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Disaggregated Fields

Victor Kaiuki edited this page Jun 16, 2026 · 1 revision

Disaggregated Report Fields

Disaggregated COT fields (194 columns).

from cftc_cot.fields import DisaggregatedFields as DF

Key Characteristics

  • 4 trader categories: Producer/Merchant, Swap Dealers, Managed Money, Other Reportables.
  • Double underscore in swap fields: swap__positions_short_all.
  • No _all suffix for: prod_merc_positions_long/short, m_money_positions_spread, other_rept_positions_long/short/spread.

Main Position Fields (Combined)

  • prod_merc_positions_long
  • prod_merc_positions_short
  • swap_positions_long_all
  • swap__positions_short_all
  • swap__positions_spread_all
  • m_money_positions_long_all
  • m_money_positions_short_all
  • m_money_positions_spread
  • other_rept_positions_long
  • other_rept_positions_short
  • other_rept_positions_spread
  • tot_rept_positions_long_all
  • tot_rept_positions_short

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