COT Report gets updated on Monday (too late)

[Johnny90]

Hello Team,

I use COT Report Indicator for my custom indicators. However I've noticed that COT Report Data only gets updated on Monday? I want to do my trading prep over the weekend so it would be very nice if you can change that behavior.

I tried restarting NT serveral times but no change. Only on monday new data is shown.

Best regards,
Johnny

[NinjaTrader_ChelseaB]

Hello Johnny,

The COT updates from the CFTC on friday after session close.
https://ninjatrader.com/blog/commitm...utures-report/

This means a new session has to open so new bars are showing on the chart to plot the new indicator plot values over. I would expect that you would be able to see these indicator values on Sunday for cme products after 5PM central time.

[Johnny90]

Hello Chelsea,

thanks for your quick response. Wouldn't it be possible to plot the new value on bar -1 as there is such functionality for lines and drawing objects? That would be very nice, I don't want to use any thirdparty apps or websites for trading preperation.

Best regards,
Johnny

[NinjaTrader_ChelseaB]

Hello Johnny,

No, NinjaScripts are run from bar updates from OnBarUpdate. If there is no bar updating, there is no action to drive the script.

You have to have data to process data.

[jeronymite]

There seem to be at least two issues here:

• Data are available (but not loaded)
• Available data are loaded

The second is, obviously, dependent on the first.

So, this leads to two questions:

• When are the data available to be loaded?
• What variety of means can be used to load the data?

OnBarUpdate has been identified as a means by which to load data that are available.

This leads to a further question: if the data are available but not loaded, is it sufficient to run OnBarUpdate at any time to load the data?

For example, if the data are available within five minutes of the close of the Friday session, will running OnBarUpdate after that time load the data? In the absence of any additional code by the trader, this will happen on the first tick of the first session after the data become available.

So, let's determine when the data become available, and then if running OnBarUpdate at any time will load the data. Or if some other means is also possible.

If running OnBarUpdate at any time will do the job, and the time of data availability is known, one could conceivably write the simplest of Strategies to monitor the time (using a regular minute Timer, for example) and then at an appointed time, run OnBarUpdate.

Of course, it all depends on the answers to the questions above.

Thanks.

[NinjaTrader_ChelseaB]

Hello jeronymite,

I wouldn't know the exact time the CFTC releases the COT reports, but this appears to be Friday at 3:30 PM Eastern.

After the report is released, I would expect the indicator to plot the values on a chart that has a new bar formed after this time.