commitments-of-traders

Typed, zero-dependency client for the CFTC Commitments of Traders (COT) reports — Legacy, Disaggregated, and Traders in Financial Futures, futures-only or combined — via the official Socrata API. No API key required.

npm install commitments-of-traders

Why

The weekly COT report is one of the most-watched positioning datasets in futures and FX — how commercials, large speculators, and managed money are positioned across every US futures market. The CFTC publishes it through a free Socrata API, but building the SoQL queries (market filters, date ranges, the six different report datasets) by hand is tedious, and npm had no client library — only an MCP server. This is the library.

import { getCotReport, latestForMarket, num } from "commitments-of-traders";

// Latest E-mini S&P 500 large-speculator positioning:
const es = await latestForMarket("legacy", "E-MINI S&P 500");
const net = num(es.noncomm_positions_long_all) - num(es.noncomm_positions_short_all);

// Managed-money gold positioning (disaggregated, futures + options):
const gold = await getCotReport("disaggregated", "combined", { market: "GOLD", limit: 1 });
num(gold[0].m_money_positions_long_all);

// A full year of one market, with a raw SoQL filter ANDed in:
const history = await getCotReport("tff", "futures-only", {
  market: "10-YEAR U.S. TREASURY",
  since: "2025-01-01",
  where: "open_interest_all > 1000000",
});

Reports

All three families, in both futures-only and combined (futures + options) forms — six datasets, all wired up:

| report | include: "futures-only" | include: "combined" | | --- | --- | --- | | "legacy" | Legacy — Futures Only | Legacy — Combined | | "disaggregated" | Disaggregated — Futures Only | Disaggregated — Combined | | "tff" | TFF — Futures Only | TFF — Combined |

(The exact Socrata resource IDs are exported as DATASETS and were verified against publicreporting.cftc.gov.)

API

Every function takes an optional final options: { fetch?, baseUrl?, appToken? } — inject fetch for tests, or a Socrata app token to raise rate limits (not required).

• getCotReport(report, include?, params?) — query a report family (include defaults to "futures-only").
• latestForMarket(report, market, include?) — the single most recent row for a market, or null.
• queryDataset(datasetId, params?) — query by raw Socrata id.
• num(value) — Socrata returns every column as a string; num converts to number | null.

params: market (case-insensitive contains-match), contractMarketCode, since / until (YYYY-MM-DD), where (raw SoQL, ANDed in), select, order, limit, offset. Market names and codes are safely escaped. Failures throw CotError with status and url.

Rows are typed for the always-present identity columns (market, report date, codes, open interest) with an index signature for the hundreds of position columns that vary by report family. The mocked test suite runs offline; npm run smoke exercises the live API.

Related

By the same author, a fixed-income & markets toolkit: treasurydirect · treasury-fiscaldata · newyorkfed · tbill · compounded-sofr · instrument-identifiers · 32nds.

Author

Built by Moshe Malka — engineering leader in New York City. Studio work at Quentin.Code.

MIT © Moshe Malka