CFTC COT Extremes Screener is a paid API for AI agents from api.nimatron.com, paid per call via x402, $1/call, status unknown (last checked 2026-10-11).
Scans all 438 CFTC markets and returns every market currently at a 52-week positioning extreme (COT index ≥90 or ≤10), identifying crowded longs, crowded shorts, and commercial/speculator divergences.
One call scans all 438 CFTC markets and returns every market at a 52-week positioning extreme (COT index >=90 or <=10): crowded longs, crowded shorts, commercial/spec divergences. The weekly positioning screener trading desks build internally, as an API.
A list of futures markets from the 438 CFTC-tracked instruments that are currently at 52-week positioning extremes, each with their COT index score, direction of the extreme (crowded long or short), and commercial/speculator divergence data. Results are filtered by the threshold parameter (default 90/10 cutoff).
GEThttps://api.nimatron.com/v1/cot/extremes?utm_source=zero.xyzUse this endpoint when you need a broad screener across all 438 CFTC markets to identify positioning extremes in a single call, rather than querying individual markets one by one. Prefer this over the single-market COT endpoint when you want a top-down view of where speculator crowding exists across the entire futures universe. Ideal for weekly positioning reviews, trade idea generation based on contrarian positioning signals, or systematic monitoring of crowded trades.
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