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Matt, I can vouch for the source of the most accurate historical CoT
data available, because I've put it together for them. ;)
http://www.paritech.com.au/products/data/cotdata.asp
As from 1/Jan/2005 Paritech is now updating their own CoT data, so I
can't vouch for its accuracy as from that date.
BTW, this is what CoT data looks like in MetaStock:
http://users.bigpond.com/prominex/CoT/CoTwarning.jpg
"28/Dec/04 - Major investors in the markets are short as never before
- the tide is going out..." - Time will tell.
jose '-)
--- In Metastockusers@xxxxxxxxxxxxxxx, "mattheim" <subscribe@xxxx>
wrote:
>
> jose...I noticed the words "Active CoT futures data available (84
> contracts, 252 data files),as at Sat 08/Jan/2005" on the web page
> you cited in your reply...where can I get more information on how to
> subscribe to the service ?
>
>
> CoT updates available weekly in MetaStock format,
> for commercial, large speculators and small traders contracts.
>
> --- In Metastockusers@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx>
> wrote:
>
>
> 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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