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PureBytes Links
Trading Reference Links
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Each CoT report data line has 129 information fields - MetaStock can
only handle six of those per data file.
If that's not enough to deal with, the CFTC changes the CoT data field
format now and then, adding new contracts (and/or changing the
contract names) on a regular basis, making the MetaStock data
extraction process even more cumbersome.
http://www.cftc.gov/cftc/cftchome.htm
Extracting accurate and meaningful CoT data in MetaStock format is
almost a full-time job.
This is a summary of the latest available CoT data:
http://users.bigpond.com/prominex/CoT/CoTlist.txt
jose '-)
--- In Metastockusers@xxxxxxxxxxxxxxx, "mattheim" <subscribe@xxxx>
wrote:
>
> As a futures trader I collect and analyze the CFTC Commitment of
> Traders data on a weekly basis using Excel...is there an easy way to
> import this data in Metastock ? I have played around with importing
> Excel files into Metastock but have found it too cumbersome to be
> practical...
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