Open Interest Python Packages

cot-reports

cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Traders in Financial Futures (TFF) Futures-only and Traders in Financial Futures (TFF) Futures-and-Options Combined.

wickra-xray

Microstructure explorer — footprint, order-book heatmap, liquidation map and funding/OI divergence over the Wickra core, in ten languages with a web renderer.

wickra-radar

Liquidation radar — sees cascades before they happen: OI, funding, order-book and liquidation signals across every perp in parallel over the Wickra core, in ten languages.

cftc-cot

Python library for downloading, storing, and unpacking official CFTC Commitments of Traders (COT) report archives.

openinterest-lens

Real-time futures market structure API — OI + COT + term structure as developer-ready signals. Built by MelaBuilt AI.