Hi Eoghan,
Weird how it is giving you this error, I have tested the code again now and it gives me what it should give out. Also, I have asked another person to do and it has worked for him.
Anyway, here is the link: https://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm
You should download the Traders in Financial Futures ; Futures Only Reports.
Sofien