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Finding Commodity Futures Instruments in Bloomberg

Article Quant Q&A · Author: Agustín Obach
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Summary

The document concerns finding historical daily prices for a set of commodity futures, including metals, grains, rubber, coal, and iron ore. The answer says Bloomberg covers the listed commodities except tobacco, for which the respondent could not find a futures contract. It suggests using Bloomberg's security-finder function to locate the relevant instruments and consulting the platform's help system when identification is uncertain.

This is a concise data-discovery tip rather than a discussion of data quality or research methods. It does not provide contract symbols, historical coverage details, licensing terms, or a comparison with other providers. The note also cautions implicitly that a requested commodity may not have a futures contract, so availability should be checked at the instrument level before assuming a complete dataset can be assembled.

Key ideas

  • Bloomberg is identified as a source for the listed commodity futures, with tobacco as an exception.
  • A security-finder function can help locate the appropriate instruments.
  • The platform's help system is suggested when instrument identification is unclear.
  • The answer does not provide contract identifiers, coverage details, or a provider comparison.

Tags

CommoditiesFutures
Full text
# Where to get data on commodity futures contracts?


# Where to get data on commodity futures contracts?












I'm looking for historical daily price quotes on commodity futures contracts for research. Quandl used to have good data, but since the Nasdaq acquisition they don't seem to publish that dataset anymore.

I tried Bloomberg, but couldn't get this particular list of commodities: Tobacco, Aluminum, Barley, Nickel, Lead, Rice, Rubber, Coal and Iron ore. Does anyone know of a data provider? Doesn't need to be free, but of course that's a plus! Thanks!

## Answer by Bob Jansen (score 2, accepted)

https://quant.stackexchange.com/a/85325

Bloomberg has data for the commodities on this list, except for Tobacco which doesn't seem to have a future. The Bloomberg `SECF` function can help you find the right instruments. When in doubt `HELP HELP <GO>`.

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.