> ## Documentation Index
> Fetch the complete documentation index at: https://docs.backquant.com/llms.txt
> Use this file to discover all available pages before exploring further.

# COT by market

> One futures market's Commitments of Traders positioning by trader category.

Net contracts per trader category (dealers, asset managers, leveraged funds,
other reportables and non-reportables for the financial futures report),
the focus category's statistics, open interest and the smart-versus-fast
money divergence. `key` comes from [/v2/cot/markets](/api/v2/cot/markets).


## OpenAPI

````yaml GET /cot/instrument
openapi: 3.1.0
info:
  title: BackQuant API v2
  description: >-

    # BackQuant API v2


    Options + gamma-exposure focused public API. Built on the same data the

    BackQuant Pro Terminal renders - pre-computed every 30s, served from cache.


    ## What's in v2


    * **Discovery**: `/v2/symbols` (universe + per-symbol freshness + supported
      endpoint list), `/v2/expiries` (active expiry tokens with DTE), `/v2/status`
      (per-symbol-per-category health with thresholds + overall classification).
    * **GEX**: composable levels (HVL / call wall / put support / max-pain /
      expected move / gamma-flip zones), strike profile with typed expiry
      filter, expiry profile, strike × expiry heatmap with downsampling,
      greek time-heatmap with DTE/OI/IV filters, history (cursor-paginated),
      Postgres-backed stress history, **per-expiry max-pain with pain curve**.
    * **Options**: filtered options chain with two-layer projection (top-level
      `?fields=` and per-contract `?include=oi,iv,greeks,bid_ask,volume,gex`)
      plus moneyness filter (`?moneyness_min=0.9&moneyness_max=1.1`), expiry
      summary table, full IV suite (surface / term structure / 25Δ-10Δ skew /
      curves / **single-expiry smile** / IV-RV history / VRP), expected move,
      **Breeden-Litzenberger probability density and surface**, typed greek
      profiles (delta / theta / vanna / charm / vega), strike × time charm/vega
      surfaces, strike × expiry 3D greek surface, OI by expiry + history,
      put/call ratio (intraday or daily), 0DTE & weekly premium tide,
      dated-futures term structure.
    * **Liquidation**: heatmap + leverage-tiered distribution.

    * **Multi**: `/v2/multi/gex/levels` - bundled multi-symbol read across the
      universe in one round-trip, with the same `?include=` model as the
      single-symbol endpoint.

    ## Authentication


    Every v2 route (except `/v2/openapi.json`, `/v2/docs`, `/v2/redoc`, and

    `/v2/health`) requires the `X-API-Key` header.


    ```

    X-API-Key: bq_live_your_api_key_here

    ```


    **Get your API key at
    [backquant.com/api-access](https://backquant.com/api-access).**


    The same key works across v1 and v2 - if you already have a v1 key, no

    re-issuance is needed.


    ## Rate limits


    Two budgets, both derived from your subscription tier: a **monthly request

    allowance** per account, and a **per-minute burst** per key. Size your

    integration against the monthly figure - sustained polling at the burst rate

    exhausts the month early.


    | Plan                      | Monthly allowance | Burst    | Sustained   |

    |---------------------------|-------------------|----------|-------------|

    | Starter (Terminal Yearly) | 10,000 req/month  | 10/min   | ~333/day    |

    | Standard (Crypto API)     | 250,000 req/month | 60/min   | ~8,300/day  |

    | Pro (Terminal + API)      | 1,000,000/month   | 120/min  | ~33,000/day |

    | Enterprise                | custom            | 600/min  | custom      |


    Headers `X-RateLimit-Limit / -Remaining / -Reset` (burst) and

    `X-Quota-Limit / -Used / -Remaining / -Period` (monthly) are included in

    every response; the rate-limit triple is echoed inside `meta.rate_limit`

    when populated by middleware. Exceeding either budget returns `429`.


    The live ladder is served at `GET /v2/meta` under `rate_limits`.


    ## Response envelope


    ```json

    {
      "success": true,
      "data": { ... },
      "meta": {
        "version": "2.0",
        "timestamp": "2026-04-29T12:00:00.000Z",
        "request_id": "req_…",
        "symbol": "BTCUSDT",
        "spot_price": 67213.5,
        "computed_at": "2026-04-29T11:59:48.000Z",
        "freshness_seconds": 12.0,
        "source": ["deribit","bybit","okx","binance","derive","thalex","delta_india","delta","bullish","paradex"],
        "exchanges_filtered": ["deribit","bybit"]
      }
    }

    ```


    ## Errors


    ```json

    {
      "success": false,
      "error": {
        "code": "NOT_FOUND",
        "message": "No data for BTCUSDT"
      },
      "meta": { "version": "2.0", "timestamp": "..." }
    }

    ```


    | Code                  | When |

    |-----------------------|------|

    | `UNAUTHORIZED`        | Missing or invalid API key |

    | `FORBIDDEN`           | Subscription doesn't allow API access |

    | `NOT_FOUND`           | Symbol/expiry/etc. not present in cache |

    | `VALIDATION_ERROR`    | Bad query parameters |

    | `RATE_LIMIT_EXCEEDED` | Per-tier limit hit |

    | `UPSTREAM_ERROR`      | Cache or DB temporarily unreachable |

    | `INTERNAL_ERROR`      | Anything else |
        
  version: '2.13'
servers: []
security: []
tags:
  - name: Meta
    description: Unauthenticated metadata + endpoint catalog (planning your integration)
  - name: Discovery
    description: Symbol catalog, active expiries, and service status
  - name: GEX
    description: Gamma exposure analytics
  - name: Options
    description: Options chain, IV, greeks, probability, premium tide
  - name: Liquidation
    description: Liquidation heatmap and distribution
  - name: Multi
    description: Bundled multi-symbol endpoints (single round-trip across the universe)
  - name: COT
    description: >-
      CFTC Commitments of Traders: futures positioning by trader category
      (public CFTC data)
  - name: Filings
    description: >-
      SEC Form 4 insider trades and 13F holders for MSTR, COIN, HOOD and IBIT
      (public SEC data)
paths:
  /cot/instrument:
    get:
      tags:
        - COT
      summary: COT history for one market
      description: >-
        One instrument's weekly Commitments of Traders history: net contracts
        per trader category (`categories`, each a dated series), the `focus`
        category with its statistics, open interest and, where the report has
        both, the smart-minus-fast money divergence. `key` comes from
        /v2/cot/markets (`BTC`, `ETH`, `SP500`...). `weeks` is clamped to your
        plan's history depth.
      operationId: get_cot_instrument_cot_instrument_get
      parameters:
        - name: key
          in: query
          required: false
          schema:
            type: string
            minLength: 1
            maxLength: 24
            description: Instrument key from /v2/cot/markets.
            default: BTC
            title: Key
          description: Instrument key from /v2/cot/markets.
        - name: category
          in: query
          required: false
          schema:
            anyOf:
              - type: string
                maxLength: 40
              - type: 'null'
            description: >-
              Trader category to focus; defaults to the instrument's primary
              one.
            title: Category
          description: Trader category to focus; defaults to the instrument's primary one.
        - name: weeks
          in: query
          required: false
          schema:
            type: integer
            maximum: 520
            minimum: 4
            description: Weeks of history.
            default: 156
            title: Weeks
          description: Weeks of history.
        - name: X-API-Key
          in: header
          required: false
          schema:
            anyOf:
              - type: string
              - type: 'null'
            title: X-Api-Key
      responses:
        '200':
          description: Successful Response
          content:
            application/json:
              schema: {}
        '401':
          description: Invalid or missing API key
          content:
            application/json:
              example:
                success: false
                error:
                  code: UNAUTHORIZED
                  message: Invalid API key
                meta:
                  version: '2.0'
                  timestamp: '2026-04-29T12:00:00Z'
        '404':
          description: No data available for the requested resource
          content:
            application/json:
              example:
                success: false
                error:
                  code: NOT_FOUND
                  message: No data for BTCUSDT
                meta:
                  version: '2.0'
                  timestamp: '2026-04-29T12:00:00Z'
        '422':
          description: Validation error on query parameters
          content:
            application/json:
              example:
                success: false
                error:
                  code: VALIDATION_ERROR
                  message: Invalid request parameters
                  details:
                    errors: []
                meta:
                  version: '2.0'
                  timestamp: '2026-04-29T12:00:00Z'
        '429':
          description: Rate limit exceeded
          content:
            application/json:
              example:
                success: false
                error:
                  code: RATE_LIMIT_EXCEEDED
                  message: Rate limit exceeded. Try again later.
                meta:
                  version: '2.0'
                  timestamp: '2026-04-29T12:00:00Z'
      security:
        - ApiKeyAuth: []
components:
  securitySchemes:
    ApiKeyAuth:
      type: apiKey
      in: header
      name: X-API-Key
      description: Your BackQuant API key (same key as v1)

````

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