Properties
| Name | Type | Description |
|---|---|---|
| currency | string | |
| instrument | string | |
| report | object | |
| report_name | object | |
| report_dataset_id | object | |
| available_reports | object | |
| source | string | |
| source_url | string | |
| provenance | object | |
| fx_overlay | object | |
| start_date | string | |
| end_date | string | |
| latest_available_date | object | |
| latest_available_announcement_datetime | object | |
| expected_next_release | object | |
| expected_next_release_epoch | object | |
| last_sync_status | string | |
| last_sync_datetime | object | |
| data_lag_days | object | |
| next_expected_cftc_report_date | object | |
| next_expected_cftc_release_date | object | |
| expected_next_release_holiday_adjusted | object | |
| expected_next_release_source | object | |
| expected_next_release_source_url | object | |
| expected_next_release_schedule_storage | object | |
| expected_next_release_schedule_last_updated | object | |
| requested_window_has_data | object | |
| requested_window_latest_date | object | |
| requested_window_includes_latest_available | object | |
| page_includes_latest_available | object | |
| last_updated | object | |
| data_quality | object | |
| pagination | object | |
| data | array |
JSON Schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "https://raw.githubusercontent.com/api-evangelist/fxmacrodata/main/json-schema/fxmacrodata-cotresponse-schema.json",
"title": "COTResponse",
"x-generated": "2026-10-18",
"x-method": "derived",
"x-generator": "derive-json-schema.py",
"x-source": "openapi/fxmacrodata-openapi.json#/components/schemas/COTResponse",
"properties": {
"currency": {
"type": "string",
"title": "Currency"
},
"instrument": {
"type": "string",
"title": "Instrument"
},
"report": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Report"
},
"report_name": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Report Name"
},
"report_dataset_id": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Report Dataset Id"
},
"available_reports": {
"anyOf": [
{
"items": {
"type": "string"
},
"type": "array"
},
{
"type": "null"
}
],
"title": "Available Reports"
},
"source": {
"type": "string",
"title": "Source"
},
"source_url": {
"type": "string",
"title": "Source Url"
},
"provenance": {
"$ref": "#/$defs/COTProvenance"
},
"fx_overlay": {
"$ref": "#/$defs/COTFXOverlay"
},
"start_date": {
"type": "string",
"title": "Start Date"
},
"end_date": {
"type": "string",
"title": "End Date"
},
"latest_available_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Latest Available Date"
},
"latest_available_announcement_datetime": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Latest Available Announcement Datetime"
},
"expected_next_release": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Expected Next Release"
},
"expected_next_release_epoch": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Expected Next Release Epoch"
},
"last_sync_status": {
"type": "string",
"title": "Last Sync Status"
},
"last_sync_datetime": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Last Sync Datetime"
},
"data_lag_days": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Data Lag Days"
},
"next_expected_cftc_report_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Next Expected Cftc Report Date"
},
"next_expected_cftc_release_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Next Expected Cftc Release Date"
},
"expected_next_release_holiday_adjusted": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"title": "Expected Next Release Holiday Adjusted"
},
"expected_next_release_source": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Expected Next Release Source"
},
"expected_next_release_source_url": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Expected Next Release Source Url"
},
"expected_next_release_schedule_storage": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Expected Next Release Schedule Storage"
},
"expected_next_release_schedule_last_updated": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Expected Next Release Schedule Last Updated"
},
"requested_window_has_data": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"title": "Requested Window Has Data"
},
"requested_window_latest_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Requested Window Latest Date"
},
"requested_window_includes_latest_available": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"title": "Requested Window Includes Latest Available"
},
"page_includes_latest_available": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"title": "Page Includes Latest Available"
},
"last_updated": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Last Updated"
},
"data_quality": {
"$ref": "#/$defs/DataQuality"
},
"pagination": {
"$ref": "#/$defs/COTPaginationInfo"
},
"data": {
"items": {
"$ref": "#/$defs/COTDataPoint"
},
"type": "array",
"title": "Data"
}
},
"type": "object",
"required": [
"currency",
"instrument",
"source",
"source_url",
"provenance",
"fx_overlay",
"start_date",
"end_date",
"last_sync_status",
"data_quality",
"pagination",
"data"
],
"$defs": {
"COTDataPoint": {
"properties": {
"date": {
"type": "string",
"title": "Date"
},
"announcement_datetime": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Announcement Datetime"
},
"open_interest": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Open Interest"
},
"noncommercial_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Noncommercial Long"
},
"noncommercial_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Noncommercial Short"
},
"noncommercial_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Noncommercial Net"
},
"noncommercial_spread": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Noncommercial Spread"
},
"commercial_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Commercial Long"
},
"commercial_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Commercial Short"
},
"commercial_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Commercial Net"
},
"total_reportable_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Total Reportable Long"
},
"total_reportable_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Total Reportable Short"
},
"nonreportable_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Nonreportable Long"
},
"nonreportable_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Nonreportable Short"
},
"open_interest_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Open Interest Zscore"
},
"noncommercial_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Noncommercial Long Zscore"
},
"noncommercial_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Noncommercial Short Zscore"
},
"noncommercial_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Noncommercial Net Zscore"
},
"noncommercial_spread_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Noncommercial Spread Zscore"
},
"commercial_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Commercial Long Zscore"
},
"commercial_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Commercial Short Zscore"
},
"commercial_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Commercial Net Zscore"
},
"total_reportable_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Total Reportable Long Zscore"
},
"total_reportable_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Total Reportable Short Zscore"
},
"nonreportable_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Nonreportable Long Zscore"
},
"nonreportable_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Nonreportable Short Zscore"
},
"dealer_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Dealer Long"
},
"dealer_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Dealer Short"
},
"dealer_spread": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Dealer Spread"
},
"dealer_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Dealer Net"
},
"asset_manager_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Asset Manager Long"
},
"asset_manager_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Asset Manager Short"
},
"asset_manager_spread": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Asset Manager Spread"
},
"asset_manager_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Asset Manager Net"
},
"leveraged_funds_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Leveraged Funds Long"
},
"leveraged_funds_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Leveraged Funds Short"
},
"leveraged_funds_spread": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Leveraged Funds Spread"
},
"leveraged_funds_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Leveraged Funds Net"
},
"other_reportable_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Other Reportable Long"
},
"other_reportable_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
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],
"title": "Other Reportable Short"
},
"other_reportable_spread": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Other Reportable Spread"
},
"other_reportable_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Other Reportable Net"
},
"nonreportable_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Nonreportable Net"
},
"producer_merchant_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Producer Merchant Long"
},
"producer_merchant_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Producer Merchant Short"
},
"producer_merchant_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Producer Merchant Net"
},
"swap_dealer_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Swap Dealer Long"
},
"swap_dealer_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Swap Dealer Short"
},
"swap_dealer_spread": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Swap Dealer Spread"
},
"swap_dealer_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Swap Dealer Net"
},
"managed_money_long": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Managed Money Long"
},
"managed_money_short": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Managed Money Short"
},
"managed_money_spread": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Managed Money Spread"
},
"managed_money_net": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Managed Money Net"
},
"dealer_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Dealer Long Zscore"
},
"dealer_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Dealer Short Zscore"
},
"dealer_spread_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Dealer Spread Zscore"
},
"dealer_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Dealer Net Zscore"
},
"asset_manager_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Asset Manager Long Zscore"
},
"asset_manager_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Asset Manager Short Zscore"
},
"asset_manager_spread_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Asset Manager Spread Zscore"
},
"asset_manager_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Asset Manager Net Zscore"
},
"leveraged_funds_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Leveraged Funds Long Zscore"
},
"leveraged_funds_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Leveraged Funds Short Zscore"
},
"leveraged_funds_spread_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Leveraged Funds Spread Zscore"
},
"leveraged_funds_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Leveraged Funds Net Zscore"
},
"other_reportable_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Other Reportable Long Zscore"
},
"other_reportable_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Other Reportable Short Zscore"
},
"other_reportable_spread_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Other Reportable Spread Zscore"
},
"other_reportable_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Other Reportable Net Zscore"
},
"nonreportable_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Nonreportable Net Zscore"
},
"producer_merchant_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Producer Merchant Long Zscore"
},
"producer_merchant_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Producer Merchant Short Zscore"
},
"producer_merchant_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Producer Merchant Net Zscore"
},
"swap_dealer_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Swap Dealer Long Zscore"
},
"swap_dealer_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Swap Dealer Short Zscore"
},
"swap_dealer_spread_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Swap Dealer Spread Zscore"
},
"swap_dealer_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Swap Dealer Net Zscore"
},
"managed_money_long_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Managed Money Long Zscore"
},
"managed_money_short_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Managed Money Short Zscore"
},
"managed_money_spread_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Managed Money Spread Zscore"
},
"managed_money_net_zscore": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"title": "Managed Money Net Zscore"
},
"report_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Report Date"
},
"cutoff_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Cutoff Date"
},
"release_date": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Release Date"
},
"release_datetime": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Release Datetime"
},
"release_date_confirmed": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"title": "Release Date Confirmed"
},
"release_time_assumed": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"title": "Release Time Assumed"
},
"release_source": {
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{
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},
{
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}
],
"title": "Release Source"
},
"release_source_url": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Release Source Url"
},
"holiday_adjusted_release": {
"anyOf": [
{
"type": "boolean"
},
{
"type": "null"
}
],
"title": "Holiday Adjusted Release"
}
},
"type": "object",
"required": [
"date"
],
"title": "COTDataPoint"
},
"COTFXOverlay": {
"properties": {
"pair": {
"type": "string",
"title": "Pair"
}
},
"type": "object",
"required": [
"pair"
],
"title": "COTFXOverlay"
},
"COTPaginationInfo": {
"properties": {
"limit": {
"type": "integer",
"title": "Limit"
},
"offset": {
"type": "integer",
"title": "Offset"
},
"returned_count": {
"type": "integer",
"title": "Returned Count"
},
"total_count": {
"type": "integer",
"title": "Total Count"
},
"has_more": {
"type": "boolean",
"title": "Has More"
},
"next_offset": {
"anyOf": [
{
"type": "integer"
},
{
"type": "null"
}
],
"title": "Next Offset"
}
},
"type": "object",
"required": [
"limit",
"offset",
"returned_count",
"total_count",
"has_more"
],
"title": "COTPaginationInfo"
},
"COTProvenance": {
"properties": {
"publisher": {
"type": "string",
"title": "Publisher"
},
"publisher_url": {
"type": "string",
"title": "Publisher Url"
},
"storage": {
"type": "string",
"title": "Storage"
},
"served_by": {
"type": "string",
"title": "Served By"
},
"timestamp_field": {
"type": "string",
"title": "Timestamp Field"
},
"value_field": {
"type": "string",
"title": "Value Field"
}
},
"type": "object",
"required": [
"publisher",
"publisher_url",
"storage",
"served_by",
"timestamp_field",
"value_field"
],
"title": "COTProvenance"
},
"CommodityCoverage": {
"properties": {
"scope": {
"type": "string",
"title": "Scope"
},
"requested_start": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Requested Start"
},
"requested_end": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Requested End"
},
"available_start": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Available Start"
},
"available_end": {
"anyOf": [
{
"type": "string"
},
{
"type": "null"
}
],
"title": "Available End"
},
"input_row_count": {
"type": "integer",
"title": "Input Row Count"
},
"row_count": {
"type": "integer",
"title": "Row Count"
},
"distinct_date_count": {
"type": "integer",
"title": "Distinct Date Count"
},
"duplicate_date_row_count": {
"type": "integer",
"title": "Duplicate Date Row Count"
},
"excluded_weekend_row_count": {
"type": "integer",
"title": "Excluded Weekend Row Count"
},
"invalid_date_row_count": {
"type": "integer",
"title": "Invalid Date Row Count"
},
"expected_weekday_label_count": {
"type": "integer",
"title": "Expected Weekday Label Count"
},
"missing_weekday_label_count": {
"type": "integer",
"title": "Missing Weekday Label Count"
},
"largest_missing_weekday_run": {
"type": "integer",
"title": "Largest Missing Weekday Run"
},
"largest_calendar_gap_days": {
"type": "integer",
"title": "Largest Calendar Gap Days"
},
"missing_weekday_ranges": {
"items": {
"$ref": "#/$defs/CommodityMissingWeekdayRange"
},
"type": "array",
"title": "Missing Weekday Ranges"
},
"longest_continuous_weekday_segment": {
"$ref": "#/$defs/CommodityCoverageSegment"
},
"latest_continuous_weekday_segment": {
# --- truncated at 32 KB (46 KB total) ---
# Full source: https://raw.githubusercontent.com/api-evangelist/fxmacrodata/refs/heads/main/json-schema/fxmacrodata-cotresponse-schema.json
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