macro-commodities / README.md
FinzData's picture
Weekly refresh 2026-11-03
c6a9042 verified
|
Raw History Blame Contribute Delete
5.98 kB
---
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** (2025-11-03 on) of each series' latest values. It is refreshed weekly.
```python
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:
```python
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.
## More from FinzData
- Every macro category: https://huggingface.co/FinzData · index on GitHub: https://github.com/FinzData/macro-data
- Survivorship-free US stock prices since 2000, COT positioning, 13F holdings, insider trades, short interest
- Pricing (history bundles from $195 once): https://finzdata.com/pricing
- Python client (open source): https://github.com/FinzData/finzdata-python
Source: U.S. government agencies via FRED/ALFRED (Federal Reserve Bank of St. Louis). Compiled by FinzData.
Data for research, not investment advice.