---
title: "Weekly Commitments of Traders (COT) positioning reports for a futures contract, newest first."
method: GET
path: "/v1/cftc/contracts/{marketCode}/positions"
tags: ["Cftc"]
---

# Weekly Commitments of Traders (COT) positioning reports for a futures contract, newest first.

`GET /v1/cftc/contracts/{marketCode}/positions`

## Request

- Base URL: `https://api.equibles.com`
- URL: `https://api.equibles.com/v1/cftc/contracts/{marketCode}/positions`
- Auth: HTTP bearer
- TypeScript: <https://skmtc.dev/equibles/apis/equibles-api/docs/v1/cftc/contracts/:marketCode/positions/get.ts> (a function with typed inputs; its response is checked against the schema)

## Path parameters

- `marketCode` string, required

## Query parameters

- `startDate` string, date
- `endDate` string, date
- `limit` integer
- `offset` integer

## Response `200`

OK

- CftcPositionDtoPagedResponse
  - `listingNotice` ListingNotice: What happened to a requested ticker that no longer trades. "delisted": the company has no current US listing, so the answer is its history. "renamed": the company now trades as successorTicker, its current US presentation ticker (possibly another share class). A listed series (short volume, short interest, off-exchange volume, fails-to-deliver, congressional trades) is the retired ticker's own; a company-level read is the company's data.
    - `status` string, nullable: "delisted" or "renamed".
    - `ticker` string, nullable: The retired ticker as listed.
    - `delistedOn` string, date, nullable: The day the retired listing stopped trading, when known.
    - `successorTicker` string, nullable: For "renamed", the company's current US presentation ticker; null for "delisted".
  - `data` CftcPositionDto[], nullable
    - `reportDate` string, date: The Tuesday the positions are as of.
    - `openInterest` integer: Total open interest, in contracts.
    - `commLong` integer: Commercial (hedger) long positions, in contracts.
    - `commShort` integer: Commercial (hedger) short positions, in contracts.
    - `nonCommLong` integer: Non-commercial (large speculator) long positions, in contracts.
    - `nonCommShort` integer: Non-commercial (large speculator) short positions, in contracts.
    - `nonCommSpreads` integer: Non-commercial spread positions, in contracts.
  - `meta` PageMeta
    - `limit` integer
    - `offset` integer
    - `count` integer
    - `hasMore` boolean
    - `total` integer, nullable

## Other responses

- `400`: Bad Request
- `404`: Not Found

---

[API](https://skmtc.dev/equibles/apis/equibles-api.md) - [All operations](https://skmtc.dev/equibles/apis/equibles-api/llms.txt) - [OpenAPI document](https://skmtc.dev/equibles/apis/equibles-api/revisions/879ad16326ad?raw)