Free Historical Commitments of Traders Data

As a public service to the trading and research community, Shatterfield has released its historical COT data for analysis and reporting purposes.

The data is presented in two self-extracting .exe files, one for the ASCII CSV files format, and one in the MetaStock/CompuTrac file format. Both should be allowed to extract into the locations defaulted to in the self-extracting system. This will be the same location that the Shatterfield Downloader downloads the data to.

Since this is being provided as a free service, we are unable to offer technical support for these files or for working with them. However, all of the other resources on the Shatterfield website are available.

The data provided is the COT history of current actively traded contracts from 1986 until December 31, 2005.

If using this data in an article or for published research, it should be noted in the article or research that the data is provided courtesy of Shatterfield.

To use the free historical data with Interbank FX MetaTrader 4, download the free self-extracting ASCII data to your desktop. Run the program, and when asked for which folder to unzip to, browse to the folder that your experts folder, then add files, and then COT. Your path should look something like this:

C:\Program Files\Interbank FX Trader 4\experts\files\COT

Then unzip the files.

The data covers the history of the COT from 1986 for what was available, up to the end of 2005.