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feat: Add Disaggregated COT ingestion pipeline#4

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mspinola merged 1 commit into
mainfrom
cot-diagg
Jul 14, 2026
Merged

feat: Add Disaggregated COT ingestion pipeline#4
mspinola merged 1 commit into
mainfrom
cot-diagg

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  • Implement CFTC Disaggregated Futures-Only dataset parsing
  • Ensure completely lossless Parquet extraction for Disagg
  • Automatically fetch historical bundle for 2006-2016 period
  • Handle messy CSV headers and PyArrow type inference dynamically
  • Rename legacy dataset internals to cot_legacy for disambiguation
  • Add data dictionary and design specifications to README

- Implement CFTC Disaggregated Futures-Only dataset parsing
- Ensure completely lossless Parquet extraction for Disagg
- Automatically fetch historical bundle for 2006-2016 period
- Handle messy CSV headers and PyArrow type inference dynamically
- Rename legacy dataset internals to cot_legacy for disambiguation
- Add data dictionary and design specifications to README
@mspinola
mspinola merged commit b42adca into main Jul 14, 2026
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