COT Report Parser
Parsing raw COT report from original source https://www.cftc.gov/dea/futures/deacmesf.htm or archived version from https://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalViewable/index.htm
Install
composer require omkoding/cot
Usage
<?php
require __DIR__.'/../vendor/autoload.php';
use OmKoding\Cot\Report;
use OmKoding\Cot\Symbol;
$report = new Report;
// get latest report
$report->latest();
// get latest report by symbol
$report->latest(Symbol::EURO_FX);
// get by date and symbol
$report->byDate('09/11/2018', Symbol::EURO_FX);
// list all symbol
Symbol::all();Response
array:3 [
"slug" => "EURO_FX",
"symbol" => "EURO FX",
"date" => "2018-09-11",
"current" => array:2 [
"non-commercial" => array:3 [
"long" => 164639
"short" => 153469
"spreads" => 19095
]
"commercial" => array:2 [
"long" => 277060
"short" => 310471
]
]
"changes" => array:2 [
"non-commercial" => array:3 [
"long" => -8696
"short" => -11903
"spreads" => 5389
]
"commercial" => array:2 [
"long" => 23044
"short" => 26696
]
]
"open-interest" => array:3 [
"current" => 550492
"non-commercial" => array:3 [
"long" => 29.9
"short" => 27.9
"spreads" => 3.5
]
"commercial" => array:2 [
"long" => 50.3
"short" => 56.4
]
]
]
Tests
Test is available under tests folder. Run phpunit to test it.
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