Retail Sentiment Data and COT Data

Discussion in 'Data Sets and Feeds' started by bpenn34, Sep 17, 2024.

  1. bpenn34

    bpenn34

    Hi,

    Does anyone know if there are any data providers that offer retail sentiment and/or COT data via an api?
     
    #1     Sep 17, 2024
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  2. ZBZB

    ZBZB

    Trade navigator will let you chart it. Not sure if you can export.
     
    #2     Sep 17, 2024
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  3. Sekiyo

    Sekiyo

    Yes, there are several data providers that offer retail sentiment and Commitment of Traders (COT)data via API. These data types are particularly valuable for traders and analysts who want to gauge market positioning and crowd behavior. Below are some well-known providers:

    1. Retail Sentiment Data Providers via API:
    • TradingView:
      • TradingView provides retail sentiment data (for example, percentage of traders long/short) through their platform, and an API option is available for some of the data. This data is usually sourced from broker partners.
      • API Access:TradingView API (via their partner broker integration).
    • IG Group:
      • IG offers client sentiment data(i.e., long/short positioning) for various instruments like forex, indices, and commodities.
      • API Access:IG Markets API provides sentiment data for retail traders who use their platform.
    • OANDA:
      • OANDA offers real-time retail trader sentimentdata, showing the ratio of open positions in various assets (forex, commodities, etc.) and the changes over time.
      • API Access:OANDA's v20 REST API provides retail positioning data.
    • Sentiment Trader:
      • A specialized platform offering sentiment data, including positioning and market sentiment indicators. Though primarily for retail sentiment, this data may be available through an API with specific plans.
      • API Access:Available based on subscription tiers.
    2. Commitment of Traders (COT) Data Providers via API:
    • Quandl:
      • Quandl provides COT reports(Commitment of Traders) through their API. These reports, sourced from the CFTC, are available for commodities, forex, and indices.
      • API Access:Through their robust API, which supports multiple formats including JSON and CSV.
    • Barchart:
      • Barchart provides COT data via API, including detailed historical CFTC Commitment of Traders data.
      • API Access:Available through Barchart’s OnDemand API.
    • CFTC.gov (Direct COT data):
      • The CFTC (Commodity Futures Trading Commission)provides free COT reportsdirectly on their website. While they don't offer a direct API, third-party aggregators use their data to build APIs.
      • Third-party APIs:Providers like Quandl, TradingView, or Barchart offer the CFTC's raw data in API form.
    3. Comprehensive Providers Offering Both Retail Sentiment and COT:
    • Data vendors like Alpha Vantage or Intrinio:
      • These platforms provide broad data access, including market sentiment, COT, and other market indicators, often via subscription.
      • API Access:APIs are offered for a wide range of financial data, including historical market sentiment and futures positioning.
    Important Notes:
    • API Access Levels: Some providers may limit access to retail sentiment and COT data based on subscription tiers or paid plans.
    • Data Frequency:COT data, as published by the CFTC, is released weekly, while retail sentiment data can be updated much more frequently, depending on the source (real-time in some cases).
    By choosing the right provider and subscription plan, you can obtain reliable access to both retail sentiment and COT data via API for market analysis and strategy development.
     
    #3     Sep 17, 2024
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  4. newbunch

    newbunch

    CSI Data offers COT data as part of its North American Futures package. I don't use it, so not sure about how to access it. https://apps.csidata.com/OrderUA
     
    #4     Sep 17, 2024
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