Cocoa Futures Contracts (ICE) [2000-2022]
Individual contract OHLC, Volume, Open Interest data (2000-2022)
@kaggle.choweric_ice_cocoa
Individual contract OHLC, Volume, Open Interest data (2000-2022)
@kaggle.choweric_ice_cocoa
Contract months: Mar (H), May (K), Jul (N), Sep (U), Dec (Z)
Contract description can be found at: https://www.theice.com/products/7/Cocoa-Futures
Note that Open Interest is always reported for the previous trading day, to avoid lookahead bias.
CREATE TABLE ice_ccz2008 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2009 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2010 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2011 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2012 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2013 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2014 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2015 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2016 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2017 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2018 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2019 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2020 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2021 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE ice_ccz2022 (
"date" TIMESTAMP,
"open" BIGINT,
"high" BIGINT,
"low" BIGINT,
"close" BIGINT,
"volume" BIGINT,
"open_interest" BIGINT
);
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