Official NAAIM partner 
5
Wednesday
20+ years
50
Traders and newsletter writers
Your weekly NAAIM chart is on time again. You receive the new reading on the day it is published.
Leeway Data API · Official NAAIM Exposure Index Partner
Sentiment & positioning data, in one API
How invested are active managers? Where are speculators positioned? How broad is the rally? Get the current NAAIM Exposure Index, CFTC Commitments of Traders, market breadth and Leeway's own Fear and Smart Money Index through one REST API and one MCP server.
19.95 EUR per month, or 12.95 EUR per month as an add-on to another plan.
- Official NAAIM partner
- Weekly NAAIM on Wednesday
- REST / JSON + MCP
- EU servers
{
"series": "naaim",
"points": [
{
"date": "2021-10-20",
"mean": 98.02,
"mostBearish": 50,
"quartile1": 87.5,
"median": 100,
"quartile3": 100,
"mostBullish": 200,
"stdDev": 33.46
},
{
"date": "2021-10-27",
"mean": 103.35,
"mostBearish": 65,
"quartile1": 85.06,
"median": 100,
"quartile3": 100,
"mostBullish": 200,
"stdDev": 33.03
},
{
"date": "2021-11-03",
"mean": 107.99,
"mostBearish": 50,
"quartile1": 89,
"median": 100,
"quartile3": 108.5,
"mostBullish": 200,
"stdDev": 37.31
},
{
"date": "2021-11-10",
"mean": 103.69,
"mostBearish": 15,
"quartile1": 97.25,
"median": 100,
"quartile3": 109.25,
"mostBullish": 200,
"stdDev": 43.41
},
"… omitted: November 17, 2021 through May 27, 2026 …",
{
"date": "2026-06-03",
"mean": 86.82,
"mostBearish": -200,
"quartile1": 85.75,
"median": 95,
"quartile3": 103.75,
"mostBullish": 200,
"stdDev": 72.07
},
{
"date": "2026-06-10",
"mean": 79.27,
"mostBearish": -100,
"quartile1": 75,
"median": 90,
"quartile3": 100,
"mostBullish": 200,
"stdDev": 53.3
},
{
"date": "2026-06-17",
"mean": 92.83,
"mostBearish": -25,
"quartile1": 87.5,
"median": 100,
"quartile3": 100,
"mostBullish": 200,
"stdDev": 49.11
},
{
"date": "2026-06-24",
"mean": 98.59,
"mostBearish": 0,
"quartile1": 85.5,
"median": 99,
"quartile3": 100,
"mostBullish": 200,
"stdDev": 43.91
},
"… omitted: July 1, 2026 through August 5, 2026 …"
]
}5Series in one integration
WednesdayNAAIM survey, on release
20+ yearsNAAIM history since inception
50Query units for NAAIM, Fear and Smart Money
Coverage
Five series, one integration
NAAIM Exposure Index
Equity exposure of active US investment managers.
COT positioning
Futures positions of Managed Money (commodities) and Leveraged Funds (equity indices, interest rates and currencies).
Market breadth
Share of stocks above the 20-, 50- and 200-day moving average, 52-week highs and lows, and advance/decline.
Leeway Fear Index
A composite of sentiment indicators, on one 0–100 scale.
Leeway Smart Money Index
Sentiment together with options positioning.
What each series measures
The table names the type, the source, the frequency and the history of each series.
The Fear Index and the Smart Money Index are available only from Leeway. Together with NAAIM, COT and market breadth, you get every series through one connection.
| Dataset | Type | What it measures | Source | Frequency | History |
|---|---|---|---|---|---|
| NAAIM Exposure Index | Positioning | Equity exposure of active US investment managers. | NAAIM, licensed | Weekly (Wednesday) | 20+ years |
| COT positioning | Positioning | Futures positions of Managed Money (commodities) and Leveraged Funds (equity indices, interest rates and currencies). | CFTC, public | Weekly (Friday release) | since 2006 |
| Market breadth | Market breadth | Share of stocks above the 20-, 50- and 200-day moving average, 52-week highs and lows, and advance/decline. | Leeway, computed from own prices | Daily | since 2005 |
| Leeway Fear Index | Sentiment | A composite of sentiment indicators, on one 0–100 scale. | Leeway, proprietary | Daily | since January 14, 2019 |
| Leeway Smart Money Index | Sentiment + positioning | Sentiment together with options positioning. | Leeway, proprietary | Daily | since January 14, 2019 |
| Endpoint | Returns |
|---|---|
/api/v1/public/sentiment/naaim | NAAIM weekly series |
/api/v1/public/sentiment/cot | List of COT series |
/api/v1/public/sentiment/cot/series/cftc_tff_13874A | One COT series, here E-mini S&P 500 leveraged funds |
/api/v1/public/sentiment/breadth | List of breadth series |
/api/v1/public/sentiment/breadth/series/GSPC.INDX | Breadth for one index, here the S&P 500 |
/api/v1/public/sentiment/fear-index | Leeway Fear Index |
/api/v1/public/sentiment/smart-money | Leeway Smart Money Index |
Applications
Who uses it
Advisors and managers
Show clients where professionals are positioned.
Quants and systematic traders
Twenty years of sentiment, point-in-time, one schema.
Platforms and fintechs
Add a sentiment tab without five vendor contracts.
Talk to us about public display in your own product → kontakt@leeway.tech
For developers
From the account to the first response
NAAIM, the Fear Index and the Smart Money Index cost 50 query units per call. COT and market breadth cost 1 query unit per call. from and to are optional dates in YYYY-MM-DD.
Create an account
Register for free and copy the API token from the account details.
Choose a series
Call NAAIM, one COT series, breadth for one index, the Fear Index or the Smart Money Index. from and to limit the dates when you do not want the full history.
Send the request
Pass the token and read the JSON response. NAAIM, the Fear Index and the Smart Money Index cost 50 query units per call. COT and market breadth cost 1 query unit per call.
curl
curl -s 'https://api.leeway.tech/api/v1/public/sentiment/naaim?from=2026-01-01&apitoken=YOUR_TOKEN'Sample response
NAAIM Exposure Index
{
"series": "naaim",
"points": [
{
"date": "2026-10-07",
"mean": 86.76,
"mostBearish": 0,
"quartile1": 82.5,
"median": 92,
"quartile3": 100,
"mostBullish": 200,
"stdDev": 46.14
}
]
}COT positioning
{
"series": "cftc_tff_13874A",
"title": "CFTC TFF leveraged funds: E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE",
"frequency": "weekly",
"points": [
{
"date": "2026-10-06",
"value": -415087,
"long": 113223,
"short": 528310,
"spread": 48436,
"openInterest": 1932227
}
]
}Market breadth
{
"symbol": "GSPC.INDX",
"name": "S&P 500 Index",
"member_count": 504,
"points": [
{
"date": "2026-10-13",
"aboveMa20": 61.52,
"aboveMa50": 39.48,
"aboveMa200": 51.91,
"newHighs": 15,
"newLows": 4,
"advancers": 264,
"decliners": 235,
"advanceDeclineLine": 98993
}
]
}Leeway Fear Index
{
"series": "fear-index",
"points": [
{ "date": "2026-10-14", "value": 42.9 }
]
}Leeway Smart Money Index
{
"series": "smart-money",
"points": [
{ "date": "2026-10-14", "value": 2.4 }
]
}MCP
Ask your AI where the market stands, and get today's numbers
Language models learned that the NAAIM index is free on the web. Ask for the current reading and you often get a months-old number with no warning. Connected to Leeway, Claude, ChatGPT or Cursor pull the licensed current values from all five series.
How invested are active managers right now, and how does that compare to the last five years?
Are speculators net long or short S&P futures, and is that extreme?
Is the rally broad, or is it carried by a few stocks?
Prices include VAT
Plans and pricing
Sentiment API
19.95 EUR per month on the annual plan
12.95 EUR · with another plan
All five series, current, with the full history and MCP access.
View plan →Data API
69,95 EUR per month on the annual plan
Prices, fundamentals, and 100,000 queries a day.
View plan →All prices include statutory VAT. You book the Sentiment API on its own or at the reduced price together with another plan. For public display in your own product, write to kontakt@leeway.tech.
View all plansQuestions
Is the NAAIM Exposure Index still free?
Since August 1, 2026, NAAIM offers current values by subscription. The public page shows them with a three-month delay. Through Leeway, an official NAAIM partner, you get each new reading on release day.
When is new data available?
NAAIM: Wednesday survey, with the new reading usually on Thursday. COT: Friday afternoon ET for the prior Tuesday. Breadth, the Fear Index and the Smart Money Index: daily after the US close.
How far back does the history go?
NAAIM: since inception, more than 20 years. COT: since 2006. Breadth: since 2005. The Fear Index and the Smart Money Index: since January 14, 2019.
What is the difference between the Leeway Smart Money Index and the classic SMI?
The classic Smart Money Index by Don Hays compares the first half hour with the last hour of trading. Leeway's index combines sentiment indicators with options positioning. Same idea, different method.
Is any of this a buy or sell signal?
No. Sentiment and positioning show how investors are set up, not where prices go next. Most professionals use them as context alongside trend and valuation.
Can I show the data in my own app or newsletter?
Personal and internal use are covered by the API plans. For public display in your own product, write to kontakt@leeway.tech.
Can I use the data in Claude or ChatGPT?
Yes. Connect the Leeway MCP server and ask in plain language.
