Implement Commitments of Traders (COT) Dataset

Open
#37 1 comment 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Assessment

Difficulty
5/5
Estimated time
Over a week
Newbie friendliness
25/100
Issue type
Feature
Clarity
Needs clarification
Activity status
Stale
Tech stack
csharp

Research direction

Start with the CFTC Commitments of Traders source linked in the issue and inspect the new-repository template it references. No files, tests, or entry points are named, so first establish the expected dataset format, processing flow, update cadence, and validation criteria. Done should mean the COT data can be downloaded and processed through the template.

Written by the indexing model from the issue text.

Description

It is publicly available at CFTC:
https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm
we can download and process this data

NOTE: This is implemented in a new repo that uses this template.

Dominant language
C#
Stars
15
Forks
29
PR merge metrics
No merged PRs in 30d

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

More from QuantConnect/Lean.DataSource.SDK

All issues in QuantConnect/Lean.DataSource.SDK

Similar issues

More C# issues

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.