EPEX Live Continuous Data Information

Usage documentation

EPEX Live Continuous Intraday Contract Info Report

How to query the endpoint

Required fields

NameDescriptionFormatType
date_fromStart date time for the request, by start time of delivery - dlvryStart.yyyy-mm-ddThh:mm:ssdatetime
date_toEnd date time for the request, by start time of delivery - dlvryStart.yyyy-mm-ddThh:mm:ssdatetime

Optional fields specific to the dataset

NameDescriptionFormatType
contract_idThe 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

NameDescriptionFormatType
date_fromStart date time for the request, by trade execution time - tradeExecTime.yyyy-mm-ddThh:mm:ssdatetime
date_toEnd date time for the request, by trade execution time - tradeExecTime.yyyy-mm-ddThh:mm:ssdatetime

Optional fields specific to the dataset

NameDescriptionFormatType
contract_idThe identifier of the contract being traded.integer
trade_idUnique 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

NameDescriptionFormatType
date_fromStart date time for the request, by trade execution time - tradeExecTime.yyyy-mm-ddThh:mm:ssdatetime
date_toEnd date time for the request, by trade execution time - tradeExecTime.yyyy-mm-ddThh:mm:ssdatetime

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

NameDescriptionFormatType
date_fromStart date for the request, by start time of delivery - start_time.yyyy-mm-dddatetime.date
date_toEnd date time for the request, by start time of delivery - start_time.yyyy-mm-dddatetime.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

NameDescriptionFormatType
date_fromStart date for the request, by start time of delivery - start_time.yyyy-mm-dddatetime.date
date_toEnd date time for the request, by start time of delivery - start_time.yyyy-mm-dddatetime.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

NameDescriptionFormatType
date_fromStart date for the request, by start time of delivery - start_time.yyyy-mm-dddatetime.date
date_toEnd date time for the request, by start time of delivery - start_time.yyyy-mm-dddatetime.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

NameDescriptionFormatType
date_fromStart date time for the request, by start time of delivery - dlvryStart.yyyy-mm-ddThh:mm:ssdatetime
date_toEnd date time for the request, by start time of delivery - dlvryStart.yyyy-mm-ddThh:mm:ssdatetime

Optional fields specific to the dataset

NameDescriptionFormatType
contract_idThe identifier of the contract being traded.integer
order_typeIf 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 nameData typeUnitFormatSample dataLong name/Description
contractIdinteger1723395Identifier 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.
orderIdinteger17184744497The identifier for the particular buy or sell order.
orderTypestringbuy/sellbuyWhether the order is a buy or sell order.
prodstringGB_Hour_PowerThe type of product traded.
namestring1H231127-12The 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.
dlvryStartdatetimeYYYY-MM-DDThh:mm:ss2023-11-27T12:00:00Start time of the delivery period in UTC.
dlvryEnddatetimeYYYY-MM-DDThh:mm:ss2023-11-27T13:00:00End time of the delivery period in UTC.
durationfloat0.5The duration (in hours) of delivery.
volumeMWfloat0.7The volume, in MW, of the order.
pricefloatGBP/MWh53.83The price limit in GBP per MWh of the order.
orderEntryTimedatetime2024-05-13T00:48:23The time the order was entered into the order book for the first time.
orderUpdateTimedatetime2024-05-13T00:52:01The time at which the order was last updated.
allOrNothingbooleantrue/falsefalseWhether it is required that the order is bought or sold all at once.