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API · /tffpositioning-api

TFF Positioning API

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Where the leveraged funds and the asset managers are positioned in the financial futures — currencies, stock indices and interest rates — read live from the CFTC Traders in Financial Futures (TFF) report, no key. For financial futures the CFTC publishes a dedicated breakdown the commodity-style reports do not: Dealer/Intermediary (the sell-side banks), Asset Manager/Institutional (pension funds, mutual funds and insurers — the real-money long-term side), Leveraged Funds (hedge funds and CTAs — the fast speculative money) and Other Reportables. The split between Leveraged Funds and Asset Managers is the one macro traders watch: in the Treasury complex, leveraged funds run the famous cash-futures basis trade short while asset managers sit long, and the gap is a systemic-risk gauge. The positioning endpoint returns, for a market, the full four-group breakdown — each group's long, short and net contracts, share of open interest, trader count and week-over-week change — with a leveraged-funds bias read. The screener endpoint ranks a curated set of 17 FX, equity-index and interest-rate futures by where the leveraged funds (or the asset managers) are net positioned, surfacing the most crowded macro bets. This is the financial-futures TFF positioning cut — distinct from the legacy COT feed, the normalised COT-Index, the commodity Managed-Money report and the price APIs. It is who the hedge funds and the real money are, in the markets that move macro.

#tff #leveraged-funds #asset-managers #commitments-of-traders #cftc #positioning #financial-futures #finance
api.oanor.com/tffpositioning-api
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Machine-readable spec so AI agents can integrate this API.

/api/tffpositioning-api/openapi.json
/api/tffpositioning-api/llms.txt

Discovery: GET /api/index.json lists every API.

API health

healthy
Uptime
100.00%
Server probes · 24h
Avg latency
99 ms
Server probes · 24h
Subscribers
3,945
active
Total calls
0
last 7 days
status Full status page → · 4 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

Free

  • 730 calls / month
  • 2 requests / second
  • Hard cap (429 above quota, no overage)
  • 730 calls/month
  • 2 req/sec
  • All endpoints
  • No credit card
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Starter

€12.90 /month

  • 15,600 calls / month
  • 6 requests / second
  • Hard cap (429 above quota, no overage)
  • 15.6k calls/month
  • 6 req/sec
  • All markets & groups
  • Email support
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Pro

€39.20 /month

  • 85,000 calls / month
  • 16 requests / second
  • Hard cap (429 above quota, no overage)
  • 85k calls/month
  • 16 req/sec
  • Priority support
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Mega

€86.60 /month

  • 474,000 calls / month
  • 40 requests / second
  • Hard cap (429 above quota, no overage)
  • 474k calls/month
  • 40 req/sec
  • Dedicated SLA
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Related APIs

Other APIs with overlapping tags.

Managed Money Positioning API

Where the hedge funds are positioned in commodity futures, read live from the CFTC Disaggregated Commitments-of-Traders report — no key. The legacy COT report lumps every speculator into one "non-commercial" bucket; the Disaggregated report, introduced in 2009 precisely because that was too crude, splits the market into four real groups — Managed Money (the trend-following hedge funds and CTAs, the speculative flow everyone watches), Producer/Merchant (the physical hedgers who make and use the commodity), Swap Dealers (the banks intermediating index and OTC exposure) and Other Reportables. The positioning endpoint returns, for a commodity, the full four-group breakdown — each group's long, short and net contracts, its share of open interest, the number of traders and the week-over-week change — with a managed-money bias read: Managed Money net long in gold of +112,179 contracts (34% of open interest, 74 funds long) tells you the funds are crowded long. The screener endpoint ranks a curated set of 20 metals, energy, grain, soft and livestock futures by where Managed Money is positioned (net as a share of open interest), surfacing the most crowded long and short hedge-fund bets. This is the disaggregated hedge-fund-positioning cut — distinct from the legacy raw COT-report feed, the normalised COT-Index, and the price and open-interest APIs. It is who the smart speculative money is, by the report traders actually read.

api.oanor.com/managedmoney-api

COT Index API

The normalised Commitments-of-Traders positioning signal traders actually act on, computed live from the US CFTC public reporting API — no key. A raw COT net-position number means little on its own: "large speculators are +176,020 contracts net long gold" tells you nothing until you know whether that is high or low versus history. The COT Index fixes that by normalising each trader group's current net futures position to a 0-100 percentile over a lookback window (the classic Larry Williams 156-week / three-year COT Index): 100 = the most net-long that group has been in the window, 0 = the most net-short. Above 80 marks a crowded long extreme (contrarian bearish), below 20 a crowded short extreme (contrarian bullish). The index endpoint returns one market's COT Index for both the large speculators (non-commercials) and the commercial hedgers, with the current net, the window min/max, the week-over-week change and an extreme flag. The screener endpoint computes the index across a curated set of 17 FX, stock-index, metal, energy and grain futures and ranks them, surfacing which markets sit at a positioning extreme right now. This is the normalised positioning-signal cut — distinct from the raw COT-report feed (which serves the weekly long/short contract counts), and from the price, open-interest and options-positioning APIs. It turns the report into the signal.

api.oanor.com/cotindex-api

Kalshi Event Markets API

Live market data from Kalshi, the CFTC-regulated US event-contract exchange, served from its public trade API. Kalshi lists yes/no contracts that settle on real-world outcomes — elections, economics, Federal Reserve decisions, weather, sports and world events — and the executed price is the market-implied probability of that outcome. The trades endpoint returns the recent public trade tape: the executed price (as cents and as a 0-1 probability), the size, the taker side and the time — the live pulse of what is actually trading. The events endpoint lists the events (the questions) that group markets, with their category and series. The markets endpoint is the contract directory — every tradable market with its ticker, the yes outcome it settles on, its status and open/close times — filterable by event, series or status. This is a regulated real-money event-contract venue — live implied probabilities and order flow — distinct from the play-money (Manifold), political (PredictIt) and crypto (Polymarket) prediction-market APIs in the catalogue. Live order-book snapshots are gated behind authentication upstream, so prices are sourced from the public trade tape. Live, no key on the upstream, nothing stored.

api.oanor.com/kalshi-api

Commitments of Traders API

Live Commitments of Traders (COT) futures-positioning data, served straight from the US CFTC's public reporting API — no key, nothing cached. Every Friday the Commodity Futures Trading Commission publishes who is positioned how in every major futures market — currencies, stock indices, energy, metals, grains — and traders watch it closely as a sentiment and crowding signal. The report endpoint takes a market name (Euro FX, Gold, Crude Oil, S&P 500, Bitcoin) and returns the latest weekly report: how many long and short contracts are held by commercials (the hedgers), by non-commercials (the large speculators) and by small non-reportable traders, the net position of each group, the total open interest, each group's share of open interest, the week-over-week change and the number of traders — Gold shows commercials net short while large speculators run net long. The markets endpoint searches the hundreds of reported markets so you can find the exact name. The history endpoint returns the weekly path of positioning for a market. This is the positioning-and-sentiment layer for any futures, forex, commodity or macro trading app. Live from the CFTC, nothing stored. Distinct from price and open-interest APIs — this is who is long and short, by trader category. 4 endpoints.

api.oanor.com/cot-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for TFF Positioning API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call TFF Positioning API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for TFF Positioning API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does TFF Positioning API cost?
TFF Positioning API has a free tier with 100 calls / month. Paid plans start at €12.90 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is TFF Positioning API GDPR-compliant?
All requests to TFF Positioning API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

Pick an endpoint from the list on the left to see its details and try it.

Code snippets

Sign up to get an API key, then call any path under your slug.

curl https://api.oanor.com/tffpositioning-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/tffpositioning-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/tffpositioning-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
    "https://api.oanor.com/tffpositioning-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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