EPEX Live Continuous Data Information
Usage documentation
EPEX Live Continuous Intraday Contract Info Report
How to query the endpoint
Required fields
| Name | Description | Format | Type |
|---|---|---|---|
date_from | Start date time for the request, by start time of delivery - dlvryStart. | yyyy-mm-ddThh:mm:ss | datetime |
date_to | End date time for the request, by start time of delivery - dlvryStart. | yyyy-mm-ddThh:mm:ss | datetime |
Optional fields specific to the dataset
| Name | Description | Format | Type |
|---|---|---|---|
contract_id | The identifier of the contract being traded. | integer |
Example call URL
url = "https://api.modoenergy.com/pub/v1/gb/epex/intra-day/contract-report?date_from=2024-01-30T00%3A00%3A00&date_to=2024-01-30T02%3A00%3A00&contract_id=13572717"
Data details
| Column name | Data type | Unit | Format | Sample data | Long name/Description |
|---|---|---|---|---|---|
contractId | integer | 1723395 | Identifier of the contract, or what product is being traded. | ||
prod | string | GB_Hour_Power | The type of product traded. | ||
name | string | 1H231127-12 | The exact name of the product. In the example data, this is the name of the 1 hour product for the 12th hour of the 27th of November, 2023. | ||
dlvryStart | datetime | YYYY-MM-DDThh:mm:ss | 2023-11-27T12:00:00 | Start time of the delivery period in UTC. | |
dlvryEnd | datetime | YYYY-MM-DDThh:mm:ss | 2023-11-27T13:00:00 | End time of the delivery period in UTC. | |
state | string | ACTI | The current state of the contract / contract-delivery area combination. Valid values: ACTI: Active: the contract is active and available for trading. STBY: Stand by: The contract is waiting on external event to become available for trading. HIBE: Hibernate: The contract was manually deactivated by market operations. IACT: Inactive: The contract is inactive and not available for trading. | ||
duration | float | 0.5 | The duration (in hours) of delivery. | ||
delUnits | float | 0.5 | Delivery units - in MWh. | ||
DlvryAreaState | string | "{'dlvryAreaId': '10YGB----------A', 'state': 'ACTI', 'tradingPhase': 'CLSD', 'tradingPhaseStart': '2024-01-30T11:45:00.000Z'}" | Further information about the contract. | ||
longName | string | 20230925 11:30-20230925 12:00 | Long name of the trade. | ||
predefined | bool | TRUE/FALSE | TRUE | A flag that indicates if a contract has been automatically created by the backend system, or if the contract was generated via the entry of a user-defined block order. | |
revisionNo | integer | 2 | Increases by 1 every time the contract is modified. | ||
tradingPhase | string | CONT | Specifies the contract phase: CONT: Continuous Trading BALA: Balancing Phase AUCT: Auction Phase CLSD: Closed Phase. Trading is not possible during this phase. SDAT: Same Delivery Area Trading Phase | ||
actPoint | datetime | 2023-11-27T12:00:00 | Start of delivery period in European time. | ||
expPoint | datetime | 2023-11-27T12:00:00 | End of delivery period in European time. |
EPEX Live Continuous Intraday Public Trade Confirmation Report
How to query the endpoint
Required fields
| Name | Description | Format | Type |
|---|---|---|---|
date_from | Start date time for the request, by trade execution time - tradeExecTime. | yyyy-mm-ddThh:mm:ss | datetime |
date_to | End date time for the request, by trade execution time - tradeExecTime. | yyyy-mm-ddThh:mm:ss | datetime |
Optional fields specific to the dataset
| Name | Description | Format | Type |
|---|---|---|---|
contract_id | The identifier of the contract being traded. | integer | |
trade_id | Unique ID for each individual trade that goes through the exchange. | integer |
Example call URL
url = "https://api.modoenergy.com/pub/v1/gb/epex/intra-day/trade-report?date_from=2024-01-30T00%3A00%3A00&date_to=2024-01-30T02%3A00%3A00&contract_id=13572764&trade_id=1595171505"
Data details
| Column name | Data type | Unit | Format | Sample data | Long name/Description |
|---|---|---|---|---|---|
tradeId | integer | 122677792 | Identifier of the trade | ||
state | string | ACTI | Current state of the trade. Valid values from EPEX: CNCL: The trade was cancelled by market operations. RREJ: The requested Recall was rejected by market operations. RGRA: The requested Recall was granted by market operations. RREQ: The recall of this trade was requested. ACTI: The trade is active (this is the default value). CREQ: The cancellation was requested from local market operations. CREJ: The cancellation was rejected by global market operations. RSFA: The request has been sent for approval to SOB (XBID) | ||
qty | integer | kW | 8000 | The traded quantity. | |
px | integer | GB pence | 6001 | The execution price. | |
tradeExecTime | datetime | YYYY-MM-DDThh:mm:ss+hh:mm | 2024-01-17T10:59:58(+00:00) | The trade execution time. | |
buyDlvryAreaId | string | 10YGB----------A | Delivery area of the buy side. For these EPEX datasets, in GB. | ||
sellDlvryAreaId | string | 10YGB----------A | Delivery area of the sell side. For these EPEX datasets, in GB. | ||
selfTrade | string | TRUE/FALSE | TRUE | Indicates whether the trade was done as a self trade (inside one balancing group or between two balancing groups within one member) or not. | |
revisionNo | integer | 2 | Increases by 1 every time the trade is modified. |
EPEX Live Continuous Intraday Detailed Trades
How to query the endpoint
Required fields
| Name | Description | Format | Type |
|---|---|---|---|
date_from | Start date time for the request, by trade execution time - tradeExecTime. | yyyy-mm-ddThh:mm:ss | datetime |
date_to | End date time for the request, by trade execution time - tradeExecTime. | yyyy-mm-ddThh:mm:ss | datetime |
Optional fields specific to the dataset
None
Example call URL
url = "https://api.modoenergy.com/pub/v1/gb/epex/intra-day/detailed-trades?date_from=2024-01-30T00%3A00%3A00&date_to=2024-01-30T02%3A00%3A00"
Data details
| Column name | Data type | Unit | Format | Sample data | Long name/Description |
|---|---|---|---|---|---|
tradeId | integer | 122677792 | Identifier of the trade | ||
state | string | ACTI | Current state of the trade. Valid values from EPEX: CNCL: The trade was cancelled by market operations. RREJ: The requested Recall was rejected by market operations. RGRA: The requested Recall was granted by market operations. RREQ: The recall of this trade was requested. ACTI: The trade is active (this is the default value). CREQ: The cancellation was requested from local market operations. CREJ: The cancellation was rejected by global market operations. RSFA: The request has been sent for approval to SOB (XBID) | ||
contractID | integer | 1723395 | Identifier of the contract, or what product is being traded. | ||
volumeMW | integer | MW | 8000 | The amount of energy traded. | |
price | integer | GBP/MWh | 6001 | The execution price. | |
prod | string | GB_Hour_Power | The type of product traded. | ||
name | string | 1H231127-12 | The exact name of the product. In the example data, this is the name of the 1 hour product for the 12th hour of the 27th of November, 2023. | ||
dlvryStart | datetime | YYYY-MM-DDThh:mm:ss | 2023-11-27 12:00:00 | Start time of the delivery period in UTC. | |
dlvryEnd | datetime | YYYY-MM-DDThh:mm:ss | 2023-11-27 13:00:00 | End time of the delivery period in UTC. | |
duration | float | 0.5 | The duration (in hours) of delivery. | ||
tradeExecTime | datetime | YYYY-MM-DDThh:mm:ss | 2024-01-17T10:59:58 | The trade execution time in UTC. | |
buyDlvryAreaId | string | 10YGB----------A | Delivery area of the buy side. For these EPEX datasets, in GB. | ||
sellDlvryAreaId | string | 10YGB----------A | Delivery area of the sell side. For these EPEX datasets, in GB. | ||
selfTrade | bool | TRUE/FALSE | TRUE | Indicates whether the trade was done as a self trade (inside one balancing group or between two balancing groups within one member) or not. | |
tradeRevisionNo | int | 1 | The number of times this trade has been revised. |
EPEX Live Continuous Intraday OHLC
How to query the endpoint
Required fields
| Name | Description | Format | Type |
|---|---|---|---|
date_from | Start date for the request, by start time of delivery - start_time. | yyyy-mm-dd | datetime.date |
date_to | End date time for the request, by start time of delivery - start_time. | yyyy-mm-dd | datetime.date |
Optional fields specific to the dataset
None
Example call URL
url = "https://api.modoenergy.com/pub/v1/gb/epex/intra-day/ohlc?date_from=2024-01-30&date_to=2024-01-30"
| Column name | Data type | Unit | Format | Sample data | Long name/Description |
|---|---|---|---|---|---|
settlement_date | datetime.date | yyyy-mm-dd | 2024-01-30 | Delivery date. | |
settlement_period | integer | 3 | Delivery settlement period. | ||
start_time | datetime | yyyy-mm-ddThh:mm:ss | 2024-01-30T11:30:00 | Start time of the specific settlement period, in UTC. | |
open | float | GBP/MWh | 83.8 | The price of the first trade for the settlement period. If the settlement period is ongoing, this value changes live with new trades coming in. | |
close | float | GBP/MWh | 83.0 | The price of the most recent trade for the settlement period. If the settlement period is ongoing, this value changes live with new trades coming in. | |
low | float | GBP/MWh | 79.3 | The lowest price traded for that settlement period. If the settlement period is ongoing, this value changes live with new trades coming in. | |
high | float | GBP/MWh | 86.3 | The highest price traded for that settlement period. If the settlement period is ongoing, this value changes live with new trades coming in. | |
price_unit | string | GBP per MWh | Units of price for the price columns. |
EPEX Live Continuous Intraday Reference Price
How to query the endpoint
Required fields
| Name | Description | Format | Type |
|---|---|---|---|
date_from | Start date for the request, by start time of delivery - start_time. | yyyy-mm-dd | datetime.date |
date_to | End date time for the request, by start time of delivery - start_time. | yyyy-mm-dd | datetime.date |
Optional fields specific to the dataset
None
Example call URL
url = "https://api.modoenergy.com/pub/v1/gb/epex/intra-day/rpd?date_from=2024-01-30&date_to=2024-01-30"
Data details
| Column name | Data type | Unit | Format | Sample data | Long name/Description |
|---|---|---|---|---|---|
settlement_date | datetime.date | yyyy-mm-dd | 2024-01-30 | Delivery date. | |
settlement_period | integer | 3 | Delivery settlement period. | ||
start_time | datetime | yyyy-mm-ddThh:mm:ss | 2024-01-30T11:30:00 | Start time of the specific settlement period, in UTC. | |
rpd | float | GBP/MWh | 71.75 | RPD (reference price) index for all trades up to and including 4 hours in duration (volume weighted) in the EPEX Continuous Intra day market (GB) for each half-hour settlement period. If the settlement period is ongoing, this value changes live with new trades coming in. | |
volume | float | MWh | 102.8 | The volume traded in the EPEX Continuous Intraday market for that specific settlement period. If the settlement period is ongoing, this value changes live with new trades coming in. | |
price_unit | string | GBP per MWh | Units of price for the price columns. | ||
volume_unit | string | MWh | Units of volume used. |
EPEX Live Continuous Intraday Reference Price HH
How to query the endpoint
Required fields
| Name | Description | Format | Type |
|---|---|---|---|
date_from | Start date for the request, by start time of delivery - start_time. | yyyy-mm-dd | datetime.date |
date_to | End date time for the request, by start time of delivery - start_time. | yyyy-mm-dd | datetime.date |
Optional fields specific to the dataset
None
Example call URL
url = "https://api.modoenergy.com/pub/v1/gb/epex/intra-day/rpd-hh?date_from=2024-01-30&date_to=2024-01-30"
Data details
| Column name | Data type | Unit | Format | Sample data | Long name/Description |
|---|---|---|---|---|---|
settlement_date | datetime.date | yyyy-mm-dd | 2024-01-30 | Delivery date. | |
settlement_period | integer | 3 | Delivery settlement period. | ||
start_time | datetime | yyyy-mm-ddThh:mm:ss | 2024-01-30T11:30:00 | Start time of the specific settlement period, in UTC. | |
rpd | float | GBP/MWh | 71.75 | Reference price (RPD) index for trades of half-hour duration in the EPEX Continuous Intraday market (GB), for each half-hour settlement period. If the settlement period is ongoing, this value changes live with new trades coming in. | |
volume | float | MWh | 102.8 | The volume of half-hour products traded in the EPEX Continuous Intraday market for that specific settlement period. | |
price_unit | string | GBP per MWh | Units of price for the price columns. | ||
volume_unit | string | MWh | Units of volume used. |
EPEX Live Continuous Order Book
How to query the endpoint
Required fields
| Name | Description | Format | Type |
|---|---|---|---|
date_from | Start date time for the request, by start time of delivery - dlvryStart. | yyyy-mm-ddThh:mm:ss | datetime |
date_to | End date time for the request, by start time of delivery - dlvryStart. | yyyy-mm-ddThh:mm:ss | datetime |
Optional fields specific to the dataset
| Name | Description | Format | Type |
|---|---|---|---|
contract_id | The identifier of the contract being traded. | integer | |
order_type | If you want to look at only buy or sell orders. | "buy" or "sell" | string |
Example call URL
url = "https://api.modoenergy.com/pub/v1/gb/epex/intra-day/order-book?date_from=2024-05-20T00%3A00%3A00&date_to=2024-05-20T01%3A00%3A00&contract_id=13690068&order_type=buy"
Data details
| Column name | Data type | Unit | Format | Sample data | Long name/Description |
|---|---|---|---|---|---|
contractId | integer | 1723395 | Identifier of the contract, or what product is being traded. This can also be found matched to the traded contract in the Contract Info Report endpoint. | ||
orderId | integer | 17184744497 | The identifier for the particular buy or sell order. | ||
orderType | string | buy/sell | buy | Whether the order is a buy or sell order. | |
prod | string | GB_Hour_Power | The type of product traded. | ||
name | string | 1H231127-12 | The exact name of the product. In the example data, this is the name of the 1 hour product for the 12th hour of the 27th of November, 2023. | ||
dlvryStart | datetime | YYYY-MM-DDThh:mm:ss | 2023-11-27T12:00:00 | Start time of the delivery period in UTC. | |
dlvryEnd | datetime | YYYY-MM-DDThh:mm:ss | 2023-11-27T13:00:00 | End time of the delivery period in UTC. | |
duration | float | 0.5 | The duration (in hours) of delivery. | ||
volumeMW | float | 0.7 | The volume, in MW, of the order. | ||
price | float | GBP/MWh | 53.83 | The price limit in GBP per MWh of the order. | |
orderEntryTime | datetime | 2024-05-13T00:48:23 | The time the order was entered into the order book for the first time. | ||
orderUpdateTime | datetime | 2024-05-13T00:52:01 | The time at which the order was last updated. | ||
allOrNothing | boolean | true/false | false | Whether it is required that the order is bought or sold all at once. |
Updated about 1 month ago