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GET
COT positioning across markets
The latest weekly positioning of each market’s primary trader category (leveraged funds for CME bitcoin and ether): net contracts, the weekly change, net as a share of open interest, where it sits in its own 1-year and 3-year range, and flags for extremes. asset_class defaults to crypto; all covers the 48 markets. Public CFTC data: positions as of Tuesday, published Friday 15:30 ET.

Authorizations

X-API-Key
string
header
required

Your BackQuant API key (same key as v1)

Headers

X-API-Key
string | null

Query Parameters

asset_class
string | null
default:crypto

Asset class: crypto, equity, rates, fx, commodity_energy, commodity_metal, commodity_ag. Default crypto.

window
enum<string>
default:3y

History the percentiles and z-score are taken over.

Available options:
1y,
3y,
5y,
all
sort
enum<string>
default:extremity

extremity (percentile furthest from 50), wow_abs, divergence, net or percentile.

Available options:
extremity,
wow_abs,
divergence,
net,
percentile
limit
integer
default:50

Rows returned.

Required range: 1 <= x <= 200
extreme_only
boolean
default:false

Only rows flagged as extreme.

Response

Successful Response