Commodity Prices and Data Sources

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

Agriculturals

Prices

  • US Historical Land Values (1997 onwards) USDA
  • US Historical Crop Prices USDA

Data

Metals

Prices

  • Copper Futures Prices on CME
  • Gold Futures Prices on CME

Data

Energy

Prices

Data

Exotics

Economics

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

10 Responses to Commodity Prices and Data Sources

  1. Umesh says:

    What are the screen related to analytics that are better in Bloomberg compared to 3000Xtra? Specifically for agriculture? some example are the curve analysis?

  2. Nicolas R says:

    Nice collection !

    The two sources below are quite usefull also :

    (Energy)

    http://tonto.eia.doe.gov/dnav/pet/pet_pri_spt_s1_d.htm

    (misc)

    http://www.econstats.com/fut/xeiad_em0.htm

    Enjoy !

  3. giladr says:

    Do you know how i can download from bloomberg terminal historical futures data? (like the data you used to visualize the term structure with MATLAB)

    thanks,

  4. Vishal says:

    Will,

    Can you hint/reveal what you are paying for a Datastream subscription? Academic or commercial? I recollect your post on Wilmott forum regarding Datastream’s pricing. I am in the same spot now.

    Thanks.

    – Vishal

  5. Might be behind the curve with this question, but is there anywhere on the web to view futures curves in real time that is not restricted?

  6. Thanks for visiting.

    And I can see that your blog is very data-centered. I think these links will be useful to me along the way, especially if I’m too lazy to search through those really cumbersome Bloomberg terminals.

    There’s another source that you may find useful if you haven’t used it already: FRED at http://research.stlouisfed.org/fred2/

    It centralizes a lot of data. (There’s an iPhone app as well if you need to a quick reference)

  7. RP says:

    For macroeconomic variables you might want to use the UK Treasury’s Pocket data bank (weekly)

    http://www.hm-treasury.gov.uk/data_indic_index.htm

    which i think is a good consolidation of indicators

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