Get financial tickers for commodities using FinancialData?

Questions
, , ,
1

Hi there,

I am using FinancialData with great success for stocks, currencies and ETFs.
However I am struggling to get prices for commodities (Metals, grains…). Not sure whether this is available as usually traded at Chicago Board of Trade (CBOT-CME) or London Metal Exchange and cannot find their tickers.

Thanks for your support,
Miguel

2

Hi Miguel,

This is possible for listed futures.

FinancialData will call the same database as Wolfram Alpha does, so the easy “cheat” is to use Wolfram Alpha to discover the exchange and ticker for the commodity you want.

For example, to find WTI Crude this query will help:

You’ll note this in the output

wacap.png
wacap.png597×172 8.08 KB

This gives you the product code (“CL”) and the exchange code (“NYMEX”) that will be the ticker to use in FinancialData.

You can then write the Financial Data query as normal:

FinancialData["NYMEX:CL","Close",{2010,1,1}]

That query will return the TimeSeries of the closing prices since 2010

I will say that this can be quite unstable for less “popular” commodities such as ags…but, after two or three tries, the data populates.

In short, if the commodity / fx / rate / equity future is on ICE, CME, NYMEX, CBOT then you can probably pull the timeseries via FinancialData.

Hope that helps!

3

As stated in the previous post, you can pull out data from the NYMEX, CME, etc databases.

I have never been able to get data from the LME. It’d be nice to have since for at least a couple commodities London is the default exchange.

Guess Wolfram doesn’t have a service agreement with them. Wolfram relies on third parties (Yahoo?) to provide Financial Data.

This reliance on third parties is patchy sometimes (right now my code isn’t running).

Hope this helps

4

I’ll just note that for some other futures this doesn’t seem to work. For instance, I tried “VIX” (Assuming “VIX” is an airport | Use as a roman numeral instead), “VIX index” (Using closest Wolfram|Alpha interpretation: index) , and “Volatility Index” (Using closest Wolfram|Alpha interpretation: volatility). I also tried “^VIX” but it appears to have gone into an infinite loop searching for that one and never return a result.

Mathematica for some reason doesn’t recognize “^VIX” for FinancialData either for some reason, which is making it really difficult (or impossible) to perform my analysis.