This week I will show you how to extract the CoT report data to an excel using Python and Quandl.
Fist of all, you will need to sign up to Quandl. Quandl is a Freemium quote provider.
Go to https://www.quandl.com/ and create your free account.
After you create your account you will need to get your private API Key
Just click on your account menu and your API Key will be displayed under the “Profile” tab.
If you don’t have Python installed on your machine I would recommend installing it via Anaconda.
Before getting into the code, just one last step. You will need to install the Python package for Quandl.
just run the command “
pip install Quandl” on your console.
The code snippet is very big, so I will just post the link to the bitbucket Snippet.
In case you have any question just leave a comment or DM me on Twitter.