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I’d appreciate any suggestions or ideas for a symbology framework that might be adopted for historic Commitment Of Traders data. The CFTC simply numbers their fields from 1 to 129. Here’s a file you can open in your browser that includes field descriptions: www.traders2traders.com/data/cotFieldsOrig.txt.
To make it simple to plot this data I’d like to generate tables that store the most popular or obviously useful fields in a price format. For example, date, symbol, close. The close would be the values in given fields. Imagine that there could be 20 symbols that represent 20 (different) fields.
As all of the data will be inserted into UFDB (www.ufdb.com) as the CFTC publishes it, making it available in a virtual price format to include in indicators and studies would probably be the easiest way to retrieve it without importing it into another data store (GS).
Hope to hear some “bright” suggestions :)
Thanks in advance
Colin West
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