Datasets:

FinzData
/

macro-commodities

license: other
license_name: public-domain-source-us-government
pretty_name: 'US Macro Data: Commodities'
language:
  - en
tags:
  - finance
  - economics
  - macroeconomics
  - time-series
  - fred
  - commodities
  - quant
  - backtesting
size_categories:
  - 1K<n<10K
configs:
  - config_name: long
    data_files: data/long.parquet
    default: true
  - config_name: wide_daily
    data_files: data/wide_daily.parquet
  - config_name: wide_weekly
    data_files: data/wide_weekly.parquet
  - config_name: wide_monthly
    data_files: data/wide_monthly.parquet
  - config_name: wide_quarterly
    data_files: data/wide_quarterly.parquet

US macro data: Commodities (59 series)

59 commodities series from US government sources, cleaned into one consistent format and ready for pandas. This free package holds the last 12 months (2025-11-02 on) of each series' latest values. It is refreshed weekly.

import pandas as pd
df = pd.read_parquet("hf://datasets/FinzData/macro-commodities/data/long.parquet")      # series_id, date, value
wide = pd.read_parquet("hf://datasets/FinzData/macro-commodities/data/wide_daily.parquet")  # one column per series

or datasets.load_dataset("FinzData/macro-commodities"). Wide tables by frequency: wide_daily (7 series), wide_weekly (4 series), wide_monthly (37 series), wide_quarterly (11 series). series.csv lists every series with its title, units, frequency and how far back the full history goes.

The full history, point in time, through one API

The FinzData API serves every series back to its first observation, every revision (what was known on any past date, so backtests do not peek at later revisions), and daily updates, in the same format:

import finzdata as fz                     # pip install finzdata
c = fz.Client()                           # free API key: https://api.finzdata.com/
c.macro("MSPUS")                        # full history, latest values
c.macro("MSPUS", vintage="first")       # as first released
c.macro("MSPUS", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="commodities")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
`MSPUS`	Median Sales Price of New Houses Sold for the United States	Dollars	Quarterly	1963
`DCOILWTICO`	Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma	Dollars per Barrel	Daily	1986
`ASPUS`	Average Sales Price of Houses Sold for the United States	Dollars	Quarterly	1963
`APU000074714`	Average Price: Gasoline, Unleaded Regular (Cost per Gallon/3.785 Liters) in U.S. City Average	U.S. Dollars	Monthly	1976
`DHHNGSP`	Henry Hub Natural Gas Spot Price	Dollars per Million BTU	Daily	1997
`WTISPLC`	Spot Crude Oil Price: West Texas Intermediate (WTI)	Dollars per Barrel	Monthly	1946
`MCOILWTICO`	Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma	Dollars per Barrel	Monthly	1986
`APU00007471A`	Average Price: Gasoline, All Types (Cost per Gallon/3.785 Liters) in U.S. City Average	U.S. Dollars	Monthly	1978
`MHHNGSP`	Henry Hub Natural Gas Spot Price	Dollars per Million BTU	Monthly	1997
`DHOILNYH`	No. 2 Heating Oil Prices: New York Harbor	Dollars per Gallon	Daily	1986
`WCOILWTICO`	Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma	Dollars per Barrel	Weekly, Ending Friday	1986
`APU000072511`	Average Price: Fuel Oil #2 per Gallon (3.785 Liters) in U.S. City Average	U.S. Dollars	Monthly	1978
`IEAXGG`	Exports of Goods: Nonmonetary gold	Millions of Dollars	Quarterly	1999
`DGASUSGULF`	Conventional Gasoline Prices: U.S. Gulf Coast, Regular	Dollars per Gallon	Daily	1986
`FRDGBSAM`	Federal Reserve Bank Held Gold Bullion: On Display	Fine Troy Ounces	Monthly	2012
`G20XTIMVA01CXMLQ`	International Merchandise Trade Statistics: Imports: Commodities for G20	US dollars, exchange rate converted	Quarterly	2005
`WHHNGSP`	Henry Hub Natural Gas Spot Price	Dollars per Million BTU	Weekly	1997
`APUS12A74714`	Average Price: Gasoline, Unleaded Regular (Cost per Gallon/3.785 Liters) in New York-Newark-Jersey City, NY-NJ-PA (CBSA)	U.S. Dollars	Monthly	1978
`APUS48A74714`	Average Price: Gasoline, Unleaded Regular (Cost per Gallon/3.785 Liters) in Phoenix-Mesa-Scottsdale, AZ (CBSA)	U.S. Dollars	Monthly	2018
`DGASNYH`	Conventional Gasoline Prices: New York Harbor, Regular	Dollars per Gallon	Daily	1986
`APU0000702212`	Average Price: Bread, Whole Wheat, Pan (Cost per Pound/453.6 Grams) in U.S. City Average	U.S. Dollars	Monthly	1980
`MNGLCP`	U.S. Natural Gas Liquid Composite Price	Dollars per Million BTU	Monthly	2009
`APUS23B74716`	Average Price: Gasoline, Unleaded Premium (Cost per Gallon/3.785 Liters) in Detroit-Warren-Dearborn, MI (CBSA)	U.S. Dollars	Monthly	1981
`G20XTIMVA01CXMLSAQ`	International Merchandise Trade Statistics: Imports: Commodities for G20	US dollars, exchange rate converted	Quarterly	1999
`IPG211S`	Industrial Production: Mining: Oil and Gas Extraction (NAICS = 211)	Index 2017=100	Monthly	1972

All 59 series: series.csv. Browse them at https://finzdata.com/macro/category/commodities.

US macro data: Commodities (59 series)

The full history, point in time, through one API

Most-watched series in this package

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