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OPEN-SOURCE SCRIPT

Futures OI and Net positions

By xbj
Updated
This is an indicator that gets data from Quandl and presents weekly CFTC futures data (cftc.gov/MarketReports/CommitmentsofTraders/index.htm). In this indicator, Open Interest (OI) and net noncommercial positions are presented. Net_noncommercial positions are calculated as noncommercial_long - noncommercial_short.
Release Notes
minor change.
Release Notes
//Ver. 29 Changed everything into version=4
//Ver. 30 Changed all CFTC into futures only (without options anymore)

added some notes for better reading.
Release Notes
Added Institution and Hedge fund contract Long and short.
Release Notes
Add support for major index futures: NQ1 and RTY1
Release Notes
Minor change: deleted zero line
Release Notes
Add to most futures support
cftcfuturesnoncommercialOpen InterestVolume

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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