📈 CFTC COT Enhanced — Position Velocity & Percentile Tracker

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The percentile-and-velocity overlay every commodity desk builds in Excel — sold as a clean weekly API feed. Pulls the CFTC Commitment of Traders (COT) report straight from publicreporting.cftc.gov, then computes net position, 3-year percentile rank, and week-over-week position velocity for every category your desk cares about: managed money, swap dealers, commercials, and non-reportables.

Raw COT JSON is free. The work that turns it into a tradable signal — net-position normalization across long/short/spread fields, 3-year rolling percentile rank vs the trailing 156 weeks, week-over-week velocity calc, and consistent schema across the legacy / disaggregated / financial (TFF) report families — is the value this actor packages. One run, one dataset, one consistent shape.

What you get

• One row per (contract × category × week) with commodity_name, contract_market_name, contract_code, report_date, category, long_positions, short_positions, spread_positions, net_position, open_interest_all, percentile_3yr, velocity_week_over_week_pct.
• All three CFTC report families. legacy (Commercial / Non-Commercial / Non-Reportable for every futures contract), disaggregated (Managed Money / Swap Dealers / Producer-Merchant / Other Reportables for energy, metals, ag), and financial / TFF (Asset Manager / Leveraged Funds / Dealer / Other for rates, FX, equity indices).
• 3-year percentile rank. For each emitted week, the actor computes the percentile of the current net position vs the trailing 156 weeks for the same contract + category. managed_money long-position percentile of 87 on WTI = positioning is heavier than 87% of the trailing 3-year history.
• Week-over-week velocity. Signed percentage change in net position vs the prior week, with absolute-value denominator so the metric stays comparable across long-heavy and short-heavy regimes.
• Flexible commodity matching. Pass an exact contract_market_name (e.g. CRUDE OIL, LIGHT SWEET-WTI) for a tight single-contract pull, or a fuzzier commodity term like GOLD, NATURAL GAS, CORN, SOYBEANS for a multi-contract sweep.
• No anti-bot risk. The CFTC Socrata API is an explicit public-data endpoint with no auth, no rate-limit auth, and stable JSON. User-Agent: NexGenData CFTC COT Actor hello@thenextgennexus.com per the CFTC fair-access convention.

Use cases

• Commodity trader / energy desk. Daily check for "are managed money WTI longs at a >90th percentile vs trailing 3 years?" — historically the cleanest mean-reversion signal in crude oil. Pair the velocity column with the percentile to catch the moment the smart money starts unwinding extreme positioning.
• Macro hedge fund analyst. Cross-commodity positioning regime tracker — pull report_type=financial for rates and FX TFF, disaggregated for energy and ag, and pipe them into your factor model. The percentile + velocity overlay replaces the manual Excel pivot every analyst rebuilds quarterly.
• Ag merchant / corn-soy hedger. Weekly snapshot of where commercial hedgers and managed money sit on CBOT corn, wheat, soybeans + the basis for futures-vs-cash decisions. The 3-year percentile is the canonical anchor used by every grain elevator risk desk.

Sample input

{
"commodity":"WTI CRUDE OIL",
"report_type":"disaggregated",
"weeks_back":52,
"category":"all",
"max_records":100
}

Tight single-category single-commodity run:

{
"commodity":"CRUDE OIL, LIGHT SWEET-WTI",
"report_type":"disaggregated",
"weeks_back":4,
"category":"managed_money",
"max_records":4
}

Financial (TFF) report for the S&P 500 E-Mini:

{
"commodity":"E-MINI S&P 500",
"report_type":"financial",
"weeks_back":26,
"category":"managed_money",
"max_records":50
}

Sample output

{
"commodity_name":"CRUDE OIL",
"contract_market_name":"CRUDE OIL, LIGHT SWEET-WTI",
"contract_code":"067411",
"market_and_exchange_names":"CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE",
"report_date":"2026-05-26",
"report_week":"2026 Report Week 22",
"report_type":"disaggregated",
"category":"managed_money",
"long_positions":158420,
"short_positions":41880,
"spread_positions":52310,
"net_position":116540,
"open_interest_all":1782430,
"percentile_3yr":87.18,
"velocity_week_over_week_pct":4.21,
"source_url":"https://publicreporting.cftc.gov/resource/disaggregated",
"data_source":"live"
}

Each emitted record is one dataset row. The percentile is in 0–100 and is null when there are fewer than 4 trailing reference weeks for that contract × category (typical only for very recently listed contracts). The velocity is null when the prior week's net position is unavailable or zero.

How the data flows

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NexGenData publishes a deep finance + regulatory cluster — pair this COT tracker with any of these for end-to-end positioning + filings + enforcement intelligence:

About NexGenData

NexGenData publishes a deep catalogue of Apify actors covering financial regulators, IP offices, government registries, sanctions lists, and corporate filings across the US, EU, UK, APAC, and beyond. Engineered for daily compliance pipelines, M&A diligence, and quant research. Every actor links back to an authoritative public source.

Contact: hello@thenextgennexus.com

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