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Financial Data API carries the U.S. Commodity Futures Trading Commission’s weekly positioning reports as first-class observations: the Commitments of Traders (COT) report and the Traders in Financial Futures (TFF) report. They sit under the positioning category, with full history and provenance, so you can read how each trader cohort is positioned across futures markets and join it against price, macro, and rates.
This page covers the raw positioning series. For positioning expressed as a historical percentile (how stretched a cohort is versus its own history), see the cot_positioning_percentile dataset on Derived analytics.

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What data is available

cot_positioning

CFTC Commitments of Traders — non-commercial (speculator) and commercial long/short positions and open interest, per reported futures market, weekly.

cot_tff

Traders in Financial Futures — leveraged-funds and asset-manager long/short positioning (with the full breakdown and open interest in metadata), weekly.
Positioning rows are keyed by the reported futures market (identified in the observation metadata and provenance), not by country. The reports are published weekly by the CFTC, typically on a Friday for the prior Tuesday.

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Query positioning

# Latest positioning rows
curl "https://api.financialdatapi.com/observations/latest?indicator_id=cot_positioning" \
  -H "x-api-key: $FINANCIALDATA_API_KEY"

# TFF history
curl "https://api.financialdatapi.com/observations?indicator_id=cot_tff&limit=20&order=desc" \
  -H "x-api-key: $FINANCIALDATA_API_KEY"

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Response shape

Each row is a standard public observation. The fields most relevant here:
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indicatorId
string
cot_positioning or cot_tff.
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category
string
positioning.
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actual
number
The headline positioning value for the row (for example the cohort’s net position).
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metadata
object
The per-cohort breakdown (long, short, open interest) and the futures market the row describes.
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provider
string
U.S. Commodity Futures Trading Commission.
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periodEnd
string
The report (as-of-Tuesday) date.
The cohort breakdown is in metadata; read it from the row, and use GET /provenance/observations/{observationId} for the full chain back to the CFTC release.

Derived analytics

COT positioning expressed as a historical percentile.

Energy & commodities

EIA energy market data.

Coverage & sources

Every data family and the institutions behind them.