probe
probe
- Source
- PROBE
- Licence
- Redistributable open data
- Updates
- Daily
- Data through
- 2020-01-01
- Quality
- QC clean · 0 failures
- Format
- Apache Parquet + dictionary
Schema
| Column | Type | Description | Filled | Distinct |
|---|---|---|---|---|
| zone | str | zone | 100.0% | 1 |
| ts | datetime | ts | 100.0% | 1 |
| value | float | value | 100.0% | 1 |
Sample & preview
Every purchase ships as Apache Parquet with a data dictionary and the full QC report. A free sample (first rows + schema) is downloadable here - confirm fit before you buy. Source: PROBE (redistributable open data; attribution passes through - see our Licence).
Don't trust screenshots - drop the sample into your notebook right now.
import pandas as pd df = pd.read_parquet("probe_product_zzz_never_real_sample.parquet") df.info() # typed columns, gap-aware, ready to join⬇ Download free Parquet sample or CSV for Excel
Coverage: 1 zones
A
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The CFTC Disaggregated Commitments of Traders report - the trader-category breakdown professionals actually buy COT for. Weekly long and short positions for Producer/Merchant (hedgers), Swap Dealers, Managed Money (CTAs/funds) and Other Reportables across every physical-commodity futures market (energy, metals, grains, softs), plus total open interest, in contracts. The raw CFTC drops are messy flat files; this is one clean, continuous, per-market Parquet back to the report's 2006 inception.
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The 4-week change in net speculative positioning (non-commercial long - short) for every CFTC futures market - the momentum signal that complements the positioning z-score. Are speculators piling in or bailing out? Pre-computed from the full COT history.
CFTC COT Quant Signals
The Commitments-of-Traders report distilled into the two signals desks actually trade, per market, weekly: the z-score of net non-commercial (speculator) positioning against a rolling 3-year baseline - readings beyond ±2 are the classic over-crowded contrarian setups - plus its 4-week momentum. One premium file that replaces three separate COT derivatives, across every CFTC market (rates, FX, metals, energy, agriculture, equity indices, crypto). Pre-computed from the public CFTC COT archive; no look-ahead (baseline is strictly prior).