lynx1231/historical-commodity-futures-data-sample

Historical Commodity Futures Data Sample

A free evaluation sample of historical commodity futures data spanning selected precious metals and agricultural contracts across multiple exchanges.

Full historical futures catalog, broader contract coverage, downloadable datasets, and pricing:
https://futuresforexandsomeindexes.com/

This repository is a free evaluation sample intended for schema inspection, data-quality evaluation, integration testing, and quantitative research prototyping. It is not the complete commercial dataset.

Sample coverage

This release contains 4 futures roots, 16 individual contract codes, and 1,000,110 observations across daily and minute frequencies.

Futures root	Exchange	Daily contracts	Minute contracts
COMEX Gold Futures	COMEX	GCF26, GCG26, GCH26, GCJ26	GCF26, GCG26, GCH26, GCJ26
Coffee Futures	ICE-US	KCH26, KCK26, KCN26, KCU26	KCH26, KCK26, KCN26, KCU26
Crude Palm Oil	MDEX	FCPOF26, FCPOG26, FCPOH26, FCPOJ26	FCPOF26, FCPOG26, FCPOH26, FCPOJ26
Platinum Futures	NYMEX	PLF26, PLG26, PLH26, PLJ26	PLF26, PLG26, PLH26, PLJ26

The manifest determines which contracts are included in this evaluation package. Availability in the complete catalog may be substantially broader than this sample.

Package contents

• data/daily/*.parquet — normalized daily futures observations.
• data/minute/*.parquet — normalized minute-level futures observations.
• catalog.csv / catalog.parquet — one row per sampled contract-frequency source file with observation counts, timestamp bounds, output shard, and SHA-256.
• metadata.json — release-level coverage and file statistics.
• manifest.json — sanitized public sample manifest; internal source IDs are excluded.
• schema.json — column definitions and timestamp semantics.
• checksums.sha256 — package integrity hashes.
• dataset-metadata.json — Kaggle publication metadata.
• examples/ — Polars, pandas, and DuckDB loading examples.

Data format

The release uses Apache Parquet with ZSTD compression.

Daily columns

timestamp, open, high, low, close, volume, open_interest, contract_name, dataset, exchange, contract_code

Minute columns

timestamp, open, high, low, close, volume, contract_name, dataset, exchange, contract_code

Daily observations in this release: 7,850
Minute observations in this release: 992,260

Timestamp semantics

timestamp is the original source timestamp integer and is preserved unchanged. The public release builder does not perform timezone conversion. Consumers should not infer UTC/local-time semantics solely from the integer representation without additional source-specific context.

Quick start

Polars

import polars as pl

minute = pl.scan_parquet("data/minute/*.parquet")
print(minute.select(["contract_code", "timestamp", "close"]).head().collect())

pandas

from pathlib import Path
import pandas as pd

files = sorted(Path("data/minute").glob("*.parquet"))
df = pd.concat((pd.read_parquet(p) for p in files), ignore_index=True)
print(df.head())

DuckDB

SELECT contract_code, COUNT(*) AS observations
FROM read_parquet('data/minute/*.parquet')
GROUP BY contract_code
ORDER BY observations DESC;

Typical uses

• Cross-commodity research spanning precious metals and agricultural futures.
• Intraday and daily market-structure analysis across contracts from multiple exchanges.
• Backtesting, feature engineering, and data-pipeline validation for commodity strategies.
• Schema and data-quality evaluation before obtaining broader historical coverage.

Integrity and reproducibility

Every release data shard is referenced in the catalog and the package includes checksums.sha256. The release builder validates required columns, manifest identifiers, required non-null fields, and basic OHLC bounds before writing Parquet.

Internal futures root identifiers are excluded from public release metadata.

Complete dataset

This package is intentionally limited to a small set of contracts for evaluation. For the complete futures catalog, broader historical coverage, availability, samples, and pricing, visit:

https://futuresforexandsomeindexes.com/

Release information

• Release version: 2026-09-18
• Generated: 2026-09-18T06:47:11.622284+00:00
• Dataset family: Commodity Futures
• Compression: zstd
• License metadata: other