Datasets:
You need to agree to share your contact information to access this dataset
This repository is publicly accessible, but you have to accept the conditions to access its files and content.
To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe.
Log in or Sign Up to review the conditions and access this dataset content.
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.
- Downloads last month
- 123