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Colin,
This is fun data to use.
Most of the fields are for last weeks report(s).
The additional fields are for change since last are irrelevant.
If you are storing data, at most you will need only the current data.
Relevant raw data is just 8 fields, sm,lrg,etc long and short..
But for most practical purposes you only need 4 pieces of data = net
position s held by small, large, etc.
Genesis Data supplies this data imbedded in the open, high,low, close
fields.
I used to download this data for COT, and store it in the same way OHLC.
It was very convenient.
I think that most people who use this data would use it in this way, IMO.
(It saves on Data being loaded into charts.)
Regards,
ERic Svendsen
----- Original Message -----
From: "cwest" <cwest@xxxxxxxxxxxx>
To: <Omega-list@xxxxxxxxxx>
Sent: Tuesday, January 27, 2004 7:44 AM
Subject: COT symbology ideas
> 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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