Futures OI and Net positions

25 thg 5, 2021

This is an indicator that gets data from Quandl and presents weekly CFTC futures data (cftc.gov/MarketReports/CommitmentsofTraders/index.htm). In this indicator, Open Interest (OI) and net noncommercial positions are presented. Net_noncommercial positions are calculated as noncommercial_long - noncommercial_short.

27 thg 5, 2021

Phát hành các Ghi chú

minor change.

25 thg 10, 2021

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//Ver. 29 Changed everything into version=4
//Ver. 30 Changed all CFTC into futures only (without options anymore)

added some notes for better reading.

25 thg 10, 2021

Phát hành các Ghi chú

Added Institution and Hedge fund contract Long and short.

25 thg 10, 2021

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Add support for major index futures: NQ1 and RTY1

25 thg 10, 2021

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Minor change: deleted zero line

25 thg 10, 2021

Phát hành các Ghi chú

Add to most futures support