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COT Data - Multicharts


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  #1 (permalink)
alexbellinzona
Lugano Switzerland
 
Posts: 11 since Apr 2016
Thanks Given: 6
Thanks Received: 3

Hello,

I would like to have COT data in my Multicharts. Does anyone know how could I do it?

Thanks


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  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,447 since Apr 2013
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alexbellinzona,

as Multicharts doesn't provide this data internally you would have to read it into your studies (from external text files for example).

Regards,

ABCTG


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  #3 (permalink)
alexbellinzona
Lugano Switzerland
 
Posts: 11 since Apr 2016
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Thanks.

DO you have an idea bout where and how could I get them?


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  #4 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,447 since Apr 2013
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alexbellinzona,

you are welcome. The data is available via IQFeed (or other datafeeds) for example, but I am not sure if you can get it into MC directly. I am sure their support is able to tell you exactly.

Regards,

ABCTG


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  #5 (permalink)
 
rleplae's Avatar
 rleplae 
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You can find more information here :

https://iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support&section=guide&web=iqfeed&guide=CFTC&web=IQFeed&symbolguide=guide&displayaction=support&section=guide&type=CFTC


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alexbellinzona
Lugano Switzerland
 
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Thanks guys


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Jura's Avatar
 Jura   is a Vendor
 
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It looks like Quandl has this COT data also? https://www.quandl.com/search?query=commitment%20of%20traders&type=all

If that's the data you're looking for, you can download it from their website and import it into MultiCharts as a custom instrument (which you can create in the QuoteManager). The drawback of this approach is that you'll need to update that data manually, but this might work depending on what you want to use the data for and how often you want to have it updated.


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  #8 (permalink)
alexbellinzona
Lugano Switzerland
 
Posts: 11 since Apr 2016
Thanks Given: 6
Thanks Received: 3


Jura View Post
It looks like Quandl has this COT data also? https://www.quandl.com/search?query=commitment%20of%20traders&type=all

If that's the data you're looking for, you can download it from their website and import it into MultiCharts as a custom instrument (which you can create in the QuoteManager). The drawback of this approach is that you'll need to update that data manually, but this might work depending on what you want to use the data for and how often you want to have it updated.


Thanks Jura. I've some problem in importing ASCII data in MC.

Here (https://www.multicharts.com/trading-software/index.php/Importing_Data) they write " Make sure the file you wish to import is a 1 Tick, Minutes or 1 Day". Now, I've a big problem which seems impossible to be solved:

COT data are weekly (not ticks, minute nor daily). To avoid this problem (because a resolution in required when updating) I tried to "format" the data like this.

Date Open High Low Close
22/04/2016 -46917 -46917 -46917 -46917
25/04/2016 -46917 -46917 -46917 -46917
26/04/2016 -46917 -46917 -46917 -46917
27/04/2016 -46917 -46917 -46917 -46917


etc etc

Doing like above (which means write the COT value as O,H,L,C) then it's possible to import but once I upload it on a chart, no datas are diplayed.

Do you know what could be wrong?

Super thanks


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  #9 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
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Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
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alexbellinzona View Post
Thanks Jura. I've some problem in importing ASCII data in MC.

Here (https://www.multicharts.com/trading-software/index.php/Importing_Data) they write " Make sure the file you wish to import is a 1 Tick, Minutes or 1 Day". Now, I've a big problem which seems impossible to be solved:

COT data are weekly (not ticks, minute nor daily). To avoid this problem (because a resolution in required when updating) I tried to "format" the data like this.

Date Open High Low Close
22/04/2016 -46917 -46917 -46917 -46917
25/04/2016 -46917 -46917 -46917 -46917
26/04/2016 -46917 -46917 -46917 -46917
27/04/2016 -46917 -46917 -46917 -46917


etc etc

Doing like above (which means write the COT value as O,H,L,C) then it's possible to import but once I upload it on a chart, no datas are diplayed.

Do you know what could be wrong?

Super thanks

You created a new instrument that will hold this data ?


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  #10 (permalink)
alexbellinzona
Lugano Switzerland
 
Posts: 11 since Apr 2016
Thanks Given: 6
Thanks Received: 3



rleplae View Post
You created a new instrument that will hold this data ?

Yes I did.

I've dowloaded COT data, generated the NET position (long-short) in excel and moved the data from excel to .xtx

What I want to do is to create an indicator with the NET position generated from the COT data

Thanks


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