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Merged
mspinola merged 1 commit into from
Aug 21, 2026
Merged

Register EFA and EEM, the two ETFs a COT market is priced off #17

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15 changes: 15 additions & 0 deletions src/marketdata/registry.yaml
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Original file line number Diff line number Diff line change
Expand Up @@ -33,6 +33,21 @@ Equity Index ETF:
yahoo: "IWM"
inception: "2000-05-22"

# The MSCI international indices are the one place a COT market is priced off an ETF
# rather than its own futures. MFS and MME have ICE futures that Norgate does not carry
# a continuous series for, so cotmetrics reads the proxy instead. Registered here as
# ordinary equity ETFs, under their OWN tickers: the proxy relationship is cotmetrics'
# to know, and encoding it here would put a consumer's modelling choice in the registry.
MSCI International ETF:
EFA:
yahoo: "EFA"
inception: "2001-08-14"
note: "iShares MSCI EAFE. Price proxy for the ICE MSCI EAFE future (COT symbol MFS)."
EEM:
yahoo: "EEM"
inception: "2003-04-07"
note: "iShares MSCI Emerging Markets. Price proxy for the ICE MSCI EM future (COT symbol MME)."

Treasury ETF:
TLT:
yahoo: "TLT"
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