LibraryCOT
Library "LibraryCOT"
This library provides tools to help Pine programmers fetch Commitment of Traders (COT) data for futures.
rootToCFTCCode(root)
Accepts a futures root and returns the relevant CFTC code.
Parameters:
root: Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021".
Returns: The <CFTCCode> part of a COT ticker corresponding to `root`, or "" if no CFTC code exists for the `root`.
currencyToCFTCCode(curr)
Converts a currency string to its corresponding CFTC code.
Parameters:
curr: Currency code, e.g., "USD" for US Dollar.
Returns: The <CFTCCode> corresponding to the currency, if one exists.
optionsToTicker(includeOptions)
Returns the <includeOptions> part of a COT ticker using the `includeOptions` value supplied, which determines whether options data is to be included.
Parameters:
includeOptions: A "bool" value: 'true' if the symbol should include options and 'false' otherwise.
Returns: The <includeOptions> part of a COT ticker: "FO" for data that includes options and "F" for data that doesn't.
metricNameAndDirectionToTicker(metricName, metricDirection)
Returns a string corresponding to a metric name and direction, which is one component required to build a valid COT ticker ID.
Parameters:
metricName: One of the metric names listed in this library's chart. Invalid values will cause a runtime error.
metricDirection: Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction". Valid values vary with metrics. Invalid values will cause a runtime error.
Returns: The <metricCode><metricDirection> part of a COT ticker ID string, e.g., "OI_OLD" for "Open Interest" and "No direction", or "TC_L" for "Traders Commercial" and "Long".
typeToTicker(metricType)
Converts a metric type into one component required to build a valid COT ticker ID. See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on types.
Parameters:
metricType: Metric type. Accepted values are: "All", "Old", "Other".
Returns: The <metricType> part of a COT ticker.
convertRootToCOTCode(mode, convertToCOT)
Depending on the `mode`, returns a CFTC code using the chart's symbol or its currency information when `convertToCOT = true`. Otherwise, returns the symbol's root or currency information. If no COT data exists, a runtime error is generated.
Parameters:
mode: A string determining how the function will work. Valid values are:
"Root": the function extracts the futures symbol root (e.g. "ES" in "ESH2020") and looks for its CFTC code.
"Base currency": the function extracts the first currency in a pair (e.g. "EUR" in "EURUSD") and looks for its CFTC code.
"Currency": the function extracts the quote currency ("JPY" for "TSE:9984" or "USDJPY") and looks for its CFTC code.
"Auto": the function tries the first three modes (Root -> Base Currency -> Currency) until a match is found.
convertToCOT: "bool" value that, when `true`, causes the function to return a CFTC code. Otherwise, the root or currency information is returned. Optional. The default is `true`.
Returns: If `convertToCOT` is `true`, the <CFTCCode> part of a COT ticker ID string. If `convertToCOT` is `false`, the root or currency extracted from the current symbol.
COTTickerid(COTType, CTFCCode, includeOptions, metricName, metricDirection, metricType)
Returns a valid TradingView ticker for the COT symbol with specified parameters.
Parameters:
COTType: A string with the type of the report requested with the ticker, one of the following: "Legacy", "Disaggregated", "Financial".
CTFCCode: The <CFTCCode> for the asset, e.g., wheat futures (root "ZW") have the code "001602".
includeOptions: A boolean value. 'true' if the symbol should include options and 'false' otherwise.
metricName: One of the metric names listed in this library's chart.
metricDirection: Direction of the metric, one of the following: "Long", "Short", "Spreading", "No direction".
metricType: Type of the metric. Possible values: "All", "Old", and "Other".
Returns: A ticker ID string usable with `request.security()` to fetch the specified Commitment of Traders data.
This library provides tools to help Pine programmers fetch Commitment of Traders (COT) data for futures.
rootToCFTCCode(root)
Accepts a futures root and returns the relevant CFTC code.
Parameters:
root: Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021".
Returns: The <CFTCCode> part of a COT ticker corresponding to `root`, or "" if no CFTC code exists for the `root`.
currencyToCFTCCode(curr)
Converts a currency string to its corresponding CFTC code.
Parameters:
curr: Currency code, e.g., "USD" for US Dollar.
Returns: The <CFTCCode> corresponding to the currency, if one exists.
optionsToTicker(includeOptions)
Returns the <includeOptions> part of a COT ticker using the `includeOptions` value supplied, which determines whether options data is to be included.
Parameters:
includeOptions: A "bool" value: 'true' if the symbol should include options and 'false' otherwise.
Returns: The <includeOptions> part of a COT ticker: "FO" for data that includes options and "F" for data that doesn't.
metricNameAndDirectionToTicker(metricName, metricDirection)
Returns a string corresponding to a metric name and direction, which is one component required to build a valid COT ticker ID.
Parameters:
metricName: One of the metric names listed in this library's chart. Invalid values will cause a runtime error.
metricDirection: Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction". Valid values vary with metrics. Invalid values will cause a runtime error.
Returns: The <metricCode><metricDirection> part of a COT ticker ID string, e.g., "OI_OLD" for "Open Interest" and "No direction", or "TC_L" for "Traders Commercial" and "Long".
typeToTicker(metricType)
Converts a metric type into one component required to build a valid COT ticker ID. See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on types.
Parameters:
metricType: Metric type. Accepted values are: "All", "Old", "Other".
Returns: The <metricType> part of a COT ticker.
convertRootToCOTCode(mode, convertToCOT)
Depending on the `mode`, returns a CFTC code using the chart's symbol or its currency information when `convertToCOT = true`. Otherwise, returns the symbol's root or currency information. If no COT data exists, a runtime error is generated.
Parameters:
mode: A string determining how the function will work. Valid values are:
"Root": the function extracts the futures symbol root (e.g. "ES" in "ESH2020") and looks for its CFTC code.
"Base currency": the function extracts the first currency in a pair (e.g. "EUR" in "EURUSD") and looks for its CFTC code.
"Currency": the function extracts the quote currency ("JPY" for "TSE:9984" or "USDJPY") and looks for its CFTC code.
"Auto": the function tries the first three modes (Root -> Base Currency -> Currency) until a match is found.
convertToCOT: "bool" value that, when `true`, causes the function to return a CFTC code. Otherwise, the root or currency information is returned. Optional. The default is `true`.
Returns: If `convertToCOT` is `true`, the <CFTCCode> part of a COT ticker ID string. If `convertToCOT` is `false`, the root or currency extracted from the current symbol.
COTTickerid(COTType, CTFCCode, includeOptions, metricName, metricDirection, metricType)
Returns a valid TradingView ticker for the COT symbol with specified parameters.
Parameters:
COTType: A string with the type of the report requested with the ticker, one of the following: "Legacy", "Disaggregated", "Financial".
CTFCCode: The <CFTCCode> for the asset, e.g., wheat futures (root "ZW") have the code "001602".
includeOptions: A boolean value. 'true' if the symbol should include options and 'false' otherwise.
metricName: One of the metric names listed in this library's chart.
metricDirection: Direction of the metric, one of the following: "Long", "Short", "Spreading", "No direction".
metricType: Type of the metric. Possible values: "All", "Old", and "Other".
Returns: A ticker ID string usable with `request.security()` to fetch the specified Commitment of Traders data.
Versionshinweise:
v2
Update SPX CFTC Code#13874+
Update SPX CFTC Code#13874+
Versionshinweise:
Added Copper - HG