RainbowStats Command Reference
CFTC_TFF_SEARCH
Find CFTC financial futures markets by name or contract code before retrieving their positioning series.
Returns contract matches
Syntax
CFTC_TFF_SEARCH("SearchTerm")| Argument | Meaning |
|---|---|
SearchTerm | A nonempty part of a market name or a CFTC contract code. Matching is case-insensitive. |
Examples
CFTC_TFF_SEARCH("yen")
CFTC_TFF_SEARCH("treasury")
CFTC_TFF_SEARCH("097741")Reading the results
| Information | How to use it |
|---|---|
| Contract code | Copy the complete code, including leading zeros, into the first quoted argument of CFTC_TFF. |
| Market name | Identifies the financial futures market and exchange. |
| Latest report date | The most recent report date found for that contract. A matching market can be historical or inactive. |
The source matches historical market names and returns each matching contract code once, using its latest available name and report date. Matching a historical name may therefore show a different current name.
Retrieve a matched market
YenNet=CFTC_TFF("097741","LEV_MONEY_NET","FUTURES_ONLY")
LINE_CHART(YenNet)Scope
The search covers the CFTC TFF futures-only catalog, including available historical markets. It does not search every Socrata dataset or every commodity contract. Use SOCRATA_SEARCH for general datasets.
Results are limited by the command’s configured maximum matches. A blank search term is invalid; no matches does not imply that the broader CFTC has no data for the subject.
Source
CFTC TFF futures-only dataset. The catalog response is cached for six hours. Its latest report dates describe source coverage; they are not retrieval timestamps.