Markets data analytics, structured for decisions.
Access, analyse and interpret critical financial-market data, from COT reports and open interest to SEC filings and macroeconomic releases, in one analytical environment for professional traders, analysts and financial institutions.
What it is
What is markets data analytics?
Markets data analytics brings institutional positioning reports, derivatives data, regulatory filings, market statistics and macroeconomic information together, and turns them into structured, comparable analytics. It helps market participants understand market structure, positioning, liquidity and fundamental developments.
Financial markets publish a great deal of information through exchanges, regulators, central banks and economic databases, but it is scattered across websites, report formats, release schedules and data providers. Fellow Data's Markets Data Analytics is designed to bring these sources into one environment, where you can explore positioning, see how it has changed over time, compare datasets and follow significant developments.
It is the second of Fellow Data's three technology pillars, alongside risk management technology and autonomous AI agents, and it can supply structured data to the agents for research and monitoring.
COT analytics
Understand institutional positioning.
The Commitments of Traders (COT) report shows futures and options positions reported to the US Commodity Futures Trading Commission (CFTC). Fellow Data turns it into clear views of long, short and net positions by trader category, weekly changes, historical percentiles and open interest.
Modules
Eight modules for financial-market data.
Each module covers one kind of market data. Modules are introduced step by step as data access and licensing allow, so ask us which are available for your use case.
COT analytics
Analyse futures positioning by trader category, exactly as each CFTC report defines it: commercial and non-commercial traders in the Legacy report, producers, swap dealers and managed money in the Disaggregated report, and dealers, asset managers and leveraged funds in Traders in Financial Futures.
- Long, short and net positions
- Weekly position changes
- Historical positioning and percentiles
- Open interest comparisons
- Currency and commodity futures
Open interest and derivatives
Track outstanding futures and options contracts to study participation, market activity and derivatives positioning beneath the price.
- Contract- and market-level open interest
- Futures and options, analysed separately
- Open interest changes and volume
- Put/call, strike and expiry views, where licensed
- Historical comparisons
SEC filings and corporate intelligence
Structure public company disclosures to investigate financial performance, material events and ownership. Every extract keeps a link to the original filing, and AI-generated summaries are labelled as such.
- 10-K, 10-Q and 8-K reports
- DEF 14A proxy statements
- Form 4 insider transactions
- 13F institutional holdings
- Financial statements and filing history
Forex market intelligence
Analyse currency-market conditions using interest-rate differentials, central bank policy, economic indicators and approved market data.
- Major and minor currency pairs
- Currency strength indices with a published method
- Interest-rate differentials
- Volatility and correlations
- Macro-event monitoring
Equity market intelligence
Bring corporate fundamentals, disclosures, market performance and sector analytics together for listed companies and equity indices.
- Revenue, earnings and margins
- Valuation metrics
- Earnings announcements
- Insider transactions and institutional holdings
- Sector and index comparisons
Macroeconomic and central bank intelligence
Follow the economic releases and central bank publications that move global markets, from the Federal Reserve, ECB, Bank of Japan and Bank of England to other major central banks.
- Inflation, employment and growth data
- PMI and business surveys
- Policy rates, decisions and statements
- Minutes, speeches and projections
- Economic surprises, where licensed
Commodities and futures intelligence
Explore positioning, open interest, volume and market structure across precious metals, energy, industrial metals and agricultural futures.
- Gold, silver, crude oil and natural gas
- Industrial metals and agricultural futures
- COT positioning and open interest
- Term structure and futures curves
- Supply and demand reports, where licensed
Cross-market and quantitative analytics
Combine approved datasets to study statistical relationships, volatility and changing market regimes, with every method documented.
- Correlation matrices and rolling correlations
- Relative performance
- Volatility comparisons
- Historical percentiles
- Regime analysis and custom indicators
Data availability, historical coverage, update frequency and calculated metrics depend on each source and its licence, and are confirmed for each deployment.
How it works
From scattered data to structured market intelligence.
Every dataset passes through the same analytics engine before it reaches a dashboard, an alert or an AI agent.
Institutional data
COT reports, SEC filings and other regulatory reports.
Derivatives and market data
Open interest, futures and options, forex, equities, indices and commodities.
Macro intelligence
Economic indicators and central bank publications.
Fellow Data analytics engine
Data ingestion, normalisation, historical databases, quantitative analytics and visualisation.
Dashboards and reports
Charts, tables, comparisons and research summaries.
Alerts and monitoring
Thresholds you configure, changes and scheduled releases.
AI-ready data
Structured inputs for Fellow Data's AI agents.
Why one environment
One place for market data that lives in many places.
One analytical environment
Several kinds of financial-market data in one research workspace.
Historical context
Compare today's figures with historical records and documented measures.
Structured intelligence
Complex reports become searchable datasets and visual analytics.
Connected AI workflows
Structured data for approved Fellow Data AI agents, within your permissions.
Data you can trace
Every figure keeps its source.
Each dataset keeps its source, reporting period or as-of date, publication time, units, revision status and the method behind any derived metric, so you can always see where a figure comes from and how it was calculated.
Fellow Data uses public, customer-provided and appropriately licensed data, depending on the product and deployment. Using, displaying, exporting or redistributing data is subject to the source's terms, contracts and intellectual property rights. Being able to read a public report does not automatically allow it to be redistributed commercially.
COT reports reflect positions as of a reporting date, usually a Tuesday, and are published later, usually on Friday. Fellow Data shows both dates and never presents COT data as live positions.
- Verified source: imported from a validated source
- Derived metric: calculated with a documented method
- Revised: updated after first publication
- Delayed: subject to the source's reporting or distribution delay
With AI agents
Structured data for research agents.
Markets Data Analytics can supply approved, structured data to Fellow Data's AI agents, which analyse it and report to your team. These are example workflows; each is developed and tested before it is offered. Agents never place trades or change risk limits.
Explore AI agentsCOT research agent
Compares recent positioning changes with history and prepares a structured research summary.
Open interest monitoring agent
Watches selected contracts for unusual changes in open interest and volume, and notifies you at thresholds you set.
SEC filing research agent
Finds new filings for a watchlist, summarises key sections and links every finding to the original document.
Macro intelligence agent
Follows selected economic releases and central bank publications, and writes a time-stamped research brief.
Risk context agent
Adds macroeconomic and positioning context to risk management dashboards. It does not change risk limits or place trades.
Questions
Questions about markets data analytics.
What data does Markets Data Analytics cover?
It is designed to cover COT reports, open interest and derivatives data, SEC filings, forex, equities, commodities, and macroeconomic and central bank data, organised into eight modules. Which datasets are available depends on each source and its licence. Ask us about your use case.
Is COT data real-time?
No. COT reports reflect positions as of a reporting date, usually a Tuesday, and are published later, usually on Friday. Fellow Data shows both dates for every report.
Is this investment advice?
No. Markets Data Analytics is a financial information and technology product. Its data, charts, analytics and AI-generated summaries are not investment advice, a recommendation to buy or sell any financial instrument, or a guarantee of future performance.
Can I export the data or use it in my own systems?
That depends on each source's licence and on your agreement with us. Some public reports can be read freely but not redistributed commercially, so we confirm what each dataset allows before it is exported or connected to your systems.
How does it work with the other Fellow Data products?
The three products can be used separately or together. Market data can add context to risk management dashboards, and AI agents can use it to monitor changes and prepare research summaries.
Important information
Data may be delayed, revised or incomplete, and derived analytics depend on their method and historical sample. Statistical relationships do not establish causation or guarantee future outcomes. Nothing on this page is investment advice. The dashboard above uses synthetic data.
Read the risk disclosureKeep exploring.
Risk management technology
Route client orders to A-book or B-book by rules, watch net exposure per symbol, profile toxic clients and enforce risk limits with Fellow Data's risk software.
Explore risk management technologyAutonomous AI agents
Fellow Data's AI agents monitor, analyse and evaluate financial market data to help traders make informed decisions. No trading and no investment advice.
Explore autonomous AI agentsTechnology
Inside Fellow Data: data ingestion, quantitative risk analytics, AI reasoning, agent orchestration, a policy engine and audit logs, connected through APIs.
Explore technology
See your market data in one place.
Tell us which markets, datasets and questions matter to you. We will show you how Markets Data Analytics would work for your team. Specific functionality, integrations and risk controls depend on product configuration, customer requirements and deployment environment.