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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.