Tenor Delivery
A forward curve dataset is only complete when it has all its contracts: the day ahead, the weekend, the months, quarters, seasons and years. The Tenor Delivery report counts the tenors a dataset delivered each day, by tenor type, next to the number expected. It answers questions like:
- Did this dataset deliver every expected tenor each day?
- On which days were tenors missing, and of which type?
- Is the expected tenor configuration still right for what the provider sends?
At Northgate Energy, Priya Shah uses it to see which contracts were missing from ICE.NDEX.TTF on the days it was only partly delivered.
Opening the report
This is a dataset insight. Select a dataset on the Dataset Monitoring screen, then choose Tenor Delivery from its insights (category Dataset Monitoring Insights). Its report id is #DMI_TENORDELIVERY, and the dataset is passed in the DSID report property.
The report opens on Last 30 days and loads straight away.
| Control | What it does |
|---|---|
| Date range | Today, Yesterday, Last 7 days, Last 30 days, Last 60 days, Last 90 days, This month, Last month or All |
| Start, End | The on dates to include. Only the date part is used. |
| Export (CSV) | Downloads the table as tenor-delivery.csv |
The report
The Deliveries in range card counts the delivery records in the range. The table has one row per delivery, and its first row, in bold, is the dataset's expected tenors. When the dataset has no expected tenors configured, that row says Not Set.
| Column | What it shows |
|---|---|
| Date | The on date of the delivery |
| Status | The delivery status, such as loaded, partial or late |
* | The total number of tenors |
| One column per tenor type | The number of tenors of that type. Only the tenor types the dataset expects or delivered appear. |
The tenor type columns use these headings:
| Heading | Tenor type | Heading | Tenor type |
|---|---|---|---|
| I | Intraday | HM1, HM2 | First and second half month |
| short | Short | M | Month |
| bal | Balance | Q | Quarter |
| Day | Day | S | Season |
| CD | Calendar day | Y | Year |
| WKD | Weekend | Fin | Financial |
| Week | Week | Spr | Spread |
| Custom | Custom |
At Northgate, the expected row asks for 28 tenors. On 5 and 27 October ICE.NDEX.TTF delivered 25: two quarters and one year were missing, and the status is partial.
Where the data comes from
| Data | Where it comes from |
|---|---|
| Expected tenors | The expected settings of the dataset (dataset service, info source) |
| Delivered tenors and status | The actual and status fields of the dataset's dataset_delivery records |
The report reads the dataset's settings first to find where its delivery records are kept.
Related
- Quality and Critical Checks: the critical check that compares delivered and expected tenors
- Delivery Scores and Loaded Time Analysis: timeliness of the same dataset
- Data Monitoring: how expected tenors are set and completeness is measured
- Insights: how insight reports work