Building Your Own COT Report With Xenith

There are 2 ways to build a COT report in Xenith. This video demonstrates the quick way to do it, and how to get the CFTC data and ric codes for all the major currencies.
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An experienced currency analyst that specialises in short term sentiment and news driven trading.
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We have a question from Sakeem regarding the COT data on Xenith, asking how he can get the codes for the various CFTC reports from Xenith.

Thanks for the question Sakeem, I can understand your frustration with this because it also took us a while to find the codes for the various currencies, and there is of course a long way round to doing this by typing in the longwinded names for each of the reports but I’m going to show you the shortcut for each of them.

So, on this screen, I have all the CFTC data for each of the major currencies as well as their ric codes, so maybe just take a quick screenshot of this video so that you can use the codes in your own xenith terminal after the video.

Now, you can either put in each of these codes and then you can get the actual chart itself that is displayed on xenith as a chart, or you can also pull the data into excel as well and work with the data a bit more like we do.

So, for this just open up any excel worksheet, and make sure that you have your Thomson Reuters add-on enabled and running. Then you can simply select Thomson Reuters, and from there select formula builder, which will bring up the Xenith formula builder page.

From here, you can simply put in any ric code or name that you want to add, so in this example we’ll use on of the ric codes we have here. Then, from here you simply copy in the ric name into the search bar and then select the option.

Now, from here, you can go down to the “common” option, and then you can select the close option from there, and then you can simply choose which date you want the data from, and from there, also make sure you add enough variables, just make this 9999 for example in case you want to take the data way back, and then when you are done with the parameters you want just click add and insert.

And that should give you the dropdown list of all the CFTC data by week of release, and from here you can run various formulas on it like z-scores and tracking the actual data versus the open interest or just mapping the changes on a rate of change basis etc.

So, hope that helps Sakeem, any other questions just let us know.

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