RainbowStats Command Reference
CFTC_TFF
Weekly financial futures positioning from the CFTC Traders in Financial Futures report.
Returns a time series
Syntax
CFTC_TFF("ContractCode","Field","FUTURES_ONLY")| Argument | Meaning |
|---|---|
ContractCode | Six-character CFTC contract market code. Quote it to preserve leading zeros. Use CFTC_TFF_SEARCH to find codes. |
Field | One of the four fields listed below. |
FUTURES_ONLY | Supported report. Futures-and-options combined data are not implemented. |
Available fields
| Field | Meaning | Units |
|---|---|---|
LEV_MONEY_LONG | Leveraged-money long positions. | Contracts |
LEV_MONEY_SHORT | Leveraged-money short positions. | Contracts |
LEV_MONEY_NET | Leveraged-money long positions minus short positions. | Contracts |
OPEN_INTEREST | Total open interest for the market, across trader categories. | Contracts |
Examples
CFTC_TFF_SEARCH("yen")
YenPosition=CFTC_TFF("097741","LEV_MONEY_NET","FUTURES_ONLY")
LINE_CHART(YenPosition)
YenOpenInterest=CFTC_TFF("097741","OPEN_INTEREST","FUTURES_ONLY")Coverage and behavior
The result is ordered by report date and contains the available observations for the selected market. Different markets can have different histories. This source covers the financial futures in TFF; it is not a catalog of every commodity futures contract.
The current reader requests up to 50,000 observations per market. Unsupported fields, report types, and contracts with no observations produce an error.
Source
CFTC Public Reporting Environment · TFF futures-only dataset
Report dates describe observations, not the time RainbowStats retrieved the response. Downloaded responses are cached for six hours; a previously saved response may be used if a refresh fails.