The database was corrupted with missing data between March 2018 and 2019. Please download fresh history files.
Monthly Archives: September 2019
Futures-Only COT Data Corrections
The following Futures-Only history files have been corrected. If you normally use the update files, you will need to download these histories for S&P 500 E-Mini and S&P 500 Combined:
Cotep.prn, Cotse.prn, Qep.prn, Qse.prn