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Dataset Information
This dataset includes daily price data for various commodities.
Instruments Included
- BDIY: Baltic Dry Index
- BEEF: Beef (dollars per pound)
- BIT: Bitumen (dollars per metric ton)
- C1: Corn (dollars per bushel)
- CC1: Cocoa (dollars per metric ton)
- CHE: Cheese (dollars per pound)
- CL1: Crude Oil (dollars per barrel)
- CO1: Brent Crude Oil (dollars per barrel)
- CRYTR: CRB Index
- CT1: Cotton (cents per pound)
- DA: Milk (dollars per hundredweight)
- DL1: Ethanol (dollars per gallon)
- FC1: Feeder Cattle (cents per pound)
- GC1: Gold (dollars per troy ounce)
- HG1: Copper (dollars per pound)
- HO1: Heating Oil (dollars per gallon)
- IMR: Manganese (dollars per metric ton)
- JBP: Steel (dollars per metric ton)
- JN1: Rubber (dollars per kilogram)
- JO1: Orange Juice (cents per pound)
- KC1: Coffee (cents per pound)
- LB1: Lumber (dollars per thousand board feet)
- LC: Lithium (dollars per metric ton)
- LC1: Live Cattle (cents per pound)
- LCO1: Cobalt (dollars per metric ton)
- LH1: Lean Hogs (cents per pound)
- LL1: Lead (dollars per metric ton)
- LMAHDS03: Aluminum (dollars per metric ton)
- LMSNDS03: Tin (dollars per metric ton)
- LMZSDS03: Zinc (dollars per metric ton)
- LME: LME Index
- LN1: Nickel (dollars per metric ton)
- MOB: Naphtha (dollars per metric ton)
- MOLYBDEN: Molybdenum (dollars per metric ton)
- NG1: Natural Gas (dollars per mmbtu)
- O1: Oat (dollars per bushel)
- OL1: Wool (dollars per pound)
- PL1: Platinum (dollars per troy ounce)
- PLO: Palm Oil (dollars per metric ton)
- PNL: Propane (dollars per gallon)
- POUL: Poultry (cents per pound)
- RG1: Russell Growth Index
- RR1: Rice (dollars per cwt)
- RS1: Canola (dollars per metric ton)
- S1: Soybeans (dollars per bushel)
- SB1: Sugar No. 11 (cents per pound)
- SCO: Iron Ore (dollars per dry metric ton)
- SI1: Silver (dollars per troy ounce)
- SODASH: Soda Ash (dollars per metric ton)
- SPGSCITR: S&P GSCI
- SREMNDM: Neodymium (dollars per metric ton)
- TEA: Tea (dollars per pound)
- TIOC: Iron Ore 62% fe (dollars per dry metric ton)
- UXA: Uranium (dollars per pound)
- W1: Wheat (dollars per bushel)
- XAL1: Coal (dollars per metric ton)
- XB1: Gasoline (dollars per gallon)
- XPDUSD: Palladium (dollars per troy ounce)
- XPTUSD: Platinum (dollars per troy ounce)
- XRH: Rhodium (dollars per troy ounce)
Dataset Columns
symbol: The symbol of the commodity.date: The date of the data.open: The opening price of the commodity.high: The highest price of the commodity.low: The lowest price of the commodity.close: The closing price of the commodity.volume: The volume of the commodity.
Data Splits
The data is split into a training set.
Dataset Maintenance
The dataset is updated on a monthly basis by Papers With Backtest.
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