For current data the name of the file did not change
For previous data (historical) the only thing that probably changed is that they are in packed (zipped file) and that the name of the file in it is annual.txt now but is available in excel format too (as far as COT data for forex is concerned the usual source is the
Futures Only Reports, so those are the ones I am talking about)
For the structure it is probably best to download the excel file version with all the field names within it (historical data in both formats down-loadable from here :
Historical Commitments of Traders Reports Compressed current data is here
http://www.cftc.gov/dea/newcot/deafut.txt )
Quote:
Originally Posted by RexTrayn
I'm writing a windows program to read the deafut.txt file and maybe the deacom.txt file.
Also I've heard that the files may have been changed. New file names are F_disagg.txt and deacit.txt.
I need to know if this is true, also I need to know what changes may have been made to these files, and also,
Can anyone tell me the names of the columns if I were to open these txt files in a excel spread sheet?
I can tell what some columns are, (dates for example) but all the numbers look alike to me.
Rex
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