COT data?

[aventeren]

Howdy--

Is there a way to pull the CFTC's Commitment of Trader's Report by instrument?

I'm with NT Brokerage.

Thanks,

Aventeren

[NinjaTrader_Kyle]

Hello Aventeren,

Thank you for contacting us.


Unfortunately this is not supported by default. However a partner created an indicator that will plot COT data in NinjaTrader charts.
http://www.ninjatrader.com/support/f...ad.php?t=46769

[aventeren]

Thanks, Kyle.

How would one pull this free data into NT via NinjaScript rather than paying a monthly subscription fee for data that is free? Are there any examples out there?

[NinjaTrader_Bertrand]

Aventeren, from NinjaScript / C# you would look into making a web request to download the data - I'm not aware of an example already existing for this I could point you to, however most infos on this topic is found in this thread where also several addon solutions are brought into discussion - http://www.ninjatrader.com/support/f...t=12194&page=6

[aventeren]

Excel File to Array or List

Do you know if there are any examples out there on how to grab data from an Excel file and then convert it into a List or Array that would then be accessible via NT? The COT data is available via standard Excel spreadsheets, so an Excel-to-C# method might also work...plus anyone could use it for free then, too.

It's frustrating because the data is free and in an Excel format. I just need to figure out how to bring Excel data into NT.

Thoughts?

[NinjaTrader_CalH]

Aventeren,

We don't have any working examples but this page from Stackoverflow should help get you started in the right direction -

http://stackoverflow.com/questions/5...in-to-an-array

[aventeren]

Aventeren,

We don't have any working examples but this page from Stackoverflow should help get you started in the right direction -

http://stackoverflow.com/questions/5...in-to-an-array

Thanks, Cal. My goal will be to pull the standard COT excel files into an indicator that will then plot the data. I'll report back if and when I come up with something useful.

All best,

Aventeren