Commitment of Traders (COT) indicator

[jrbolsa]

Perhaps you're right. I'll check.
I can't now.
I'm leaving the cot report for a while. I need to register with some data vendor in order to go on.
But for now i'm working in two other great indicators.

I've just finished one of them.

In some minutes i'll write another post "What the big guys do"

thank you very much,
jr.

https://www.jrbolsa.com

Try ZC 03-09. Does CBOT has contract for corn 02-09? I am not sure...

[cunparis]

I just found this thread and I'm really interested in the development. I've been studying the COT data for a while now. In my opinion it's not easy to use as it's not straightforward at all. Sometimes you get a bullish signal but the price continues down. Sometimes you get premature signals. It all has to be taken in context and it's quite complicated, but if one masters it (I do not) then I'm sure it would be very useful.

I have previously downloaded the COT data and made charts with it in excel. It was pretty easy to do. I think it would not be much more difficult to do this with Ninjatrader. I've never made an indicator but I am comfortable writing strategies.

I'm going to check out what jrbolsa has done and then maybe I could contribute something.

[jrbolsa]

Zen-Fire and commodities

Ok:

Does anybody use Zen-Fire?

Can whoever that uses it write to me, please? Please email me: [email protected]

I can't follow with this if i can't have a graph of a commodity. I tried with ZR 03-09, ZO 03-09, and ZC 03-09 but i don't see anything. I just want to know if i can see the historical data (if he can send me a snapshot). The second problem can be that "ZR 03-09" perhaps only shows since the last contract and i'd need the historical.

Regards,
jr

https://www.jrbolsa.com

[NinjaTrader_Bertrand]

Hi jrbolsa, ZenFire does have historical data, but no continuous contracts if you need those. I checked and get historical data for these contracts you mentioned - have you enabled historical data access in the Account Connections setup?

[jrbolsa]

Yes, i have "enabled". But if zen-fire doesn't support historical data, ¿who does?

¿How can i see a historical data of whatever commodity? ¿Can you? ¿how? ¿with which data vendor?

[NinjaTrader_Bertrand]

ZenFire does support historical data, but unfortunately no continuous contracts. eSignal for example has those...here are all your data options -

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[jrbolsa]

So, if i register with e-signal i have historical data and continous contracts and i don't need to install anything more than NT, ¿is that ok?
Another question: do they have a trial period?

[NinjaTrader_Bertrand]

Please check directly with eSignal on their data and a trial period to test the service, we have a 'data only' partner offer with them - http://www.ninjatrader.com/webnew/support_esignal.htm

[jrbolsa]

I'm seeing "eSignal OnDemand" per €25,95/mo for all regions. ¿Could that help me? It includes "North and South American Region" and I'm seeing "15" in CBOT Mini Futures or "60" in "CBOT Level I". Does it mean that all i need is 25'95 + 60 € per month and i have that products?
In the link you posted i see $50 (eSignal Data Access) and $60 (CBOT). This is $110. I only need cbot futures.
and by last: do i have to print the pdf and send it back to them? Don't do they have a web subscription with this?

[cunparis]

jrbolsa - I use IQFeed and I'm very happy with it. I don't have any real time options (except maybe eminis I don't remember) and just use IQFeed for historical data. I think it's $55/month for the basic package. You do have to install their client softare but it has never posed me a problem. They have continuous contract and minute data going back to 2007 for most futures and for ES it goes back to 2006.

I evaluated all the other choices and I felt this was the best one but everyone may have their own criteria (such as not installing client software).

[NinjaTrader_Bertrand]

Thanks for posting your input cunparis!

jrbolsa, the on demand subscription is not enough, as it does not allow thrid party connections...please contact eSignal directly on the data questions to make sure you got what you need for your work, thanks.

[jrbolsa]

Thanks to both,
cunparis: that third software must be opened when you open dt or just only install it one time and nothing more to do? is it like a DLL?. Another question: In the commodities i need more historical data. Don't they have it?

thanks again,
jr.

[jrbolsa]

When you mention historical data from 2007 ¿do you mean minute data?. I do not need minute data. If i need daily data, ¿do i have more than only from 2007 or 2006?

[cunparis]

Thanks to both,
cunparis: that third software must be opened when you open dt or just only install it one time and nothing more to do? is it like a DLL?. Another question: In the commodities i need more historical data. Don't they have it?

thanks again,
jr.

Yes I was talking about minute data when I said 2007. They have daily data going back years. I haven't checked other than S&P which goes back to inception (1993). I imagine the other daily data goes back much further.

The client software is run every time you connect to IQFeed. Basically it runs all the time for me cause I leave ninjatrader running for charting (using IB for realtime data). I never even notice whether it's running or not. It goes to the task bar.

[jrbolsa]

Could you check if you have ZR, ZO or/and ZC (daily data and how many years)?