COTspm: Barron's Commitments of Traders.

Description Usage Format

Description

A dataset containing open position on S&P 500 (E-mini)

Usage

1

Format

A data frame with n rows and 8 columns:

date

date

largeSlong

Large Speculators Long Position for S&P500 (E-mini)

largeSshort

Large Speculators Short Position for S&P500 (E-mini)

commHlong

Commercial Hedger Long Position for S&P500 (E-mini)

commHshort

Commercial Hedger Short Position for S&P500 (E-mini)

smallTlong

Small Trader Long Position for S&P500 (E-mini)

smallTshort

Small Trader Short Position for S&P500 (E-mini)

openPosition

Total Open Position for S&P500 (E-mini)


mariope/barronsCOT documentation built on May 21, 2017, 6:49 p.m.