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My understanding is that Commitment of Traders numbers are only released once a week. So it should be possible to enter them into an indicator manually without getting them from your data provider.
Might make more sense to track it in a spreadsheet outside of Ninjatrader.
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Broker: Mirus (Broker), Continuum (Data), Dorman (Clearing)
Trading: Futures
Posts: 202 since Mar 2013
Thanks Given: 428
Thanks Received: 202
Thanks for chiming in, Zondor. I don't think a data feed is necessary--especially given the fact that the Excel spreadsheets are posted on the CFTC's COT site--so the data is there...it's just in an Excel format.
I've been trying to come up the curve of importing Excel data into an array that I could then access for plotting. But nearly all of the Excel examples are associated with exporting NT data into Excel--and not the other way around. I have asked for a bit of help on the Dioynsus Xmas Present Thread, in which case I will create an indicator to grab the COT data from the COT's Excel files...and then we should be in business. It won't be pretty, but it should be able to grab all of the raw COT report data values for analysis and interpretation.
Broker: Mirus (Broker), Continuum (Data), Dorman (Clearing)
Trading: Futures
Posts: 202 since Mar 2013
Thanks Given: 428
Thanks Received: 202
Thanks for sharing the Quandl link, NoiseTrader. They have a bunch of interesting data.
Because I have no freaking idea on how to import web data into NT7 (using .NET), I'm going to start with grabbing the CFTC's COT data directly from the CFTC's Historical Compressed Site, and then populating NT DataSeries values that we can then use to run analysis on.
If I was a better .NET programmer, I'd figure out how to pull the data directly from the CFTC's website (and not have to go through the extra step of downloading the Excel file from the CFTC's site first). Maybe I'll get there at some point, but I'm not there now, so I'm just going to hatchet this thing now, as I'm just interested in getting the data in NT for backtesting purposes.