I’m going to post this tool I updated for those interested in the COT data. As you may or may not know, CTFC now desegregates Swap dealers from COT data. Swaps have become so large that they actually skew what is occurring, not all data services use the new desegregated data but the old data format with the swaps included.
The tool is simple, it requires Excel 2003 or greater. I rewrote most of this on 2007 and can’t test on 2003. The data is preloaded for the Aussie, Cable, Loonie, Fiber, Yen, Franc, Dollar Index. Instructions on how to add the new week’s data is included on the first page. Charts are in Yellow tabs, raw data in red.
If you have any questions on how to use the data please read the notes in the file and email me here privately so we don’t get off track.
The benefit of this tool is I designed it to give you the desegregated data charts along with the COT Index charts. The data range for the chart can be quickly and easily changed by pressing the button. You can also lock the range. This is beneficial because you lock the range, expand data time, mark the extremes, and then you can look at lesser data window for when extremes occur.
Base work is off an abandoned project from 06’, I have updated, rewrote most of the code and expanded the functions.
You must enable macros for this to work!
I would love any feed back in terms of functions to add or make simpler, but do it in private please so not to clutter this forum.
Update: there was a bug in copying the date. This is fixed.
Update: minor issue with charts not properly updating, this is fixed in new version
Commitment of Traders (Deseg data v 2.0001b).zip (716 KB)
