- COT
I made some progress, the current version is not fully automated.
I added Major currency pairs, there is room for adding, stock indexes, gold, oil and other instruments for which the report was published.
Now I need to solve the automatic downloading files, unpacking the Zip archive,
add date check.
You can manually download the data, annualof.txt via the following link
http://www.cftc.gov/MarketReports/files/dea/history/deahistfo2010.zip.
Unfortunately, this file has the COT reports only from the beginning of this year.
The absence of historical data, does not affect the analysis.