Choosing Historical Commodity Price Data for Research

Summary

The document asks where to obtain monthly historical data for WTI, gold, and the CRB index. The answer names free data sources and commercial vendors, but emphasizes that a request for a commodity price needs a more precise definition before choosing a series. Gold, for example, may refer to a spot quotation, a benchmark fixing, a cash-settled contract, or exchange-traded futures; these series represent different markets and may have different construction and trading characteristics.

This distinction matters when building a research dataset: a source that supplies a price with the right label may still not match the intended instrument or use. The thread provides no source comparison, coverage details, licensing terms, or data-quality assessment, and its vendor reference includes a commercial disclosure. Researchers should therefore specify the instrument, venue or benchmark, settlement convention, frequency, and desired history before selecting a provider.

Key ideas

• Commodity names can refer to distinct spot, benchmark, or futures price series.
• Define the instrument and settlement convention before selecting a historical data source.
• Both free sources and commercial vendors may offer commodity data.
• The discussion does not compare provider coverage, quality, licensing, or historical depth.

Tags

# Finding historical data monthly data


# Finding historical data monthly data












Where can I find historical data for WTI Price, gold price, CRB index for my research work?

Is there any website from where I can download these data?

## Answer by Richard at NorgateData (score 1)

https://quant.stackexchange.com/a/17508

Although I think your question will be flagged for "basic knowledge" you can find free sources for this data including Yahoo Finance, Quandl. Commercial data vendors also provide this information.

However, you really need to define what sort of data you are trying to find. Spot prices (for physical delivery), spot prices (for cash settled) or futures data (for future physical delivery) or something else.

For example, "gold price" could be the cash-settled FX contract, LBMA "ring" settlements, Gold futures traded on CME/NYMEX, physical gold traded through venues like Perth Mint etc.

Full disclosure: Norgate/Premium Data offers commodities and futures data.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.