The COTCollector Wealth-Lab 5.x Static DataSet Provider allows direct access to Commitments of Traders data stored in COTCollector from within Wealth-Lab 5.x.  You can create one or more COTCollector DataSets which are automatically updated when you update COTCollector (or when the scheduled weekly update runs).

Note: You must install COTCollector (available from the Downloads link above) before using the static data adapters.

Download the COTCollector Wealth-Lab 5.x Static DataSet Provider  (33 KB)


First install COTCollector, then install the COTCollector 3.0 Wealth-Lab 5.x Static DataSet Provider by unzipping the contents of the 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.


From within Wealth-Lab, click "New DataSet" and 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 in your datasource and click Finish to create the datasource.  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 is was collected, not reported.  Generally COT data is collected on Tuesday and released on Friday so choosing this will make 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).