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Futures Data

COT Data
 



InvestorLink provides end of day and historical commodities data for futures traded on US exchanges. Coverage includes data for over 100 commodities spanning over 1000 contracts daily.

Availability
End of day commodities data (daily update data) is available at approximately 5:00 pm Pacific Time.

Historical commodities files are available 24 hours/day and are updated at approximately midnight each day for the current days data.

Data specs
InvestorLink commodities data is stored in comma delimited ASCII files.

Historical files adhere to the following specifications:

Historical data for each commodity is stored in it's own file, with the extension 'csf'. File names consist of the commodity symbol, year, and contract month. For example, historical data for December Corn 2001 is contained in the file 'c01z.csf'.

The field order for historical commodities data is:
YYYYMMDD,OPEN,HIGH,LOW,CLOSE,VOLUME,OPENINTEREST

End of day files adhere to the following specifications:

EOD data for each day is stored in it's own file, with the extension 'csf'. For example, eod futures data for March 16, 2001 is contained in the file '20010316.csf'.

The field order for eod futures data is:
TICKER,OPEN,HIGH,LOW,CLOSE,VOLUME,OPENINTEREST

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