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COT data?

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    COT data?

    Howdy--

    Is there a way to pull the CFTC's Commitment of Trader's Report by instrument?

    I'm with NT Brokerage.

    Thanks,

    Aventeren

    #2
    Hello Aventeren,

    Thank you for contacting us.


    Unfortunately this is not supported by default. However a partner created an indicator that will plot COT data in NinjaTrader charts.
    http://www.ninjatrader.com/support/f...ad.php?t=46769
    KyleNinjaTrader Customer Service

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      #3
      Thanks, Kyle.

      How would one pull this free data into NT via NinjaScript rather than paying a monthly subscription fee for data that is free? Are there any examples out there?

      Comment


        #4
        Aventeren, from NinjaScript / C# you would look into making a web request to download the data - I'm not aware of an example already existing for this I could point you to, however most infos on this topic is found in this thread where also several addon solutions are brought into discussion - http://www.ninjatrader.com/support/f...t=12194&page=6
        BertrandNinjaTrader Customer Service

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          #5
          Excel File to Array or List

          Do you know if there are any examples out there on how to grab data from an Excel file and then convert it into a List or Array that would then be accessible via NT? The COT data is available via standard Excel spreadsheets, so an Excel-to-C# method might also work...plus anyone could use it for free then, too.

          It's frustrating because the data is free and in an Excel format. I just need to figure out how to bring Excel data into NT.

          Thoughts?

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            #6
            Aventeren,

            We don't have any working examples but this page from Stackoverflow should help get you started in the right direction -

            http://stackoverflow.com/questions/5...in-to-an-array
            Cal H.NinjaTrader Customer Service

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              #7
              Originally posted by NinjaTrader_Cal View Post
              Aventeren,

              We don't have any working examples but this page from Stackoverflow should help get you started in the right direction -

              http://stackoverflow.com/questions/5...in-to-an-array
              Thanks, Cal. My goal will be to pull the standard COT excel files into an indicator that will then plot the data. I'll report back if and when I come up with something useful.

              All best,

              Aventeren

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