cftc-cot-soda 0.1.1

Python SDK for CFTC Commitments of Traders data

CFTC COT SDK

A robust, verified Python SDK for accessing, querying, and analyzing CFTC Commitments of Traders (COT) data.

Overview

The cftc-cot SDK provides a fluent, production-ready interface for the CFTC's SODA2 API. It simplifies the complexity of querying 6 different CFTC datasets, handles API-specific naming quirks, and provides powerful post-fetch analysis tools.

Key Features

• Fluent API: Chainable query building for intuitive data retrieval.
• Production-Tested: Verified field mappings and API interactions against live CFTC data.
• Advanced Analysis: Built-in metrics including Net Positions, Z-Scores, and extreme positioning detection.
• Robust Field Handling: Preserves official API quirks (typos, naming inconsistencies) using structured field constants.
• Production Ready: Full type hinting, comprehensive exception hierarchy, and rate-limiting support via app tokens.

Installation

pip install cftc-cot-soda

Quick Start

from cftc_cot import COTClient, COTAnalysis

# Initialize client
client = COTClient()

# Query: 52-week history of Crude Oil positioning
df = client.legacy().market("Crude Oil").last_n_weeks(52).execute()

# Analyze: Compute net positions and Z-scores
analysis = COTAnalysis(df, classification="legacy")
df_analyzed = analysis.z_scores()

print(df_analyzed[['report_date_as_yyyy_mm_dd', 'noncomm_net', 'noncomm_net_zscore']].tail())

Documentation

For a complete API reference, guides, and dataset specifications, please visit our GitHub Wiki.

License

This project is licensed under the MIT License. See the LICENSE file for details.