090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
1 datasets
CFTC — Commitment of Traders positioning intelligence
Weekly intelligence on speculator, commercial and non-reportable net positioning across ~379 U.S. futures markets, from the CFTC legacy futures-only Commitments of Traders report (keyless official Socrata feed). Each row is one contract market for the latest published report week: net positions in contracts and as % of open interest per trader group, week-over-week flows in percentage points of OI, look-ahead-free 52-week z-scores and percentiles of net %OI, largest-trader concentration, a documented 0-100 extreme-positioning score with p1-p4 tiers, and crowded/record/divergence/flow/thin flags. Units: contracts, percent, scores, booleans. Caveats: futures only (no options); Tuesday snapshots published weekly; 'spec' = the non-commercial large-speculator bucket; concentration is the CFTC's published largest-trader share; flags needing unavailable inputs are null. Primary key: (cftc_contract_market_code, report_date). Cadence: weekly; as_of is the latest report date, so identical input produces an identical content hash. U.S. federal government work (public domain) — commercial_use = yes, attribution required. Sample use: screen extreme_score >= 75 for crowded positioning, or divergence_flag for spec-vs-hedger flow splits.
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