You must install COTCollector (available from the Downloads page) before using the static data adapters.
Installation
First install COTCollector, then install the COTCollector Wealth-Lab Static DataSet Provider by unzipping the contents of the zip file to the Wealth-Lab installation folder (usually C:\Program Files\Fidelity Investments\Wealth-Lab Pro 5). Note that you must unzip all files in the archive, as they are referenced by the underlying data provider DLL.
Usage
From within Wealth-Lab, click “New DataSet”, choose COTCollector Static Data Provider, then click Next.
Select all the symbols you want in the DataSet and click Next.
Select the COT fields you want and click Finish. You can select from pre-defined COT fields or the aliases you’ve defined for them. Check “Use Report Date instead of Release Date” to retrieve data based on the date it was collected, not reported. Generally COT data is collected on Tuesday and released on Friday, so this makes the data available as of that Tuesday, essentially peeking into the future. However, this can be useful to view the data side by side with prices.
Finally, choose a name for the new DataSet and click Finished to create the DataSet in Wealth-Lab.
You can then use COT data directly within scripts. Reference each symbol in the format [Symbol]##[COTField], for example CL_RAD##Comm_Positions_Long_All, or CL_RAD##CL if you defined CL as an alias for Comm_Positions_Long_All.