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Positioning & Flows
Positioning data answers the question price data cannot: who is long, who is short, and how crowded the trade is. For our equity-index contracts (ES/MES, NQ/MNQ, YM, RTY/M2K) the CFTC's Traders in Financial Futures (TFF) report gives weekly dealer / asset-manager / leveraged-fund breakdowns for every one of those contracts individually — including the micros ("MICRO E-MINI S&P 500 INDEX", "MICRO E-MINI NASDAQ-100 INDEX", "MICRO E-MINI RUSSELL 2000 INDX", "MICRO E-MINI DJIA (x$0.5)" all confirmed present in the Socrata TFF dataset on 2026-07-11). For energy and metals, the Disaggregated report covers WTI (the NYMEX contract named "WTI-PHYSICAL", code 067651 — note the similarly named "CRUDE OIL, LIGHT SWEET-WTI" row is the ICE Futures Europe contract, code 067411; corrected as of 2026-07-11), Brent ("BRENT LAST DAY"), GOLD, MICRO GOLD, and SILVER — but a live query on 2026-07-11 found no separate COT entries for MCL, QM, QO, QI, 1OZ, or SIC, so positioning for those contracts must be proxied by the parent full-size contract. All of this is free, machine-readable via a no-auth Socrata API with history to 1986 (legacy), 1995 (legacy futures+options combined), and 2006 (disaggregated/TFF).
The second pillar is exchange-level open interest and dealer-gamma estimates. CME publishes free daily volume/OI reports and two free QuikStrike tools (a COT visualizer and an Open Interest Heatmap showing options OI by strike for the ES/NQ/CL/GC option complexes) behind a free cmegroup.com login; deep history is sales-gated via DataMine. Dealer-positioning/GEX vendors sit on top of the options market: SqueezeMetrics gives away a daily SPX DIX/GEX CSV back to 2011 (verified live), while SpotGamma ($89–$299/mo), Menthor Q ($59–$209/mo, explicitly covering futures), Volland (gated), and Tier1 Alpha via Hedgeye ($49.95/mo) sell intraday dealer-gamma models. Because ES/MES/NQ/MNQ track the same underlying risk as SPX/SPY/QQQ options, SPX-complex gamma metrics are usable proxies even when a vendor doesn't model futures options directly.
The third pillar is fund flows and sentiment surveys as positioning proxies: ETF creations/redemptions for SPY/QQQ/IWM/GLD/SLV/USO (etf.com's free daily tool; sponsor sites publish GLD tonnes-in-trust and SLV ounces-in-trust histories for free), ICI weekly industry flows, FINRA monthly margin debt (a leverage proxy, 1997+), NAAIM manager exposure (note: it goes subscription-only 2026-08-01), AAII retail sentiment, Investors Intelligence advisor sentiment (paid), IG's real-time retail client long/short ratios (free), and institutional surveys like JPMorgan's Treasury client survey (client-only, but headline numbers leak into the press weekly). Commercial heavyweights (EPFR, VandaTrack) exist for daily fund-flow and retail-flow data but are contact-sales institutional products.
Free / official sources
CFTC Commitments of Traders — Socrata API (publicreporting.cftc.gov)
| Field | Value |
|---|---|
| What it is | The CFTC's official public-reporting portal exposing all COT report variants as queryable Socrata datasets (JSON/CSV, SoQL filters) — portal |
| Coverage | TFF covers ES ("E-MINI S&P 500" + "S&P 500 Consolidated"), MES ("MICRO E-MINI S&P 500 INDEX"), NQ ("NASDAQ MINI" + "NASDAQ-100 Consolidated"), MNQ ("MICRO E-MINI NASDAQ-100 INDEX"), YM ("DJIA x $5"), RTY ("RUSSELL E-MINI"), M2K ("MICRO E-MINI RUSSELL 2000 INDX") — all confirmed by live query 2026-07-11. Disaggregated covers WTI ("WTI-PHYSICAL", NYMEX code 067651; the similarly named "CRUDE OIL, LIGHT SWEET-WTI" row is the ICE Futures Europe contract, code 067411 — corrected as of 2026-07-11), Brent ("BRENT LAST DAY", code 06765T), GOLD, MICRO GOLD, SILVER. Gap: no separate entries found for MCL, QM, QO, QI, 1OZ, SIC (live LIKE-queries on contract names, 2026-07-11) — use parent contracts as proxies |
| Granularity | Weekly report (positions as of Tuesday); legacy, disaggregated, TFF, supplemental variants, each in futures-only and futures+options-combined versions |
| History depth | Verified via live min(report_date) queries 2026-07-11: legacy futures-only (6dca-aqww) from 1986-01-15; legacy combined (jun7-fc8e) from 1995-03-21; disaggregated (72hh-3qpy) and TFF (gpe5-46if) from 2006-06-13 |
| Latency / updates | Published Fridays 3:30 PM ET for the prior Tuesday (3-day lag) per CFTC COT page; latest report date 2026-07-07 was live in the API on 2026-07-11 |
| Access method | REST (Socrata SODA API, no auth needed for moderate use; app token raises rate limits), JSON/CSV; verified live 2026-07-11 with unauthenticated queries |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://publicreporting.cftc.gov/ |
| Licensing / redistribution | US government work — public domain; freely storable and redistributable |
| Reliability caveats | 3-day publication lag; Tuesday snapshot misses intra-week swings; classifications (commercial vs non-commercial, dealer vs leveraged) are self-reported and occasionally reclassified; consolidated vs single-exchange rows can double-count if naively summed; micro/e-mini metals & energy contracts absent (see Coverage) |
| Best for | The backbone weekly positioning feature set for every target market, free and API-native — build dealer/asset-manager/leveraged-fund net-position and percentile features directly |
CFTC COT historical compressed files (cftc.gov)
| Field | Value |
|---|---|
| What it is | Annual zipped text/Excel archives of every COT variant on the Historical Compressed page — the bulk-download alternative to the Socrata API |
| Coverage | Same as Socrata datasets (all CFTC-regulated futures/options markets) |
| Granularity | Weekly reports, one zip per year per report variant |
| History depth | Legacy futures-only back to 1986; disaggregated/TFF back to 2006 (page lists per-variant year ranges); spot-checked live 2026-07-11: fut_fin_txt_2024.zip returned HTTP 200, 563,591 bytes |
| Latency / updates | Current-year file updated weekly after each Friday release |
| Access method | Direct HTTP zip download (predictable URLs, e.g. https://www.cftc.gov/files/dea/history/fut_fin_txt_YYYY.zip) |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm |
| Licensing / redistribution | US government work — public domain |
| Reliability caveats | Column layouts differ across variants and vintage years; pre-1995 combined data unavailable; contract-name strings change over time (symbol-mapping work required) |
| Best for | One-shot bulk backfill of 40 years of positioning history before switching to the Socrata API for weekly increments |
CME Group daily volume & open interest reports (web)
| Field | Value |
|---|---|
| What it is | CME's free exchange-published volume and open interest reports: end-of-day preliminary Volume & OI report plus the official next-morning Daily Bulletin; landing page Volume & Open Interest |
| Coverage | All CME/CBOT/NYMEX/COMEX products — every target contract (ES, MES, NQ, MNQ, YM, RTY, M2K, MCL, QM, BZ, 1OZ, QO, QI, SIC) including their options |
| Granularity | Daily totals by product and contract month; Daily Bulletin sections include options volume/OI detail; weekly and monthly aggregates also free per the volume/OI page |
| History depth | Web tools show recent data only; deep history is a paid DataMine product (see Commercial) — exact free lookback Unknown — verify |
| Latency / updates | Preliminary EOD same day; official Daily Bulletin next morning (per page, fetched 2026-07-11) |
| Access method | Web pages + downloadable PDFs/CSVs; no registration mentioned for the basic reports |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://www.cmegroup.com/market-data/volume-open-interest.html |
| Licensing / redistribution | CME market-data terms; internal analytical use fine, redistribution restricted — verify against CME data license |
| Reliability caveats | Preliminary vs final OI can differ; micro contracts' OI is small and noisy; scraping the daily pages requires maintenance as CME reorganizes URLs |
| Best for | Free daily OI-change features (OI up/down with price = flow confirmation) and roll tracking across all 14 target contracts |
CME QuikStrike Commitment of Traders tool
| Field | Value |
|---|---|
| What it is | Free graphical COT visualizer on cmegroup.com (QuikStrike-powered), charting CFTC positioning by trader category over price — tool page |
| Coverage | CME Group benchmark products across asset classes: equity index, energy, metals product groups (covers the parent contracts of all our targets) |
| Granularity | Weekly COT categories: Dealer / Asset Manager / Leveraged / Other for financials; Producer / Swap Dealer / Managed Money / Other for commodities; includes non-reportables |
| History depth | Multi-year charting; exact lookback Unknown — verify |
| Latency / updates | Weekly, after Friday CFTC release |
| Access method | Web tool; requires free CME Group account login (page fetched 2026-07-11: "complementary access" with account) |
| Cost | Free with CME account (as of 2026-07-11) |
| Pricing page | https://www.cmegroup.com/tools-information/quikstrike/commitment-of-traders.html |
| Licensing / redistribution | View-only web tool; no data export license |
| Reliability caveats | Chart-first (no clean API); same underlying CFTC lag/classification caveats |
| Best for | Fast visual sanity-check of COT extremes without building your own charts |
CME QuikStrike Open Interest Heatmap (options OI by strike)
| Field | Value |
|---|---|
| What it is | Free CME tool showing options open interest and volume/OI change by strike, put/call, and expiration as a heatmap — tool page |
| Coverage | "Benchmark products across all CME Group asset classes" (page, fetched 2026-07-11) — ES, NQ, CL, GC, SI options complexes; micro-options coverage Unknown — verify |
| Granularity | Per-strike OI, with 1-day/1-week/1-month change views |
| History depth | Current snapshot + short change windows; no long history export |
| Latency / updates | Daily (EOD OI) |
| Access method | Web tool behind free CME account login ("Log in or create an account to access premium content") |
| Cost | Free with CME account (as of 2026-07-11) |
| Pricing page | https://www.cmegroup.com/tools-information/quikstrike/open-interest-heatmap.html |
| Licensing / redistribution | View-only; scraping likely violates terms — verify |
| Reliability caveats | No API/download; OI is T+1; heatmap covers majors, not necessarily micros |
| Best for | Locating strike-level positioning walls (pin/magnet levels) in ES/NQ/CL/GC options for free — the raw input to DIY gamma estimates |
SqueezeMetrics DIX / GEX daily CSV
| Field | Value |
|---|---|
| What it is | SqueezeMetrics' free daily history of the Dark Index (DIX, dark-pool short-sale-based sentiment) and SPX Gamma Exposure (GEX) — monitor page |
| Coverage | S&P 500 aggregate only (direct proxy for ES/MES; loose proxy for NQ/YM/RTY) |
| Granularity | Daily (date, SPX price, DIX, GEX) |
| History depth | Verified live 2026-07-11: DIX.csv contained 3,820 daily rows from 2011-05-02 through 2026-07-10 |
| Latency / updates | Daily after the close |
| Access method | Direct CSV download (no auth), or interactive chart on the monitor page |
| Cost | Free CSV (as of 2026-07-11); full "Data" subscription (4,500+ stock-level dark-pool + gamma data, API) is $720/month, or $8,640 invoiced annually — no discounts, per plans page fetched 2026-07-11 |
| Pricing page | https://squeezemetrics.com/monitor/plans |
| Licensing / redistribution | Unknown — verify (no license text on the free CSV) |
| Reliability caveats | GEX assumes dealers are long calls/short puts (naive sign convention); SPX-only; methodology is proprietary and unaudited; single-vendor dependency |
| Best for | Free 15-year daily dealer-gamma and dark-pool sentiment features for ES/MES regime models |
Tradingster — free COT dashboard
| Field | Value |
|---|---|
| What it is | Free web dashboard charting CFTC COT reports (legacy + disaggregated/TFF) per market — tradingster.com/cot |
| Coverage | Confirmed 2026-07-11: S&P 500 (standard, E-mini and micro), Nasdaq-100 mini, light sweet crude, gold, silver, plus FX/rates/softs (micro E-mini S&P 500 / Nasdaq-100 / Russell 2000 appear on the full markets list at tradingster.com/cot/futures, not the /cot landing page) |
| Granularity | Weekly COT positions with charts and tables |
| History depth | "Historical data" offered; exact depth Unknown — verify |
| Latency / updates | Weekly after Friday CFTC release |
| Access method | Web pages (no API mentioned) |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://www.tradingster.com/cot |
| Licensing / redistribution | Site content — do not scrape/redistribute; underlying data is public-domain CFTC |
| Reliability caveats | Third-party repackaging of CFTC data — verify against source; ad-supported site, longevity risk |
| Best for | Quick zero-setup COT lookups including the micro E-mini contracts |
Barchart — free COT charts
| Field | Value |
|---|---|
| What it is | Barchart's free Commitment of Traders chart pages per futures market — barchart.com/futures/commitment-of-traders |
| Coverage | Major futures incl. ES, crude, gold (confirmed on page 2026-07-11); legacy categories (commercial / non-commercial / non-reportable) |
| Granularity | Weekly net positions overlaid on price |
| History depth | Multi-year charts; exact depth Unknown — verify |
| Latency / updates | Weekly, updated after Friday CFTC release |
| Access method | Web charts; Barchart also sells API access separately (paid, Barchart OnDemand) |
| Cost | Free for the COT charts (as of 2026-07-11); Premier/Plus memberships exist for other features |
| Pricing page | https://www.barchart.com/futures/commitment-of-traders |
| Licensing / redistribution | View-only; scraping against ToS |
| Reliability caveats | Legacy-format only on free charts (no TFF breakout); repackaged CFTC data |
| Best for | Free COT-vs-price visual context alongside Barchart's other futures pages |
Hedgopia — free weekly COT analysis blog
| Field | Value |
|---|---|
| What it is | Long-running free blog publishing weekly "COT: peek into future through futures" analysis with charts — hedgopia.com/cot |
| Coverage | Historically covers E-mini S&P 500, Nasdaq (mini), Russell 2000 mini, VIX, crude, gold, and more (S&P 500 e-mini + VIX analysis confirmed on a fetched post 2026-07-11; current cadence Unknown — verify) |
| Granularity | Weekly narrative + charts of non-commercial net positions |
| History depth | Blog archive back to ~2014 |
| Latency / updates | Weekly (post-CFTC-release); verify still active |
| Access method | Web/blog, RSS |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://hedgopia.com/cot/ |
| Licensing / redistribution | Blog content — quote with attribution only |
| Reliability caveats | Opinion/analysis, not raw data; single-author blog with continuity risk |
| Best for | Free human-curated interpretation of speculative positioning extremes in our exact index contracts |
NAAIM Exposure Index
| Field | Value |
|---|---|
| What it is | Weekly survey of NAAIM member active managers' average US equity exposure (−200% to +200%) — index page |
| Coverage | US equity market aggregate (proxy for ES/MES/NQ/MNQ/YM/RTY positioning by active advisors) |
| Granularity | Weekly single number (plus quartiles/deviation on page) |
| History depth | Since inception (July 2006) via Excel download on the page |
| Latency / updates | Surveyed Wednesdays, published Thursdays |
| Access method | Web page + Excel download |
| Cost | Free today, but the page states: "Effective August 1, 2026, the NAAIM Exposure Index will transition to a subscription-based access model" (fetched 2026-07-11); post-transition price Unknown — verify |
| Pricing page | https://www.naaim.org/programs/naaim-exposure-index/ |
| Licensing / redistribution | Unknown — verify (likely personal use; subscription terms coming) |
| Reliability caveats | Small, self-selected manager sample; composite of heterogeneous strategies; NAAIM itself cautions against over-reading a single number |
| Best for | Weekly contrarian/confirmation positioning gauge for the equity-index legs — download the full history before the 2026-08-01 paywall |
AAII Investor Sentiment Survey
| Field | Value |
|---|---|
| What it is | The classic weekly retail-investor bull/neutral/bear survey run by the American Association of Individual Investors — survey page |
| Coverage | US stock-market sentiment aggregate (proxy for equity-index legs) |
| Granularity | Weekly %bullish/%neutral/%bearish + spread |
| History depth | Survey runs since 1987 (verify on page — aaii.com blocked automated clients on 2026-07-11); past results page is public; the historical spreadsheet aaii.com/files/surveys/sentiment.xls returned HTTP 403 to curl on 2026-07-11 (bot-block or member-gated — verify with a browser) |
| Latency / updates | Weekly, results published Thursdays |
| Access method | Web page (free latest readings); historical spreadsheet download (membership may be required); also mirrored on charting sites e.g. MacroMicro |
| Cost | Latest readings free; AAII membership promo "starts at $2" per benefits page (unverified — page returns HTTP 403 to automated clients as of 2026-07-11; search-indexed titles show both "$1" and "$2" intro offers); full-history file access Unknown — verify |
| Pricing page | https://www.aaii.com/membership/benefits?id=3 |
| Licensing / redistribution | "For individual use" — no redistribution |
| Reliability caveats | Small self-selected retail sample; famous mostly as a contrarian indicator at extremes; weekly noise is high |
| Best for | Long (1987+) weekly retail-sentiment percentile features for ES/NQ mean-reversion filters |
ICI weekly combined fund flows
| Field | Value |
|---|---|
| What it is | Investment Company Institute's weekly "Combined Estimated Long-Term Flows and ETF Net Issuance" industry statistics — release page |
| Coverage | US mutual fund + ETF industry totals by asset class (domestic equity, world equity, bond, hybrid, commodity) — macro flow context for all target markets |
| Granularity | Weekly aggregate $ flows by category |
| History depth | Multi-year on-site archives; deeper history in downloadable data (exact depth Unknown — verify) |
| Latency / updates | Weekly, ~1-week lag (e.g. week ended 2026-07-01 published 2026-07-08 per PRNewswire release) |
| Access method | Web release + XLS downloads |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://www.ici.org/research/stats/combined_flows |
| Licensing / redistribution | ICI copyright; cite with attribution; bulk redistribution Unknown — verify |
| Reliability caveats | Estimates (~98% asset coverage) revised in monthly "trends" releases; category-level only — no per-fund detail |
| Best for | Weekly risk-appetite context: domestic-equity fund flows vs ES/NQ, commodity-fund flows vs gold/silver/oil legs |
etf.com Fund Flows tool
| Field | Value |
|---|---|
| What it is | Free web tool for per-ETF creation/redemption flows over custom date ranges — ETF Fund Flows tool |
| Coverage | All US-listed ETFs incl. SPY/QQQ/IWM (equity legs), GLD/SLV (metals legs), USO/BNO (energy legs) |
| Granularity | Daily/weekly/monthly flows per ticker, issuer, or asset class (per etf.com's guide) |
| History depth | Custom date ranges; maximum lookback Unknown — verify (site returned HTTP 403 to non-browser fetch on 2026-07-11) |
| Latency / updates | "Flow data is free and updated daily" per the guide |
| Access method | Web tool (browser); no public API; bot-blocked (403) for automated fetch — scraping impractical |
| Cost | Free (as of 2026-07-11, per etf.com guide; tool page itself not directly fetchable on 2026-07-11) |
| Pricing page | https://www.etf.com/etfanalytics/etf-fund-flows-tool |
| Licensing / redistribution | Site terms; view-only |
| Reliability caveats | Flow ≠ investor sentiment 1:1 (AP arbitrage mechanics); daily numbers can lag creation-unit settlement; automation blocked |
| Best for | Free daily proxy-flow checks: SPY/QQQ/IWM flows for index legs, GLD/SLV/USO for metals/energy legs |
ETF sponsor holdings data — GLD tonnes / SLV ounces (and USO holdings)
| Field | Value |
|---|---|
| What it is | The fund sponsors' own daily datasets: SPDR Gold Shares publishes a full historical archive (XLSX) of GLD NAV/tonnes/shares; iShares' SLV page shows ounces-in-trust and shares outstanding with an Excel "Data Download" |
| Coverage | GLD (gold — proxy flows for 1OZ/QO), SLV (silver — QI/SIC), USO (WTI — MCL/QM) via uscfinvestments.com/uso (USO holdings page not verified as of 2026-07-11 — verify) |
| Granularity | Daily NAV, metal held in trust, shares outstanding (share-count change = creation/redemption flow) |
| History depth | GLD archive from fund inception 2004-11-18 (per page, fetched 2026-07-11); SLV download depth Unknown — verify |
| Latency / updates | Daily EOD |
| Access method | XLSX/Excel downloads from sponsor sites (no auth) |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://www.spdrgoldshares.com/usa/historical-data/ |
| Licensing / redistribution | Sponsor site terms; personal/analytical use |
| Reliability caveats | ETF flows reflect ETF-specific mechanics (lease rates, AP arbitrage), not futures positioning directly; USO holds futures and its roll schedule distorts comparisons |
| Best for | Clean, free, daily physical-ETF flow series — a strong gold/silver positioning proxy where COT misses our micro/e-mini metals contracts |
FINRA margin statistics
| Field | Value |
|---|---|
| What it is | Monthly aggregate margin-account debit balances and free credit balances across all FINRA member firms — margin statistics page |
| Coverage | US securities-market-wide leverage (proxy for aggregate risk appetite affecting ES/NQ/RTY) |
| Granularity | Monthly: total debit balances in margin accounts; free credit balances in cash and margin accounts |
| History depth | January 1997 to present, Excel download (page fetched 2026-07-11) |
| Latency / updates | Published "on the third week of the month following the reference month" (~7-week effective lag) |
| Access method | Web page + Excel download |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://www.finra.org/rules-guidance/key-topics/margin-accounts/margin-statistics |
| Licensing / redistribution | Public regulatory data; attribution |
| Reliability caveats | Big lag; aggregate only; structural growth means levels need detrending (YoY change is the usable signal) |
| Best for | Slow-moving leverage-cycle features for regime models on the equity-index legs |
IG Client Sentiment (retail long/short ratios)
| Field | Value |
|---|---|
| What it is | IG's real-time percentage of its retail CFD clients long vs short each market — explainer (formerly surfaced via DailyFX, which now redirects to IG) |
| Coverage | 18,000+ markets incl. index CFDs (US 500 → ES/MES, US Tech 100 → NQ/MNQ, Wall Street → YM), oil, gold, silver — exact ticker list on platform |
| Granularity | % long vs % short, position counts; updates "continuously as positions open and close" |
| History depth | Snapshot on public pages; historical series only inside the IG platform — Unknown — verify |
| Latency / updates | Real-time on platform pages |
| Access method | Web pages / IG platform (free account may be needed for full detail); no official public API |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://www.ig.com/uk/trading-strategies/_how-to-trade-using-ig-client-sentiment-240912 |
| Licensing / redistribution | IG site terms; view-only |
| Reliability caveats | IG's CFD client base ≠ futures market participants; classic contrarian indicator; DailyFX URL migration broke old endpoints (dailyfx.com/sentiment redirect to ig.com (unverified) — dailyfx.com returned HTTP 403 bot-block with no observable redirect on 2026-07-11) |
| Best for | Free real-time retail positioning fade signals on index/energy/metal proxies |
CNN Fear & Greed Index
| Field | Value |
|---|---|
| What it is | CNN's composite 0–100 sentiment index (7 inputs incl. put/call, breadth, junk-bond demand) — page |
| Coverage | US equity market aggregate (ES/NQ context) |
| Granularity | Daily composite + component readings |
| History depth | ~3y chart on page; full history not officially downloadable |
| Latency / updates | Intraday updates |
| Access method | Web page; the underlying JSON endpoint (production.dataviz.cnn.io/index/fearandgreed/graphdata) returned HTTP 418 "You're a bot" to curl on 2026-07-11 — browser-only |
| Cost | Free (as of 2026-07-11) |
| Pricing page | https://www.cnn.com/markets/fear-and-greed |
| Licensing / redistribution | CNN content — no redistribution; endpoint unofficial |
| Reliability caveats | Composite methodology opaque and revised; components sourced from other free data you could compute directly |
| Best for | Quick free sentiment context; low priority vs computing components in-house |
Nasdaq Data Link (ex-Quandl) CFTC database
| Field | Value |
|---|---|
| What it is | Nasdaq Data Link's structured mirror of CFTC COT reports as per-market time series with API access — example dataset page |
| Coverage | CFTC-reported markets (same universe as official COT) |
| Granularity | Weekly |
| History depth | Mirrors CFTC history — Unknown — verify per series |
| Latency / updates | Weekly; current maintenance status Unknown — verify (data.nasdaq.com served Incapsula bot-block pages to both API and web requests on 2026-07-11, so freshness could not be confirmed) |
| Access method | REST API (free API key), Python client, CSV/JSON |
| Cost | Free tier with API key historically (as of 2026-07-11 unverified — site bot-blocked); premium datasets separate |
| Pricing page | https://data.nasdaq.com/databases/CFTC (returned 404 via fetch 2026-07-11 — verify current catalog URL) |
| Licensing / redistribution | Public-domain underlying data; NDL API terms restrict redistribution of their formatted feed |
| Reliability caveats | Catalog reorganizations have broken CFTC dataset URLs; community reports of stale series post-Quandl migration; prefer the CFTC Socrata API as source of truth |
| Best for | Convenience only — skip unless you already use NDL; the official Socrata API is strictly better here |
Commercial sources
SpotGamma
| Field | Value |
|---|---|
| What it is | Leading retail/pro dealer-gamma analytics: SPX/SPY/QQQ/IWM gamma levels, HIRO real-time options-flow impact, TRACE gamma surfaces — pricing page |
| Coverage | US index/equity options (SPX complex → ES/MES, NQ proxies via QQQ, IWM → RTY/M2K); Alpha tier is marketed to "futures traders"; direct futures-options (ES/CL/GC) gamma modeling Unknown — verify |
| Granularity | Daily levels + real-time (HIRO) intraday flow; TRACE strike-level gamma maps |
| History depth | Subscriber dashboards; no bulk historical export on standard tiers — Unknown — verify |
| Latency / updates | Daily pre-market notes; real-time intraday tools on Alpha |
| Access method | Web dashboard; API only at institutional level — verify |
| Cost | Verified live 2026-07-11: Standard $89/mo ($67/mo annual), Essential $99/mo ($74/mo annual), Alpha $299/mo ($224/mo annual = $2,691/yr), Institutional from $1,999/mo |
| Pricing page | https://spotgamma.com/subscribe-to-spotgamma/ |
| Licensing / redistribution | Personal subscription; no redistribution; institutional licenses for desks |
| Reliability caveats | Proprietary dealer-positioning assumptions (sign conventions debated); SPX-complex-centric — energy/metals coverage thin |
| Best for | Best-in-class equity-index dealer-gamma levels for ES/NQ day-trading context, if budget allows Alpha |
Menthor Q
| Field | Value |
|---|---|
| What it is | Options-positioning analytics (gamma levels, net GEX, Q-Score models) with explicit futures coverage, plus integrations (TradingView/NinjaTrader etc.) — pricing |
| Coverage | "Stocks, ETFs, Indices, Crypto and Futures" (pricing page 2026-07-11); markets to confirm per-contract: ES/NQ/CL/GC level maps — verify exact futures list |
| Granularity | Daily key levels + intraday model updates; 20+ models on Premium |
| History depth | Dashboard-based; historical model exports Unknown — verify |
| Latency / updates | Daily + intraday refreshes |
| Access method | Web dashboard + platform integrations (10+ integrations per pricing page) |
| Cost | Verified live 2026-07-11: Premium $59/mo (listed as discounted from $129 with code), Pro $209/mo (from $349); 7-day money-back guarantee |
| Pricing page | https://menthorq.com/pricing/ |
| Licensing / redistribution | Personal subscription; no redistribution |
| Reliability caveats | Perpetual "discount" pricing makes true price ambiguous; models proprietary; younger firm than SpotGamma |
| Best for | Cheapest credible dealer-gamma levels that explicitly cover futures contracts (ES/NQ/CL/GC) rather than only the SPX complex |
Volland (Wizard of Ops)
| Field | Value |
|---|---|
| What it is | Options dealer positioning dashboard (aggregate greeks exposure — charm/vanna/gamma — from OPRA + estimates) — vol.land (user guide PDF) |
| Coverage | US listed options: SPX/SPY/QQQ/IWM etc. (index proxies for ES/NQ/RTY); futures-options coverage Unknown — verify |
| Granularity | Tiered by update frequency: Basic (1×/day EOD), Volland 3 (3×/day), Volland 30 (every 30 min), Volland Live (every 5 min) — four tiers per the user guide (verified 2026-07-11) |
| History depth | Dashboard lookback Unknown — verify |
| Latency / updates | Per tier (EOD / 3×day / 30-min / 5-min) |
| Access method | Web dashboard; Stripe monthly billing per user guide (the guide lists no real-time/brokerage add-on fee — verified 2026-07-11) |
| Cost | Published in the June 2024 user guide (fetched live 2026-07-11): Basic $150/mo, Volland 3 $250/mo, Volland 30 $400/mo, Volland Live $1,000/mo — guide is dated Jun 2024, confirm at sign-up; vol.land homepage returned HTTP 200 to curl but 403 to some automated fetchers on 2026-07-11; partner discounts exist via ORATS |
| Pricing page | https://vol.land/ |
| Licensing / redistribution | Personal subscription; no redistribution |
| Reliability caveats | Small shop; positioning inferred from flow-classification heuristics; SPX-centric |
| Best for | Vanna/charm-level dealer-positioning detail beyond simple GEX for index legs |
Tier1 Alpha — Market Situation Report (via Hedgeye)
| Field | Value |
|---|---|
| What it is | Daily systematic-flows research: dealer gamma models, vol-control fund flow estimates, leveraged-ETF rebalance flows, CTA-adjacent mechanics — sold as Market Situation Report on Hedgeye; firm site tier1alpha.com |
| Coverage | US equity index complex (ES/MES/NQ/MNQ context); implied-vol ranges across assets |
| Granularity | Daily newsletter + weekly webcast; gamma-derived trading ranges |
| History depth | Research archive for subscribers; model data exports Unknown — verify |
| Latency / updates | Daily pre-market |
| Access method | Email newsletter + Hedgeye web portal |
| Cost | Verified live 2026-07-11: $49.95/mo or $449/yr (list $599.40) |
| Pricing page | https://accounts.hedgeye.com/products/market_situation_report/972!973 |
| Licensing / redistribution | Personal research subscription; no redistribution |
| Reliability caveats | Narrative research, not raw data feed; vol-control/CTA flow estimates are model outputs with wide error bars |
| Best for | Cheap daily institutional-style flow narrative (vol-control + gamma + leveraged-ETF flows) for the equity-index legs |
Unusual Whales
| Field | Value |
|---|---|
| What it is | Options flow/dark-pool platform with GEX and OI analytics — unusualwhales.com |
| Coverage | US equities/ETF/index options (SPX/SPY/QQQ/IWM proxies); no futures options |
| Granularity | Real-time flow; strike-level OI/GEX charts |
| History depth | Unknown — verify |
| Latency / updates | Real-time |
| Access method | Web app + API add-on (pricing?product=api) |
| Cost | Contact/verify — pricing page did not render content to automated fetch on 2026-07-11 (JS-gated); commonly reported around $48/mo for options-flow tier (unofficial) |
| Pricing page | https://unusualwhales.com/pricing |
| Licensing / redistribution | Personal; API tier has its own terms |
| Reliability caveats | Retail-oriented; GEX methodology proprietary; equity-options only |
| Best for | Budget alternative for SPX-complex GEX + flow alerts if SpotGamma is too costly |
COTbase
| Field | Value |
|---|---|
| What it is | COT-specialist charting platform (all report types, analysis indices, NinjaTrader/TradingView indicators) — pricing |
| Coverage | All CFTC COT markets (Classic, Disaggregated, TFF, CIT report types per pricing page) |
| Granularity | Weekly COT + derived indices; iCOT intraday indicator product |
| History depth | Free tier: 1 year; Premium: "all COT history on the web" |
| Latency / updates | Weekly after CFTC release |
| Access method | Web charts; NinjaTrader/TradingView integrations on Pro/iCOT |
| Cost | Verified live 2026-07-11: Free tier (1-yr history, classic reports); Premium $19.99/mo ($14/mo annual); Pro $99/mo ($83/mo annual); iCOT $99/mo |
| Pricing page | https://cotbase.com/pricing |
| Licensing / redistribution | Personal subscription |
| Reliability caveats | Repackaged public data — you pay for convenience/indicators; small vendor |
| Best for | Ready-made COT analysis indices and platform-native COT indicators without building your own pipeline |
CME DataMine (historical volume/OI, Daily Bulletin, settlements)
| Field | Value |
|---|---|
| What it is | CME's self-service historical data store (50+ datasets, 5,000+ products, back to 1972) incl. EOD settlements, volume/OI and bulletin-type datasets — DataMine page |
| Coverage | All CME Group exchanges — every target contract and its options |
| Granularity | Daily EOD summaries up to full MBO/PCAP (other categories cover tick data; here relevant: daily OI/volume/settlement files) |
| History depth | "Back to 1972" (page, fetched 2026-07-11); per-dataset depth varies |
| Latency / updates | Historical (T+1 and older) |
| Access method | Web self-service + API/S3 delivery |
| Cost | Contact sales — no prices published on page (fetched 2026-07-11); orders are subscription or one-time custom (CMEDataSales@cmegroup.com) |
| Pricing page | https://www.cmegroup.com/market-data/datamine-historical-data.html |
| Licensing / redistribution | CME Information License required for storage/derived-works at scale; fees vary by use |
| Reliability caveats | Costs escalate quickly; overkill if you only need daily OI (free web reports may suffice) |
| Best for | Authoritative historical daily OI/settlement backfill for all 14 contracts when the free web reports' lookback runs out |
EPFR (ISI Markets)
| Field | Value |
|---|---|
| What it is | Institutional fund-flow and allocation data across 150k+ funds globally — epfr.com |
| Coverage | Equity/bond/commodity fund flows by country/sector/style — the institutional-grade version of ICI/etf.com flows for all target markets |
| Granularity | Daily/weekly/monthly fund flows and allocations |
| History depth | Multi-decade (varies by series) — Unknown — verify |
| Latency / updates | Daily and weekly feeds |
| Access method | Feeds/API/terminal via ISI Markets |
| Cost | Contact sales (as of 2026-07-11); unofficial: Informa investor materials cite contract sizes "$10–650k+ per annum" (Informa EPFR deck, unofficial) |
| Pricing page | https://epfr.com/ |
| Licensing / redistribution | Institutional license; strict redistribution limits |
| Reliability caveats | Priced far beyond retail budgets; survey/reporting coverage biases by region |
| Best for | Only relevant at institutional budget; otherwise use ICI + etf.com free flows |
Vanda Research — VandaTrack
| Field | Value |
|---|---|
| What it is | Intraday US retail-investor net-flow data for 12,000+ stocks/ETFs with API — product page |
| Coverage | US equities/ETFs incl. SPY/QQQ/IWM/GLD/SLV/USO (retail-flow proxies for all target legs) |
| Granularity | Live 10-minute updates; daily aggregates |
| History depth | Unknown — verify (multi-year per marketing) |
| Latency / updates | Intraday (10-min) |
| Access method | Platform, Excel plug-in, API/bulk download |
| Cost | Contact sales via "Request Access" / "Get in touch" form (as of 2026-07-11 the product page shows no sales@vanda.com address and no free-trial offer (unverified)); no public prices |
| Pricing page | https://vanda.com/product/vandatrack |
| Licensing / redistribution | Institutional subscription terms |
| Reliability caveats | Retail-flow attribution is model-based (order-flow inference), not broker-reported |
| Best for | Institutional-budget retail-flow signal; the press-cited standard for "retail bought the dip" quantification |
Investors Intelligence — US Advisors Sentiment
| Field | Value |
|---|---|
| What it is | Weekly survey (since 1963) classifying ~100+ newsletter advisors as bulls/bears/correction — the classic bull/bear ratio (login/product page) |
| Coverage | US equity market aggregate (ES/NQ context) |
| Granularity | Weekly %bulls, %bears, %correction, bull/bear ratio |
| History depth | Since 1963-64 per secondary sources (QTR Capital explainer) — verify with vendor |
| Latency / updates | Weekly (Wednesday publication historically) |
| Access method | Subscription web/report; login-gated (page fetched 2026-07-11 shows login wall only); weekly headline numbers appear in free secondary charts (e.g. Yardeni) |
| Cost | Contact sales / subscription-gated — no public pricing found (as of 2026-07-11) |
| Pricing page | https://www.investorsintelligence.com/x/us_advisors_sentiment.html |
| Licensing / redistribution | Subscription content; headline values widely quoted with attribution |
| Reliability caveats | Newsletter-writer sample skews older/technical; methodology hand-classified |
| Best for | Longest-running (60+ yr) advisor-sentiment percentile series if you need pre-1987 sentiment history; else AAII/NAAIM cover the need free |
JPMorgan US Treasury Client Survey (access-reality entry)
| Field | Value |
|---|---|
| What it is | JPMorgan's weekly survey of its Treasury clients' net long/short/neutral positioning (All Clients and Active Clients) — a widely-watched rates-positioning gauge that spills into equity/metals macro context |
| Coverage | US Treasuries (macro context for equity-index and gold legs; not our contracts directly) |
| Granularity | Weekly % long / % short / % neutral, net |
| History depth | Decades internally; public archive nonexistent — only press citations |
| Latency / updates | Weekly (typically Tuesday publication, reported same week by newswires) |
| Access method | Client-only: distributed through J.P. Morgan Markets research portal to institutional clients. Non-clients see headline numbers via press coverage (e.g. Investing.com report) and chart mirrors on MacroMicro — verify series availability there |
| Cost | Not purchasable standalone; bundled with J.P. Morgan institutional research access (Contact sales / relationship-gated, as of 2026-07-11) |
| Pricing page | https://www.jpmorgan.com/markets |
| Licensing / redistribution | Client research — no redistribution |
| Reliability caveats | Survey of JPM's own client base; weekly headline is coarse; second-hand press numbers can lag or truncate detail |
| Best for | Macro-rates positioning color only; treat as unavailable for systematic pipelines — use CFTC TFF on treasury futures instead |
Summary table
| Source | Free tier? | Entry cost | Best for |
|---|---|---|---|
| CFTC COT Socrata API | Yes (fully) | Free | Weekly positioning backbone, all report types, 1986+ |
| CFTC historical zips | Yes (fully) | Free | Bulk 40-yr COT backfill |
| CME volume/OI web reports | Yes | Free | Daily OI change for all 14 contracts |
| CME QuikStrike COT tool | Yes (free account) | Free | Visual COT sanity checks |
| CME QuikStrike OI Heatmap | Yes (free account) | Free | Options OI by strike (ES/NQ/CL/GC) |
| SqueezeMetrics DIX/GEX | Yes (daily CSV 2011+) | $720/mo for full data | Free daily SPX dealer-gamma + dark-pool series |
| Tradingster | Yes (fully) | Free | Zero-setup COT charts incl. micros |
| Barchart COT | Yes | Free | COT-vs-price charts |
| Hedgopia | Yes | Free | Curated weekly COT commentary |
| NAAIM Exposure Index | Yes (until 2026-08-01) | Subscription TBD after 2026-08-01 | Active-manager equity exposure, 2006+ |
| AAII Sentiment Survey | Yes (latest readings) | ~$1–$2 promo membership (unverified) | Retail sentiment percentiles, 1987+ |
| ICI weekly flows | Yes (fully) | Free | Industry-level weekly fund flows |
| etf.com Fund Flows tool | Yes | Free | Daily SPY/QQQ/IWM/GLD/SLV/USO flows |
| GLD/SLV sponsor data | Yes (fully) | Free | Daily metal-in-trust flow proxies |
| FINRA margin statistics | Yes (fully) | Free | Leverage cycle, 1997+ |
| IG Client Sentiment | Yes | Free | Real-time retail long/short fade signals |
| CNN Fear & Greed | Yes (web only) | Free | Quick sentiment context |
| Nasdaq Data Link CFTC | Historically yes | Free API key (status unverified) | Skip — use CFTC Socrata instead |
| SpotGamma | No | $89–$299/mo (Institutional $1,999+/mo) | Premier SPX-complex dealer-gamma for ES/NQ |
| Menthor Q | No | $59/mo (Premium, discounted) | Cheapest gamma levels covering futures directly |
| Volland | No | $150–$1,000/mo per Jun-2024 user guide (as of 2026-07-11) | Vanna/charm dealer-positioning detail |
| Tier1 Alpha (Hedgeye MSR) | No | $49.95/mo or $449/yr | Daily vol-control/gamma flow narrative |
| Unusual Whales | No | ~$48/mo (unofficial) | Budget GEX + options flow |
| COTbase | Yes (1-yr history) | $19.99/mo Premium | COT indicators in NinjaTrader/TradingView |
| CME DataMine | No | Contact sales | Deep historical OI/settlement backfill |
| EPFR | No | Contact sales ($10–650k/yr unofficial) | Institutional fund flows |
| VandaTrack | No (trial offer unverified) | Contact sales | Intraday retail-flow data |
| Investors Intelligence | No | Contact sales | 60-yr advisor sentiment history |
| JPM Treasury Client Survey | Press headlines only | Client-only | Not practically accessible — use CFTC TFF |