Auto-generated. This article is rebuilt from app/signals/config/signal_definitions.json by scripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.

COT open interest

What it is

COT open interest — registry key cot_open_interest.

CFTC total open interest in S&P 500 E-mini futures (open_interest_all). Context for the positioning-velocity read — already fetched off the Socrata row, previously discarded. Raw contract count, not scored / banded / aligned. Series starts at the 2026-06-05 deploy and FILLS FORWARD – the sparse history is intentional, not a defect (REFACTOR inventory Cat-1B); no backfill planned.

Data-pyramid tier

T0 — Raw input. This metric sits at the raw input layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: cot
Data source: back_fillable

Fetched directly from app/sources/cot.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Fetched directly from the cot source; see app/sources/cot.py for the upstream API call.

Where it surfaces

• API field: positioning.cot_specs.open_interest on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: /signals/history time series
• Surface: /signals/sparklines (UI sparklines)

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

• Publishes: weekly
• Weekday: Fri (4)
• Approximate time (ET): 15:30
• Lag days: 3

CFTC COT publishes Fridays at ~15:30 ET. Within 14 days = live.

See also

• /kb/api/get-signals-latest — API endpoint that serves this field.