Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
commodity futures

is there a way to get commodity futures and forwards prices (historical) data. Also, where/how can one find and import data on t-bill rates...

thanks

6 responses

Hello Sandeep,

Only data for U.S equities are available. Per the help page:

We have minute bar data for US equities for 2002 up to the most
recently completed trading day (data uploaded nightly).

For importing data, see the "Fetcher" section on the help page and examples in this forum.

Grant

Thank you Grant...

Sandeep, as far as "getting" the data - quandl.com is a good (and free!) source of information.

Hi Ken,

thanks, yes, I finally made my way to quandl and am checking it out....wow, there is a LOT of stuff out there available....I'm new to this, but finding all of this pretty great...

Hi Sandeep,

Welcome to Quantopian! If you're importing Quandl data into your algo, you can use the fetcher feature to pull in any external csv. The help docs are a good place to start to get familiarized with the API.

Also, here is an example of pulling economic indicators from Quandl into your algo logic.

Happy coding,
Alisa

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Thanks Alisa,

Sandeep