--- 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 extra_gated_prompt: "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." --- # 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](https://paperswithbacktest.com).