Module 04: Creating EventTimeSeries

In this module you will attach EventTimeSeries to the MY.GAS.HUB master data object. An EventTimeSeries is built dynamically from an event list — when you request the timeseries, the platform reads the events and extracts the nominated property as the timeseries values.

Why Use EventTimeSeries?

Events are the source of truth for transactional data. An EventTimeSeries gives you a timeseries view of that data without duplicating values. The timeseries automatically reflects any updates to the underlying events.

Step 1: Understand the Construction

The EventTimeSeries constructor takes two arguments:

//#region
EventTimeSeries(eventlist, property)
//#endregion

Argument	Description
`eventlist`	The event list identifier in the form `"OBJECT_ID:EVENT_LIST_NAME"`
`property`	The name of the event property to use as the timeseries value

By default the timeseries is indexed by eventstart. You can override this with the index property.

Step 2: Create a BUY Volume TimeSeries

We will create a timeseries of the BUY nomination volumes from the NOMINATIONS event list.

//#region
use training

// Fetch the hub object
hub = ${object:"MY.GAS.HUB"}

// Create an EventTimeSeries for BUY nomination volumes
buyVol = EventTimeSeries("MY.GAS.HUB:NOMINATIONS", "volume")
buyVol.description = "Daily BUY nomination volumes in MWh"
buyVol.units = "MWh"
buyVol.calendar = "DAILY"

// Filter to BUY direction only
buyVol.filter = ?"direction == 'BUY'"

// Attach to the hub object and save
hub.BUY_VOLUME = buyVol
save hub

print "BUY_VOLUME EventTimeSeries saved"
//#endregion

Filtering Events

The filter property accepts a condition expression. Only events that match the filter contribute to the timeseries. Without a filter, all events in the list are included.

Step 3: Create a SELL Volume TimeSeries

//#region
use training

hub = ${object:"MY.GAS.HUB"}

sellVol = EventTimeSeries("MY.GAS.HUB:NOMINATIONS", "volume")
sellVol.description = "Daily SELL nomination volumes in MWh"
sellVol.units = "MWh"
sellVol.calendar = "DAILY"
sellVol.filter = ?"direction == 'SELL'"

hub.SELL_VOLUME = sellVol
save hub

print "SELL_VOLUME EventTimeSeries saved"
//#endregion

Step 4: Create a Settlement Price TimeSeries

Now create a timeseries from the SETTLEMENTS event list using the price property.

//#region
use training

hub = ${object:"MY.GAS.HUB"}

settlementTs = EventTimeSeries("MY.GAS.HUB:SETTLEMENTS", "price")
settlementTs.description = "Daily settlement price"
settlementTs.units = "therm"
settlementTs.currency = "GBP"
settlementTs.calendar = "DAILY"

hub.SETTLEMENT_PRICE = settlementTs
save hub

print "SETTLEMENT_PRICE EventTimeSeries saved"
//#endregion

Step 5: Read the TimeSeries

An EventTimeSeries is evaluated dynamically — reading it automatically fetches all the events it needs and extracts the values. No explicit build step is required.

//#region
use training

// Reading the series directly evaluates it against the current events
buyData = ${data:"MY.GAS.HUB:BUY_VOLUME"}

print "BUY volume timeseries:"
print buyData
//#endregion

Step 6: Use a Custom Index Field

By default the EventTimeSeries uses eventstart as the date index. If your events use a different date field you can override this:

//#region
use training

hub = ${object:"MY.GAS.HUB"}

// Use the eventend date as the timeseries index
altTs = EventTimeSeries("MY.GAS.HUB:NOMINATIONS", "volume")
altTs.index = "eventend"
altTs.calendar = "DAILY"
altTs.filter = ?"direction == 'BUY'"
altTs.description = "BUY volumes indexed by gas day end"

hub.BUY_VOLUME_END = altTs
save hub
//#endregion

Step 7: Calculate Net Position

//#region
use training

// Get both series
buyData  = ${data:"MY.GAS.HUB:BUY_VOLUME"}
sellData = ${data:"MY.GAS.HUB:SELL_VOLUME"}

// Calculate net position (BUY minus SELL)
netPosition = buyData - sellData

print "Net nomination position:"
print netPosition.data
//#endregion

Summary

You have created three EventTimeSeries on MY.GAS.HUB:

Series Name	Event List	Property	Filter
`BUY_VOLUME`	`NOMINATIONS`	`volume`	`direction == 'BUY'`
`SELL_VOLUME`	`NOMINATIONS`	`volume`	`direction == 'SELL'`
`SETTLEMENT_PRICE`	`SETTLEMENTS`	`price`	none

Exercise

Verify the three series in the portal under Master Data → MY.GAS.HUB → Data
View each EventTimeSeries in the portal and confirm the values match what you entered in Modules 02 and 03
Add one more BUY nomination event via ODSL (any date) and re-read BUY_VOLUME to confirm it picks up the new event

Next Step

In Module 05 you will use SmartTimeSeries to apply currency and unit conversions.

Why Use EventTimeSeries?​

Step 1: Understand the Construction​

Step 2: Create a BUY Volume TimeSeries​

Step 3: Create a SELL Volume TimeSeries​

Step 4: Create a Settlement Price TimeSeries​

Step 5: Read the TimeSeries​

Step 6: Use a Custom Index Field​

Step 7: Calculate Net Position​

Summary​

Exercise​