MarketData Hub

⚡ Commodities – Energy Historical Data Downloader

A desktop app that downloads historical price data for 4 instruments in Commodities – Energy — energy commodities such as crude oil and natural gas — with daily history reaching back to 1983. Every series is available from tick level up to monthly OHLC candles, fetched on your own machine and written locally as CSV or JSON, current to the last completed trading day.

Popular: US Brent Crude Oil · US Light Crude Oil (WTI) · Natural Gas · Gas Oil

Preview Commodities – Energy downloads →

Or size one first with the file-size calculator.

One licence covers every instrument below and its entire history — tiers differ by export formats, bulk queueing and automation, never by how much data you may retrieve. Get the app · from €9, one time · Windows, macOS, Linux.

All Commodities – Energy instruments (4)

The MarketData Hub catalogue browser listing instruments by asset class with the history available for each.
Browsing the catalogue. Every Commodities – Energy instrument below is one row in the app, searchable alongside the rest of the 265+ markets.

Where to start with Commodities – Energy

If you are picking a first series here, depth is usually what decides it. US Light Crude Oil (WTI) reaches furthest back — daily candles from 1983-04-20, about 43 years — while Gas Oil is the most recent addition, starting 2017-12-26. The other 2 sit between the two.

Watch the tick gap. 2 of these 4 instruments have a quote-level archive that begins years after their daily candles do — US Brent Crude Oil (daily 2006-11-17, ticks 2010-12-02), US Light Crude Oil (WTI) (daily 1983-04-20, ticks 2013-01-01). If a study needs the full span, work in daily candles; if it needs quote-level detail, the later date is the real start.

Each instrument page below lists its own per-timeframe start dates, row counts and file sizes.

What a Commodities – Energy download looks like

Sizes here are driven by how much of the week the market actually trades, so they differ from other asset classes. Taking US Brent Crude Oil as the worked example, over its full history:

TimeframeFromRowsCSV size
Daily2006-11-17~5,000~249 KB
1 hour2010-12-02~95,200~5 MB
1 minute2010-12-02~5.7M~286 MB
Tick (every quote)2010-12-02Far larger — usually gigabytes. Size a range before you run it.

Estimates at 50 bytes per CSV row, rounded. JSON runs larger; the file-size guide works through the arithmetic, and tick data vs OHLC covers which one you actually need.

Working with Commodities – Energy series

Energy here is quoted as continuous CFD series, not as exchange futures contracts. There is no expiry and no roll, so the price never jumps because a contract changed underneath it, and you can backtest a decade without stitching anything together. The other side of that: no row in these files is a specific delivery month, so the series will not tie out against a published futures settlement history, and spreads between delivery dates are not recoverable from it. Use it for continuous strategy work, not for settlement reconciliation.

Guides for Commodities – Energy

Frequently asked questions

How far back does Commodities – Energy historical data go?
The deepest daily series in this class is US Light Crude Oil (WTI), with daily candles from 1983-04-20. Tick-level history is younger everywhere: the earliest Commodities – Energy tick data starts 2010-12-02, and the newest additions only from 2017-12-26.
Which Commodities – Energy instruments have the longest history?
US Light Crude Oil (WTI) (daily from 1983-04-20), US Brent Crude Oil (daily from 2006-11-17), Natural Gas (daily from 2012-09-02). Each instrument page lists its exact per-timeframe start dates.
Do all 4 Commodities – Energy instruments include tick data?
Yes — every instrument here can be fetched at tick level, but each series only reaches back to its own tick start date (2010-12-02 for the earliest, 2017-12-26 for the newest listings). Always check the per-timeframe table on the instrument page before assuming intraday depth.
When do Commodities – Energy markets trade?
These markets trade extended weekday sessions with weekend gaps and per-market holiday closures; exact hours vary by venue. The gaps are real market structure, not missing data.