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x402stock COT (Commitment of Traders) Data
x402
x402stock COT (Commitment of Traders) Data is a paid API for AI agents from agents.x402stock.xyz, paid per call via x402 or MPP, $0.02/call, status unknown (last checked 2026-10-11).
Returns CFTC Commitment of Traders report data showing positioning of commercial, non-commercial, and retail traders across futures markets
Price / call$0.02
Success—
StatusUnknown
How this service works
The weekly CFTC Commitments of Traders positioning across major futures markets in one call: for each market the open interest, non-commercial (large speculator) net position and weekly change, and commercial (hedger) net position. Covers equity indices, gold/silver, crude/natural gas, major FX, the 10-year note, and bitcoin. No ticker needed. Sourced from the US CFTC. From x402stock
Output
CFTC Commitment of Traders report data for the requested futures market, including long and short positions broken down by trader category (commercial, non-commercial/large speculator, and small speculator), net positioning figures, and potentially week-over-week changes in positioning.
Example use cases
Speculator positioning in currency futures
“Show me the latest COT report for Euro FX futures — I want to see how non-commercial traders are positioned, whether they're net long or short, and how that's changed recently.”
Contrarian signal for energy commodities
“Get me the Commitment of Traders data for natural gas futures. I want to know if large speculators are at an extreme net long or short position that might signal a reversal.”
Equity index futures sentiment check
“What does the latest COT report show for S&P 500 e-mini futures? I'm interested in the breakdown between commercial hedgers and large speculators to gauge institutional sentiment.”
Technical details
Endpoint
GEThttps://agents.x402stock.xyz/api/v1/cot?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need CFTC Commitment of Traders positioning data for futures markets including commodities (crude oil, natural gas, gold), currencies, equity indices, or interest rates. It is ideal for gauging institutional vs. speculative sentiment, identifying crowded trades, or building contrarian signals. Prefer this over generic market data endpoints when the specific interest is futures positioning by trader category rather than price or volume data.
Side effects
- Invalid or unsupported market symbol returns an error
- Requesting a date range with no available COT data returns empty results
- Payment failure in USDC via x402 blocks the request
- Malformed request body results in a 400 error
- CFTC data not yet published for the current week returns stale or null data
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| properties | string |
Output
Schema · Response
| Field | Type | Description |
|---|---|---|
| as_ofrequired | — | |
| reportrequired | string | |
| sourcerequired | string | |
| marketsrequired | array | |
| attributionrequired | string |
Tags
x402
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