[V5] openbb-cftc: Refactor for V5 + Add OIS, Forward Curve, and FX Trade Analysis - #7615
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deeleeramone wants to merge 2 commits into
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[V5] openbb-cftc: Refactor for V5 + Add OIS, Forward Curve, and FX Trade Analysis#7615deeleeramone wants to merge 2 commits into
openbb-cftc: Refactor for V5 + Add OIS, Forward Curve, and FX Trade Analysis#7615deeleeramone wants to merge 2 commits into
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deeleeramone
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refactor
DidierRLopes
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Jul 29, 2026
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This PR refactors the
openbb-cftcprovider extension for the V5 format. Additionally, it expands the capabilities and data by incorporating the CFTC-reported transactions feeds for OIS, FX forwards and options.To facilitate pricing for net present value, historical benchmark fixings are collected from their various publishers (mapped from the unique product identifier). Commodities and equities have been excluded for now, because their underlying assets and benchmarks require data coverage that represents a lot of work, and may not actually be publicly available.
Coverage: