Damn, that's a heap of data! Not sure to what extent fx futures reflect fx spot/forward markets (there's an article in Currency Trader magazine on this - I'll hunt for it). I have something Larry Williams wrote about creating charts from cftc data - if I can find it I'll post it here. GRANT
kris45mar wrote: > Hi Grant > > Just wondering if anyone is currently able to display this easily in AB. > > We can get data manually from here: > > Historical reports here: > http://www.cftc.gov/dea/history/deahist-cot-ftp.htm > > and > > Current reports here: > http://www.cftc.gov/dea/futures/deacmelf.htm > > I am interested in whether there is any benefit to be had by looking at > the Non-commercial positions and open interest vis a vis the currency pairs. > > Here are some online charts that I found of interest. > http://www.softwarenorth.com/trading/commitmentscurrent/ > http://www.freecotcharts.com/charts/AD.htm > > Shatterfield sell the data with their own "tweaks". > Their videos have piqued my interest. Seems like some work to extract > this data so if useful it may be worth a fee. > > Regards > > ChrisB > > */Grant Noble <[EMAIL PROTECTED]>/* wrote: > > Can you provide a link to the specific data that interests you ? > http://www.cftc.gov/?? <http://www.cftc.gov/??> > G > > kris45mar wrote: > > Hi All > > > > I am interested in the concept of Committment of Traders as a > proxy for > > true Volume in the Forex market. > > > > Does anyone know a convenient way to obtain and plot this in AB ? > > > > Regards > > > > ChrisB > > > ------------------------------------------------------------------------ > Shape Yahoo! in your own image. Join our Network Research Panel today! > <http://us.rd.yahoo.com/evt=48517/*http://surveylink.yahoo.com/gmrs/yahoo_panel_invite.asp?a=7> > > > > > ------------------------------------------------------------------------ > > No virus found in this incoming message. > Checked by AVG Free Edition. > Version: 7.5.472 / Virus Database: 269.8.0/819 - Release Date: 26/05/2007 > 10:47 AM
