lynx1231/historical-commodity-indexes-sample

Historical Commodity Indexes Sample

A free evaluation sample of historical commodity-index data covering selected energy, precious-metals, agriculture, and industrial-metals benchmarks.

Full historical index catalog, broader index 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 indexes, 12 distinct normalized monthly partition codes, and 1,152,272 observations across daily and minute frequencies.

Index	Symbol	Provider	Subgroup	Daily partitions	Minute partitions
S&P GSCI Agriculture Capped Component 35/20	SAER	S&P Dow Jones Indices	Commodity-Agriculture	12	12
S&P GSCI All Metals Capped Commodity 35/20	SAPT	S&P Dow Jones Indices	Commodity-Industrial Metals	12	12
S&P GSCI Crude Oil	SG3I	S&P Dow Jones Indices	Energy Commodities	12	12
S&P GSCI Gold	SG5C	S&P Dow Jones Indices	Commodity-Precious Metals	12	12

The sample manifest determines the exact index and monthly partitions included. The complete catalog may contain substantially broader historical and index coverage.

Filename normalization

The source manifest may contain compact monthly filenames such as 01-25.json. Index storage and staging use a four-digit year:

01-25.json → 01-2025.json → staged 01-2025.csv → public file_code = 01-2025

The public catalog and sanitized manifest always use the normalized MM-YYYY partition code.

Symbol normalization

Leading dollar signs in manifest symbols are removed before output. For example:

$INX → INX

The normalized symbol is what appears in the Parquet data, public manifest, catalog, and metadata.

Package contents

• data/daily/*.parquet — normalized daily index observations.
• data/minute/*.parquet — normalized minute-level index observations.
• catalog.csv / catalog.parquet — one row per index/frequency/month 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 plus timestamp, partition, symbol, and volume 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 and minute files share the normalized columns:

timestamp, open, high, low, close, volume, index_name, symbol, dataset, provider, group, subgroup, file_code

Daily observations in this release: 1,004
Minute observations in this release: 1,151,268

Volume

The current index staging source does not populate volume. The volume field is therefore retained as nullable for schema stability and future compatibility; null volume should not be interpreted as zero activity.

Timestamp semantics

timestamp is the original source timestamp integer and is preserved unchanged. The public release builder does not perform timezone conversion.

Quick start

Polars

import polars as pl

minute = pl.scan_parquet("data/minute/*.parquet")

sample = (
    minute
    .filter(pl.col("symbol") == "INX")
    .select(["timestamp", "open", "high", "low", "close"])
    .collect()
)

print(sample.head())

pandas

from pathlib import Path
import pandas as pd

files = sorted(Path("data/minute").glob("*.parquet"))

df = pd.concat(
    (pd.read_parquet(path) for path in files),
    ignore_index=True,
)

print(df.head())

DuckDB

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

Typical uses

• Cross-commodity benchmark research across energy, metals, and agriculture.
• Intraday and daily commodity-index behavior analysis.
• Backtesting and feature engineering using selected commodity benchmark indexes.
• Schema and data-quality evaluation before obtaining broader historical coverage.

Integrity and reproducibility

Every Parquet shard is referenced in the catalog and the package includes checksums.sha256. Before release, the builder validates required columns, normalized row identifiers, required non-null fields, basic OHLC bounds, internal source-ID uniqueness, and normalized monthly partition uniqueness.

Internal source identifiers used by the staging pipeline are intentionally excluded from public release metadata.

Complete dataset

This package is intentionally limited to a small evaluation subset. For the complete index catalog, broader historical coverage, availability, samples, and pricing, visit:

https://futuresforexandsomeindexes.com/

Release information

• Release version: 2026-09-18
• Generated: 2026-09-18T16:38:40.613086+00:00
• Dataset family: Commodity Indexes
• Compression: zstd
• License metadata: other