) — Full History, All Reports
+language:
+- en
+tags:
+- finance
+- futures
+- commodities
+- positioning
+- time-series
+- quant
+- backtesting
+- cftc
+- cot
+task_categories:
+- time-series-forecasting
+- tabular-regression
+size_categories:
+- 1M<n<10M
+configs:
+- config_name: legacy_fo
+  data_files: data/legacy_fo.parquet
+  default: true
+- config_name: legacy_combined
+  data_files: data/legacy_combined.parquet
+- config_name: disagg_fo
+  data_files: data/disagg_fo.parquet
+- config_name: disagg_combined
+  data_files: data/disagg_combined.parquet
+- config_name: tff_fo
+  data_files: data/tff_fo.parquet
+- config_name: tff_combined
+  data_files: data/tff_combined.parquet
+- config_name: cit_supplemental
+  data_files: data/cit_supplemental.parquet
+---
+
+# CFTC Commitments of Traders (COT) — Full History, All Reports
+
+Every weekly **Commitments of Traders** report published by the U.S. Commodity Futures Trading
+Commission, cleaned into one consistent schema and ready for pandas, Polars or DuckDB.
+Seven report families, back to **1986**, about **1.06 million rows** across roughly 1,000 futures markets.
+
+Maintained by **[FinzData](https://finzdata.com)**, which offers market data for data scientists, financial analysts and quants.
+FinzData's free tier serves this same data through a REST API and Python client, updated every week.
+
+| Config | Report | From | Rows | Markets |
+|---|---|---|---:|---:|
+| `legacy_fo` (default) | Legacy, futures only | 1986-01-15 | 290,400 | 957 |
+| `legacy_combined` | Legacy, futures + options | 1995-03-21 | 279,576 | 946 |
+| `disagg_fo` | Disaggregated, futures only | 2006-06-13 | 185,907 | 657 |
+| `disagg_combined` | Disaggregated, futures + options | 2006-06-13 | 192,030 | 687 |
+| `tff_fo` | Traders in Financial Futures, futures only | 2006-06-13 | 46,932 | 147 |
+| `tff_combined` | Traders in Financial Futures, futures + options | 2006-06-13 | 46,984 | 147 |
+| `cit_supplemental` | Supplemental (Commodity Index Traders) | 2006-01-03 | 13,714 | 13 |
+
+The files run through the report dated **2026-10-06**.
+
+## Load it
+
+```python
+from datasets import load_dataset
+
+cot = load_dataset("FinzData/cftc-commitments-of-traders", "disagg_fo", split="train").to_pandas()
+```
+
+You can also skip the download and read the Parquet file directly:
+
+```python
+import pandas as pd
+
+url = "https://huggingface.co/datasets/FinzData/cftc-commitments-of-traders/resolve/main/data/legacy_fo.parquet"
+df = pd.read_parquet(url)
+gold = df[df["code"] == "088691"].set_index("date")
+net_spec = gold["noncomm_positions_long_all"] - gold["noncomm_positions_short_all"]
+```
+
+## Always current: the FinzData API (free)
+
+This snapshot is refreshed from time to time. For data that updates every week, plus daily U.S. equities,
+corporate actions, SEC fundamentals and U.S. macro series, use the free FinzData API:
+
+```bash
+pip install finzdata
+```
+
+```python
+import finzdata as fz
+
+client = fz.Client("YOUR_FREE_KEY")  # free key: https://finzdata.com
+gold = client.cot(report="disagg_fo", code="088691", start="2015-01-01")
+```
+
+- Free API key and downloads: https://finzdata.com
+- Free 10-row samples of every dataset: https://finzdata.com/samples
+- Documentation: https://finzdata.com/docs
+- Pricing: https://finzdata.com/pricing
+
+## Schema
+
+Every config shares four leading columns:
+
+| Column | Meaning |
+|---|---|
+| `report` | Report family (same as the config name) |
+| `code` | CFTC contract market code, for example `088691` for gold and `067651` for WTI crude |
+| `market` | Market and exchange name |
+| `date` | Report "as of" date (Tuesday positions) |
+
+The remaining columns are the CFTC's own fields, using the CFTC's lowercase names: open interest; positions, changes and
+percent of open interest by trader category; numbers of traders; and concentration ratios. Columns that are always empty
+for a report family are dropped. The CFTC's field definitions are in its
+[explanatory notes](https://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).
+
+**Point-in-time note:** COT positions are as of Tuesday and are released the following Friday at 3:30 p.m. ET.
+In a backtest, use the data no earlier than the release date (roughly `date + 3 days`) to avoid look-ahead bias.
+
+## Source and license
+
+The source is the [U.S. Commodity Futures Trading Commission](https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm).
+U.S. federal government works are in the public domain. FinzData's cleaning and packaging is released under the same
+terms. This is not investment advice.
+
+## Citation
+
+```bibtex
+@misc{finzdata_cot,
+  title  = {CFTC Commitments of Traders: Full History, All Reports},
+  author = {{FinzData}},
+  year   = {2026},
+  url    = {https://huggingface.co/datasets/FinzData/cftc-commitments-of-traders},
+  note   = {Source: U.S. Commodity Futures Trading Commission}
+}
+```

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