Commitments of Traders Data
This indicator displays Commitments of Traders data released every week by the CFTC.
Please make sure that you download MWC_3L.dat file into the folder [...]/MQL4/Files. A more detailed instruction can be downloaded here.
Main data folder: www.myweeklycot.com/cot/voll/2014/…
- MWC_3L.dat - Net Positions for Non Commercial, Commercial and Non Reportable (In this order)
- MWC_OI.dat - Open Interest
- MWC_COXNC.dat - COX Non Commercial for P12,P26,P52,P156
- MWC_COXC.dat - COX Commercial for P12,P26,P52,P156
- MWC_COXNR.dat - COX Non Reportable for P12,P26,P52,P156
- MWC_RAT.dat - Ratio L/S for Non Commercial, Commercial and Non Reportable (In this order)
- MWC_DAT.dat - Date (Good for backtesting if you wanted to know if we have an existing data set for this week)
- MWC_POI.dat - Percent of Open Interest for Commercial
We will update the files every week.