Release-Notes
Latest Release - Feb-2025
This release mainly includes addition of the TENNET feeds
- TenneT Imbalance Prices
- TenneT Settled Imbalance Volume
- TenneT Power Measured Volume
- TenneT Power Balance Delta Prices
- TenneT Power Bidding Price Ladder
- TenneT Volume of Settled aFFR and Emergency Capacity
- History loading for EEX Natural Gas EGSI Indices
Jan-2025
This release includes,
- Corrections for ICIS Price Assessments and Indices
- Loading history for ICE Endex Futures
Dec-2024
This release includes the history data loading for following feeds,
- EPEX Power Auction Day Ahead and Intraday Prices
- EPEX Power Intraday Continuous Indices
- LEBA Natural Gas Indices
Nov-2024
This release includes the history data loading for following feeds,
- EEX Natural Gas Futures
- EEX Natural Gas EGSI Futures
- EEX Power Futures
- ICIS Natural Gas Indices
Oct-2024
This release mainly includes addition of the ICIS feeds
- ICIS ESGM Assessments
- ICIS ESGM Indices
Main features:
- Relative tenors are calculated using vendor provided absolutes and contract details.
- Forward curves are built for all ICIS Indices.
Aug-2024
This month release mainly includes addition of the EEX feeds
- EEX Natural Gas Spot
- EEX Natural Gas Futures
- EEX Natural Gas EGSI Futures
- EEX Natural Gas EGSI Indices
- EEX Power Futures
- EEX Emissions Futures
Main features:
- Relative tenors are calculated using vendor provided absolutes and contract details.
- Forward curves are built for all EEX products.
- Smart curves are built for power off-peak
- Natural gas futures contracts are structured in 'gas day'
Jul-2024
This release mainly includes addition of the EPEX feeds
- EPEX Power Auction Day Ahead
- EPEX Power Auction Intraday
- EPEX Power Auction Aggregated Curves
- EPEX Power Continuous Intraday
Main features:
- Added Power Day Ahead and Intraday Trading Prices (EUR/MWh) and Trading Volumes (MWh) for the above datasets.
- Updates are given in hourly,halfhourly and quarterhourly frequency are loaded as curves and timeseries.
- Base,Peak and Offpeak are calculated in SmartTImeSeries from given updates using Block calendars.
- Timezone of the data is in CET. DST has been handled carefully.
- Reports are generated for aggregated curves.
June-2024
This release mainly includes addition of the LEBA feeds
- LEBA Natural Gas Prompt
- LEBA Natural Gas Forwards
- Bloomberg Forward FX and IR snapshots and daily end of day updates
- Bloomberg Oil, Products and Emissions forwards snapsot
Main features:
- Relative tenors are calculated using vendor provided absolutes and contract details.
- Forward curves are built for all ICIS Indices Bloomberg Forwards.
May-2024
This release mainly includes addition of the ICE feeds
- ICE NDEX Power Futures
- ICE NDEX Natural Gas Futures
- ICE NDEX Emissions Futures
- ICE IFEU Power Futures
- ICE IFEU Natural Gas Futures
- ICE IFEU Coal Futures
- ICE IFEU Products Futures
- ICE IFEU Crudes Futures
- ICE IFEU Emissions Futures
- ICE IFLX Agriculture Futures
- ICE IFSG Crudes Futures
- ICE IFAD Products Futures
Main features:
- Relative tenors are calculated using vendor provided absolutes and contract details.
- Forward curves are built for all the ICE products.
- Smart curves are built for power off-peak
- Natural gas futures contracts are structured in 'gas day'
Apr-2024
This release includes addition of following datafeeds:
- National Grid UK Gas Daily System Price (SAP & SMP)
- Energinet Denmark Power Day Ahead Prices
- Netztransparenz Index Balancing Energy Price (ID AEP)
- Netztransparenz Uniform Balancing Energy Price (reBAP)
- Netztransparenz Network Control Network Balance (NRV Balance)
Mar-2024
This release includes addition of following datafeeds:
- BSP Slovenia Power Day Ahead Price and Volume BSP
- OKTE Slovakia Power Day Ahead Price and Volume OKTE
- OPCOM Romania Power Day Ahead Price and Volume OPCOM
- JAO Power Auction Day Ahead Price and Volume JAO
Main features:
- Added Power Day Ahead Trading Prices (EUR/MWh) and Trading Volumes (MWh) for the above datasets.
- Updates are given in hourly frequency.
- DayAhead price and volume are loaded as curves and timeseries.
- Base,Peak and Offpeak are calculated in SmartTImeSeries from hourly updates using Block calendars.
- Timezone of the data is in CET. DST has been handled carefully.