I finished my book and sent it off to Wiley, which has given me a little more time for other projects (including this blog). I have completed posting the complimentary historical COT data files as well as the weekly printed reports under the “COT Data” tab at the top of the page. This data is provided for personal non-commercial use only, and may not be retransmitted, or reproduced, in any form including charts.
These are not some lame partial history files requiring you to pay for current updates. These are the complete histories and are updated weekly. You will also find a file key. Since I have maintained the data bases personally for the last 20 years, I believe them to be the cleanest data available. It is certainly cleaner than the data available from the CFTC, and used by all other data vendors (except CSI who licenses my data). The CFTC’s data carries the following warning:
“Please be advised that prior to September 30, 1992 only mid-month and month-end data are available. Since the mid-month data were not published on a current basis, they may contain identifiable data errors. A substantial period of time elapsed between the report date for these data and their eventual compilation. As a result it is not possible to correct the errors.”