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
What are the screen related to analytics that are better in Bloomberg compared to 3000Xtra? Specifically for agriculture? some example are the curve analysis?
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 !
Thanks Nicolas R. Very useful. I have updated the collection above.
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,
Sorry, I don’t know. I got all my data from Thompson-Datastream.
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
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?
You can view the data behind instantaneous curves e.g. for WTI at http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_quotes_globex.html
For metals you can use the LME data e.g. http://www.lme.com/copper.asp
I don’t think anybody plots them day-to-day. I guess the data providers are pretty strict about republishing their data.
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)
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