Forward markets

Standardised super-peak products

Standardised flexibility product auction results, including an anonymised summary of the data, are published below.

Forward prices curves are also available via this dashboard.

In the dataset:

  • TradingDate is the date of the trading session
  • ContractCode is a code representing the instrument, location, duration and contract expiry date
  • TradedVolumeMegawatts is the total traded volume in megawatts
  • SettlementPriceDollarsPerMegawatt
    • Is the volume weighted average price of all trades in the session
    • If there were no trades in the session, then the settlement price is the time and volume weighted average price of all bids and offers in the session
  • WeightedOfferPriceDollarsPerMegawatt is the time and volume weighted average price of all bids and offers in the session
  • OpeningBidDollarsPerMegawatt is the price of the first valid bid
  • ClosingBidDollarsPerMegawatt is the price of the last valid bid
  • MinimumBidDollarsPerMegawatt is the price of the lowest valid bid
  • MaximumBidDollarsPerMegawatt is the price of the highest valid bid
  • OpeningAskDollarsPerMegawatt is the price of the first valid ask
  • ClosingAskDollarsPerMegawatt is the price of the last valid ask
  • MinimumAskDollarsPerMegawatt is the price of the lowest valid ask
  • MaximumAskDollarsPerMegawatt is the price of the highest valid ask.

The last eight fields are filtered to exclude values outside a validation range based on the distribution of all bids and offers during the session. The validation range is defined by the 25th percentile minus 1.5 times the interquartile range and the 75th percentile plus 1.5 times the interquartile range.