v5

OpenAPI 3.1.0Proprietary2026-08-031,5423,1505.5 MB

Hedge Fund Intelligence

Net positioning extremes (5-year percentile rank)

Hedge fund / speculator net positioning extremes across 200+ active futures contracts. Returns top N markets ranked by 5-year percentile-rank deviation from the median (50). Use to find crowded long/short trades that are contrarian reversal candidates. Picks the relevant trader category per report type: legacy=non-commercial, disaggregated=managed money, tff=leveraged funds, cit=commodity index traders. Defaults to TFF (financial futures, hedge fund leveraged-funds line). Cache TTL 24h - heavy single-query batch over 5 years of weekly data.

get/api/v1/cot/extremes

Query parameters

report_typestring

Report type: legacy / disaggregated / tff / cit

lookback_weeksinteger

History window in weeks (260 = 5 years, default)

limitinteger

Max contracts to return

Response

Top markets by absolute deviation of net positioning percentile-rank from 50, with 4-week and 13-week net change.

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