metadata

language:
  - en
license: other
task_categories:
  - tabular-regression
features:
  - name: symbol
    dtype: string
  - name: date
    dtype: string
  - name: open
    dtype: float64
  - name: high
    dtype: float64
  - name: low
    dtype: float64
  - name: close
    dtype: float64
  - name: volume
    dtype: int64
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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.