I’ve spent days or weeks looking for good online sources of commodity prices and related economic data.
For large volumes of data, suggest a subscription to Thompson/Datastream or a Bloomberg Terminal. Be prepared to pay $5000 or so per year per terminal.
For Commodities Tick Data, I have used and recommend TickData.com. You not only get the data, but also a frequency conversion tool.
This compilation is Copyright ©2010-2012 William Smith, commoditymodels.com
Many Commodities – Monthly
- Since 1980, try the IMF’s .csv file at the bottom of this page.
- Since 1960, World Bank
Agriculturals
Prices
Data
- Solar, Temperature, Rainfall etc (World) NASA Atmospheric Science Data Center (1983-present)
- Production, Consumption, Imports, Exports etc by country : USDA
- Production (no consumption data) : FAOSTAT
- Production by country within the EU : EUROSTAT
- Production by country : UN Commodity Statistics Database
Metals
Prices
Data
- Silver Supply and Demand from the Silver Institute
- Gold Supply and Demand from the World Gold Council
- Aluminium, Copper, Lead, Nickel, Tin, Zinc : supply & demand – “World Metal Statistics” (payment required)
- Most metals – production by country : UN Commodity Statistics Database (see Metal Ores section)
Energy
Prices
- Crude Oil – WTI Futures Prices on CME
- Crude Oil – WTI Historical Prices
- Crude Oil – WTI Historical Spot Prices (1986-present)
- Crude Oil – WTI Historical Futures Prices (1st 4 months only, 1985-present)
- Crude Oil – Brent Historical Spot Prices (1987-present)
- Gasoline – RBOB Futures Prices on CME
- Gasoline – Various Worldwide Locations, Historical Spot Prices (1986-present)
- Gasoline – NY, Historical Futures Prices (1st 4 months only, 1994-present)
- Natural Gas – Henry Hub Futures Prices on CME
- Crude Oil Distillates – Fuel Oil, Heating Oil, Diesel, Jet Fuel, Propane etc Historical Spot Prices (1986-present)
- Crude Oil Distillates – Heating Oil, Propane Historical Futures Prices (1st 4 months only)
- Electricity – There are dozens of electricity markets, only a few give out their data
PJM – Hourly prices, monthly files historical average LMP (locational marginal prices)
Data
- Crude Oil – EIA Inventory Report
- Crude Oil – OECD stocks (and see also here)
- Crude Oil Products – US Refinery Utilization data
- Solar – (US) National Solar Radiation Database (1960-2005)
- Solar, Temperature, Rainfall etc (World) NASA Atmospheric Science Data Center (1983-present)
- Oil and Gas – production by country : UN Commodity Statistics Database (see Ores and Minerals; Electricity; Gas section)
- Oil,Gas,Coal,Electricity – production and consumption by country : BP Statistical Review of World Energy
Exotics
- Shipping – Baltic Dry Index (graphs only)
- CO2 emissions – European Climate Exchange (ECX) Historical Futures Data
Economics
- US Treasury Yield Curve
- US S&P500 Implied Volatility – VIX
- US GDP
- UK Inflation
If the data or price you want is not here, please don’t ask me to find it for you (unless you want to pay me for consulting), find it yourself and then post a comment and I’ll update the table.
This compilation is Copyright ©2010 William Smith, commoditymodels.com
Posted by commoditymodels