Gold Futures and Spot Price Dataset – MCX, 2022–2024

This dataset contains daily price data for Gold futures contracts and corresponding spot prices retrieved from the Bhavcopy section of the Multi Commodity Exchange of India Ltd. (MCX) for the period 1 January 2022 to 31 December 2024. The dataset was compiled as part of a research study examining the price discovery process and relationship between the gold futures and spot markets in India. Variables included are: Date Closing price of Gold futures contract Spot price of Gold Spot prices were aligned with the futures data for accurate comparison. Data were extracted from the official MCX Bhavcopy portal: https://www.mcxindia.com/market-data/bhavcopy. This cleaned dataset is provided in CSV format and is suitable for replication, extension, or educational use. For any queries or further information, please contact the corresponding author.