DATA
Looking for historical forward prices on oil or commodity contracts—benchmark or illiquid? This is the dataset built for exactly that.
If you’re searching for consistent, reliable historical forward prices—whether for benchmark contracts or hard-to-find OTC instruments—Curveseries delivers the structured dataset you need.
We specialize in daily forward curve marks for oil and energy markets, including both actively traded and illiquid contracts. Our data doesn’t rely on exchange-settled prices or third-party benchmarks—it’s built independently, marked daily, and quality-checked to offer clarity in markets where data is often fragmented or unavailable.
A Deep, Clean Dataset—Built for Serious Analysis
Curveseries provides one of the most comprehensive libraries of historical forward price curves across the oil and broader commodity space. Our data goes back to January 2012, covering:
Minimum Requirements:
- Benchmark-grade contracts that are actively traded
- Niche and illiquid products in the OTC and regional swap markets
- Forward curve structures reflecting market expectations, not just spot history
Every curve is:
- Time-stamped to 16:30 London daily—no intra-day noise, no missing timestamps
- Cleansed and validated, ensuring you’re working with usable, analysis-ready data
- Consistent across time, making long-term trend analysis possible
This is not a repackaging of public settlement prices—it’s proprietary, independent market data engineered for those who need precision and depth.
Use Cases Across the Energy and Commodity Ecosystem
If you’re in trading, analytics, research, or business operations with commodity exposure, our dataset gives you the forward-looking visibility you’ve been missing.
Use cases include:
- Backtesting trading strategies using historical forward curves rather than limited spot data
- Volatility and correlation analysis across contracts that rarely appear in standard feeds
- Commodity exposure tracking for procurement, risk, and finance teams at fuel- intensive companies (airlines, shipping, logistics, manufacturing)
- Market intelligence and consulting where understanding forward structure is key to advising clients or stakeholders
From refined products and regional crudes to fuel oil and freight derivatives, Curveseries helps you understand markets others overlook.
Easy Access, Flexible Integration
You can access Curveseries data in the way that suits your workflow:
Whether you need quick access for analysis or full integration into enterprise tools, we support your needs without adding friction.
Excel Add-in
Pull forward price curves directly into your spreadsheets for modeling, reporting, or analysis
Web API
Automate data ingestion and integrate with internal platforms or quantitative tools
Organization-wide licensing
No per-user limits—make the data available across teams
Here’s what sets us apart:
- Over a decade of clean, aligned forward curve data
- Coverage of both benchmark and illiquid contracts, equally treated with care
- Independent methodology, not reliant on exchange settlements or delayed public reports
- Daily snapshots, allowing you to trace how forward expectations evolved over time
Why Curveseries?
We’re not trying to be a catch-all data provider. We focus on one thing: delivering the best available historical forward price curves for oil and energy markets—especially in areas where other datasets are thin, inconsistent, or unreliable.
If you’re serious about understanding forward price structure—whether for alpha, risk, or internal visibility—this is the dataset that gives you the full view.
Get Ahead with Clarity
Stop relying on pieced-together spreadsheets, partial datasets, or generic benchmarks that miss the details. With Curveseries, you can:
See how forward markets have moved, day by day
Analyze price structure with consistency and accuracy
