Tag Archives: open interest

Use CFTC for historical futures data and open interest commitment of trading

Use CFTC for historical futures data and open interest commitment of trading

I came across this site for my futures/options/FX trading strategy algos. This may be useful for some especially the weekly open interest component

http://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm

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