Unfortunately there is no way to use this information in NinjaTrader at the moment. There are COT indicators for other platforms but most of them seem to be subscription based, very expensive or both, and while I wouldn't mind paying a subscription fee, I'd rather not when the data itself is free.
Example of a great COT indicator.
I've attached a screenshot, and a non-functional skeleton indicator as an idea on how an this indicator could work. Basically a drop down menu to select the desired market, 3 lines for the Large/Small Specs and the Commercials, a bar graph for open interest and perhaps the option to displace the data back three days so it plots based on the reporting date rather than the date the data is released.
This would be slightly advanced to program, but basically all that should be needed is knowledge/experience on how to work with comma-delimited text files (not me ).
Data Example:
"Market and Exchange Names","As of Date in Form YYMMDD","As of Date in Form YYYY-MM-DD","CFTC Contract Market Code","CFTC Market Code in Initials","CFTC Region Code","CFTC Commodity Code","Open Interest (All)","Noncommercial Positions-Long (All)","Noncommercial Positions-Short (All)","Noncommercial Positions-Spreading (All)","Commercial Positions-Long (All)","Commercial Positions-Short (All)"," Total Reportable Positions-Long (All)","Total Reportable Positions-Short (All)","Nonreportable Positions-Long (All)","Nonreportable Positions-Short (All)","Open Interest (Old)","Noncommercial Positions-Long (Old)","Noncommercial Positions-Short (Old)","Noncommercial Positions-Spreading (Old)","Commercial Positions-Long (Old)","Commercial Positions-Short (Old)","Total Reportable Positions-Long (Old)","Total Reportable Positions-Short (Old)","Nonreportable Positions-Long (Old)","Nonreportable Positions-Short (Old)","Open Interest (Other)","Noncommercial Positions-Long (Other)","Noncommercial Positions-Short (Other)","Noncommercial Positions-Spreading (Other)","Commercial Positions-Long (Other)","Commercial Positions-Short (Other)","Total Reportable Positions-Long (Other)","Total Reportable Positions-Short (Other)","Nonreportable Positions-Long (Other)","Nonreportable Positions-Short (Other)","Change in Open Interest (All)","Change in Noncommercial-Long (All)","Change in Noncommercial-Short (All)","Change in Noncommercial-Spreading (All)","Change in Commercial-Long (All)","Change in Commercial-Short (All)","Change in Total Reportable-Long (All)","Change in Total Reportable-Short (All)","Change in Nonreportable-Long (All)","Change in Nonreportable-Short (All)","% of Open Interest (OI) (All)","% of OI-Noncommercial-Long (All)","% of OI-Noncommercial-Short (All)","% of OI-Noncommercial-Spreading (All)","% of OI-Commercial-Long (All)","% of OI-Commercial-Short (All)","% of OI-Total Reportable-Long (All)","% of OI-Total Reportable-Short (All)","% of OI-Nonreportable-Long (All)","% of OI-Nonreportable-Short (All)","% of Open Interest (OI)(Old)","% of OI-Noncommercial-Long (Old)","% of OI-Noncommercial-Short (Old)","% of OI-Noncommercial-Spreading (Old)","% of OI-Commercial-Long (Old)","% of OI-Commercial-Short (Old)","% of OI-Total Reportable-Long (Old)","% of OI-Total Reportable-Short (Old)","% of OI-Nonreportable-Long (Old)","% of OI-Nonreportable-Short (Old)","% of Open Interest (OI) (Other)","% of OI-Noncommercial-Long (Other)","% of OI-Noncommercial-Short (Other)","% of OI-Noncommercial-Spreading (Other)","% of OI-Commercial-Long (Other)","% of OI-Commercial-Short (Other)","% of OI-Total Reportable-Long (Other)","% of OI-Total Reportable-Short (Other)","% of OI-Nonreportable-Long (Other)","% of OI-Nonreportable-Short (Other)","Traders-Total (All)","Traders-Noncommercial-Long (All)","Traders-Noncommercial-Short (All)","Traders-Noncommercial-Spreading (All)","Traders-Commercial-Long (All)","Traders-Commercial-Short (All)","Traders-Total Reportable-Long (All)","Traders-Total Reportable-Short (All)","Traders-Total (Old)","Traders-Noncommercial-Long (Old)","Traders-Noncommercial-Short (Old)","Traders-Noncommercial-Spreading (Old)","Traders-Commercial-Long (Old)","Traders-Commercial-Short (Old)","Traders-Total Reportable-Long (Old)","Traders-Total Reportable-Short (Old)","Traders-Total (Other)","Traders-Noncommercial-Long (Other)","Traders-Noncommercial-Short (Other)","Traders-Noncommercial-Spreading (Other)","Traders-Commercial-Long (Other)","Traders-Commercial-Short (Other)","Traders-Total Reportable-Long (Other)","Traders-Total Reportable-Short (Other)","Concentration-Gross LT = 4 TDR-Long (All)","Concentration-Gross LT =4 TDR-Short (All)","Concentration-Gross LT =8 TDR-Long (All)","Concentration-Gross LT =8 TDR-Short (All)","Concentration-Net LT =4 TDR-Long (All)","Concentration-Net LT =4 TDR-Short (All)","Concentration-Net LT =8 TDR-Long (All)","Concentration-Net LT =8 TDR-Short (All)","Concentration-Gross LT =4 TDR-Long (Old)","Concentration-Gross LT =4 TDR-Short (Old)","Concentration-Gross LT =8 TDR-Long (Old)","Concentration-Gross LT =8 TDR-Short (Old)","Concentration-Net LT =4 TDR-Long (Old)","Concentration-Net LT =4 TDR-Short (Old)","Concentration-Net LT =8 TDR-Long (Old)","Concentration-Net LT =8 TDR-Short (Old)","Concentration-Gross LT =4 TDR-Long (Other)","Concentration-Gross LT =4 TDR-Short(Other)","Concentration-Gross LT =8 TDR-Long (Other)","Concentration-Gross LT =8 TDR-Short(Other)","Concentration-Net LT =4 TDR-Long (Other)","Concentration-Net LT =4 TDR-Short (Other)","Concentration-Net LT =8 TDR-Long (Other)","Concentration-Net LT =8 TDR-Short (Other)","Contract Units","CFTC Contract Market Code (Quotes)","CFTC Market Code in Initials (Quotes)","CFTC Commodity Code (Quotes)" "WHEAT - CHICAGO BOARD OF TRADE" ,081118 ,2008-11-18,001602 ,CBT ,00 ,001 , 297518, 68830, 68897, 64834, 140226, 117548, 273890, 251279, 23628, 46239, 207360, 68511, 63729, 33218, 87298, 78891, 189027, 175838, 18333, 31522, 90158, 26430, 31279, 5505, 52928, 38657, 84863, 75441, 5295, 14717, 10858, 2185, -6017, 3918, 8058, 14771, 14161, 12672, -3303, -1814, 100.0, 23.1, 23.2, 21.8, 47.1, 39.5, 92.1, 84.5, 7.9, 15.5, 100.0, 33.0, 30.7, 16.0, 42.1, 38.0, 91.2, 84.8, 8.8, 15.2, 100.0, 29.3, 34.7, 6.1, 58.7, 42.9, 94.1, 83.7, 5.9, 16.3, 330, 66, 115, 136, 64, 88, 239, 280, 323, 101, 100, 104, 59, 81, 220, 249, 191, 29, 79, 30, 40, 74, 89, 166, 21.3, 12.1, 33.0, 19.0, 17.9, 10.0, 28.0, 15.9, 16.8, 13.9, 28.2, 22.2, 15.8, 12.8, 26.6, 20.7, 59.1, 14.4, 70.1, 23.7, 58.9, 13.1, 69.3, 21.7,"(CONTRACTS OF 5,000 BUSHELS)" ,"001602" ,"CBT" ,"001"
and the updated weekly data is available here:
Ideally it would be great if the indicator could grab the data from the web on its own, but as its only updated once a week, I don't see it being a big deal to manually download it every week.
More info on COT:
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