CFTC Data Methodology
Official sources, contract mapping, formulas, rolling statistics, corrections, missing data and limitations for Squawkdeck CFTC research.
Official datasets and mapping
Squawkdeck queries official CFTC TFF_All (`udgc-27he`) and Disaggregated_All (`rxbv-e226`) resources with an explicit FutOnly filter. Exact contract codes come from reviewed allowlists; no fuzzy route-time resolution is used.
Calculations
Net equals outright long minus outright short. Disaggregated spread positions are persisted but excluded from directional net. Weekly and four-report changes use preceding available reports; signed open-interest shares use the same report’s non-zero open interest. Percentiles and highs or lows use available 13, 52 or 156-report windows within one family, scope, contract and category.
Validation, missing data and corrections
Only validated committed or published local projections can appear while their route flag is enabled. Blocked incomplete, schema-drift and invalid runs are excluded. Missing weeks are not interpolated. Reprocessed corrections refresh calculations without joining report families.
Significance and limitations
Significance combines deterministic stored positioning conditions; it is not a bullishness score or forecast. COT is delayed, cannot reveal motives or paired exposures, and covers only mapped futures contracts.