market results interface specification 009

Market Results Interface Specification

EEX Information Products

European Energy Exchange AG Copyright 2010 – All rights reserved Market Results Interface Specification, Release 009

1. Document History

Version Description Date Author

001 Initial Version 2010/03/03 Mathias Ponnwitz

002 General Revision 2010/03/08 Mathias Ponnwitz

003 General Revision

New:

Swiss Power Spot Market File

Phelix Quarterly File

Revision of the folder structure (from 2010-05-31):

Gas Spot Historie File

Gas Futures Historie File

Emission Spot Historie File

Emission Futures Historie File

Emission Options Historie File

Coal Futures Historie File

2010/04/23 Mathias Ponnwitz

004 File structure change:

Introduction of the fields [Maturity], [Product] and [Underlying] in

PowerOptionsMarketResults-[YYYY-MM-DD].xml

omrf_[YYYYMMDD].csv

energy_options_historie_[YYYY].xls

(Reason: Introduction of additional expiries for Phelix Base Year

Options (O1BY))

New example files:

PowerOptionsMarketResults-2010-05-06.xml

omrf_20100506.csv

Publication discontinued, exchange product discontinued:

Continuous Results Blocks France File

Continuous Results Hours France File

Continuous Transactions France File





energy_phelix_power_futures_historie__[YYYY].xls

(Reason: Introduction of Phelix Off-Peak Futures (F1OM,

F1OQ, F1OY))

New example files:

PhelixPowerFuturesMarketResults-2010-07-02.xml

fmrf_20100702.csv


006 New files:

Block Bid Overview File (XML)

BBOF_DE-AU_YYYYMMDD_YYYYMMDDhhmmss.xml

BBOF_CH_YYYYMMDD_YYYYMMDDhhmmss.xml

Power Spot Auction Price Curve File (XML)

BidAskCurves_DE-AU_YYYYMMDD_YYYYMMDDhhmmss.xml

BidAskCurves_CH_YYYYMMDD_YYYYMMDDhhmmss.xml

Publication discontinued:

Block Bid Overview File (CSV)

bbof_[YYYYMMDD].csv

Power Spot Auction Price Curve File (CSV)

psapc_[YYYYMMDD].csv

(the upper “New files” are replacing this files)

New example files:

BBOF_CH_20100903_20100902192200.xml

BBOF_DE-AU_20100903_20100902184204.xml

BidAskCurves_CH_20100903_20100902192121.xml

BidAskCurves_DE-AU_20100903_20100902184026.xml

New XML schemata:

BBOF.xsd

BidAskCurves.xsd





sarf_[YYYYMMDD].csv

PowerSpotMarketAuctionResults-[YYYY-MM-DD].xml

energy_spot_historie_[YYYY].xls

(Reason: Introduction of the new power spot trading system

ETS.)

New example files:

PowerSpotMarketAuctionResults-2010-08-26.xml

sarf_20100826.csv

energy_spot_historie_2010.xls


008 File structure change: (2010/12/13)

fmrf_[YYYYMMDD].csv

PhelixPowerFuturesMarketResults-[YYYY-MM-DD].xml

GermanPowerFuturesMarketResults-[YYYY-MM-DD].xml

FrenchPowerFuturesMarketResults-[YYYY-MM-DD].xml

energy_phelix_power_futures_historie_[YYYY].xls

energy_french_power_futures_historie_[YYYY].xls

energy_german_power_futures_historie_[YYYY].xls

New example files: (2010/12/07)

energy_phelix_power_futures_historie_2010.xls

energy_french_power_futures_historie_2010.xls

(2010/12/07 - Reason introduction of the new French Financial Week Futures, XLS column “Week” and tab “F7B1-5” and “F7P1-5” “Week”,CSV: column “Week”, XML: tag “Week”)





Natural Gas – Spot – Continuous:

gscrf_[YYYYMMDD].csv

GasSpotMarketResults-[YYYY-MM-DD].xml

gas_spot_historie_[YYYY].xls

New files:

Natural Gas – Spot – Continuous:

gscsf_[YYYYMMDD].csv

GasSpotMarketSettlementResults-[YYYY-MM-DD].xml

New example files:

gscrf_20110504.csv

GasSpotMarketResults-2011-05-04.xml

gscsf_20110512.csv

GasSpotMarketSettlementResults-2011-05-12.xml

New XML schemata:

GasSpotMarketSettlementResults.xsd

GasSpotMarketResults247Gas.xsd

(2011/05/30 - Reason introduction of the 24/7 trading on natural gas for the market areas NCG, GASPOOL and TTF)


© Copyright by EEX AG 2011

Apart from fair dealing for the purpose of private use, no part may be reproduced, copied, transmitted in any form or by

any means (electronic, mechanical or graphic) without the prior written permission of EEX AG.


2. Table of Contents

1. Document History ......................................................................................................... 2

2. Table of Contents .......................................................................................................... 6

3. List of Tables ................................................................................................................. 9

4. List of Abbreviations .................................................................................................. 14

1. Management Overview ............................................................................................... 15

2. Definitions ................................................................................................................... 16

2.1. General File Design ...................................................................................................... 16

2.1.1. CSV file format .............................................................................................................. 16

2.1.2. XLS file format .............................................................................................................. 16

2.1.3. XML file format .............................................................................................................. 16

2.2. File Naming ................................................................................................................... 16

2.3. Behaviour of File Creation ............................................................................................. 17

2.4. Definition of Used Data Types ....................................................................................... 17

2.5. Definition of Data Fields ................................................................................................ 18

2.6. Specific Range Definition of Data Fields ....................................................................... 20

3. Generated Files ........................................................................................................... 23

3.1. Power - Spot - Intraday ................................................................................................. 23

3.1.1. Power Spot Market Intraday Results File ...................................................................... 23

3.1.1.1. XML 23

3.1.2. Energy Intraday History File .......................................................................................... 25

3.1.2.1. XLS 25

3.1.3. Intraday Results Blocks France File .............................................................................. 25

3.1.3.1. CSV 26

3.1.4. Intraday Results Hours France File ............................................................................... 26

3.1.4.1. CSV 26

3.1.5. Intraday Transactions France File ................................................................................. 26

3.1.5.1. CSV 27

3.2. Power - Spot - Auction .................................................................................................. 27

3.2.1. Power Spot Market Auction Results File ....................................................................... 27

3.2.1.1. CSV 28

3.2.1.2. XML 31

3.2.2. Energy Spot Historie File .............................................................................................. 35

3.2.2.1. XLS 35

3.2.3. Swiss Power Spot Market File ....................................................................................... 35

3.2.3.1. XLS 36

3.2.4. Phelix Quarterly File ...................................................................................................... 36

3.2.4.1. XLS 36

3.2.5. Auction Spot Prices France File .................................................................................... 37

3.2.5.1. CSV 37


3.2.6. Auction Spot Volumes France File ................................................................................ 37

3.2.6.1. CSV 38

3.2.7. Block Bid Overview File ................................................................................................ 38

3.2.7.1. CSV 38

3.2.7.1. XML 40

3.2.8. Power Spot Auction Price Curve File ............................................................................ 40

3.2.8.1. CSV 40

3.2.8.2. XML 41

3.2.9. Auction Aggregated Curves France File ........................................................................ 42

3.2.9.1. CSV 42

3.3. Power - Spot - Continuous ............................................................................................ 43

3.3.1. Continuous Results Blocks France File ......................................................................... 43

3.3.1.1. CSV 43

3.3.2. Continuous Results Hours France File .......................................................................... 43

3.3.2.1. CSV 44

3.3.3. Continuous Transactions France File ............................................................................ 44

3.3.3.1. CSV 44

3.4. Power - Futures ............................................................................................................ 45

3.4.1. Power Futures Market Results File ............................................................................... 45

3.4.1.1. CSV 45

3.4.1.2. XML 48

3.4.2. Energy Phelix Power Futures Historie File .................................................................... 52

3.4.2.1. XLS 54

3.4.3. Energy French Power Futures Historie File ................................................................... 54

3.4.3.1. XLS 54

3.4.4. Energy German Power Futures Historie File ................................................................. 55

3.4.4.1. XLS 55

3.5. Power - Futures - Options ............................................................................................. 56

3.5.1. Power Options Market Results ...................................................................................... 56

3.5.1.1. CSV 56

3.5.1.2. XML 57

3.5.2. Energy Options Historie File.......................................................................................... 60

3.5.2.1. XLS 60

3.6. Natural Gas - Spot - Continuous ................................................................................... 60

3.6.1. Gas Spot Market Results File ........................................................................................ 60

3.6.1.1. CSV 61

3.6.1.2. XML 63

3.6.2. Gas Spot Historie File ................................................................................................... 67

3.6.2.1. XLS 67

3.6.3. Gas Spot Market Settlement Results File ...................................................................... 67

3.6.3.1. CSV 68

3.6.3.1. XML 68

3.7. Natural Gas - Futures .................................................................................................... 70

3.7.1. Gas Futures Market Results File ................................................................................... 70

3.7.1.1. CSV 71


3.7.1.2. XML 72

3.7.2. Gas Futures Historie File .............................................................................................. 74

3.7.2.1. XLS 75

3.8. Emission Rights - Spot - Continuous ............................................................................. 75

3.8.1. Emission Spot Market Results File ................................................................................ 75

3.8.1.1. CSV 75

3.8.1.2. XML 77

3.8.2. Emission Spot Historie File ........................................................................................... 78

3.8.2.1. XLS 78

3.9. Emission Rights - Spot - Auction ................................................................................... 79

3.9.1. Emission Spot Auction Market Results File ................................................................... 79

3.9.1.1. CSV 79

3.9.1.2. XML 80

3.10. Emission Rights – Futures - Futures ............................................................................. 81

3.10.1. Emission Futures Market Results File ........................................................................... 81

3.10.1.1. CSV 81

3.10.1.2. XML 83

3.10.2. Emission Futures Historie File ....................................................................................... 85

3.10.2.1. XLS 86

3.11. Emission Rights - Futures - Auction .............................................................................. 86

3.11.1. Emission Futures Auction Market Results File .............................................................. 86

3.11.1.1. CSV 86

3.11.1.2. XML 88

3.11.2. Emission Futures Historie File ....................................................................................... 89

3.11.2.1. XLS 89

3.12. Emission Rights - Futures - Options .............................................................................. 90

3.12.1. Emission Options Market Results File ........................................................................... 90

3.12.1.1. CSV 90

3.12.1.2. XML 91

3.12.2. Emission Options Historie File ...................................................................................... 94

3.12.2.1. XLS 94

3.13. Coal - Futures ............................................................................................................... 94

3.13.1. Coal Futures Market Results File .................................................................................. 94

3.13.1.1. CSV 95

3.13.1.2. XML 96

3.13.2. Coal Futures Historie File .............................................................................................. 98

3.13.2.1. XLS 99

4. Example Files ............................................................................................................ 100

4.1. CSV Examples ............................................................................................................ 100

4.2. XLS Examples ............................................................................................................ 100

4.3. XML Examples ............................................................................................................ 101

4.4. XML Schemata ........................................................................................................... 102


3. List of Tables

Table 1: File naming elements ....................................................................................................... 17

Table 2: Definition of formats ......................................................................................................... 18

Table 3: Definition of Fields ........................................................................................................... 20

Table 4: Definition of Specific Ranges of Data Fields .................................................................... 22

Table 5: Characteristics of Power Spot Market Intraday Results File ............................................. 23

Table 6: XML File details of Power Spot Market Intraday Results File ........................................... 23

Table 7: XML element description of Power Spot Market Auction Results File .............................. 24

Table 8: Characteristics of Energy Intraday History File ................................................................ 25

Table 9: XLS File details of Energy Intraday History File ............................................................... 25

Table 10: Characteristics of Intraday Results Blocks France File .................................................. 25

Table 11: CSV File details of Intraday Results Blocks France File ................................................. 26

Table 12: Characteristics of Intraday Results Hours France File ................................................... 26

Table 13: CSV File details of Intraday Results Hours France File .................................................. 26

Table 14: Characteristics of Intraday Transactions France File ..................................................... 27

Table 15: CSV File details of Intraday Transactions France File .................................................... 27

Table 16: Characteristics of Power Spot Market Auction Results File ............................................ 27

Table 17: CSV File details of Power Spot Market Auction Results File .......................................... 28

Table 18: CSV Line types description of Power Spot Market Auction Results File (Line description

before 2010/09/28) ................................................................................................................. 30

Table 19: CSV Line types description of Power Spot Market Auction Results File (Line description

after 2010/09/28) .................................................................................................................... 31

Table 20: XML File details of Power Spot Market Auction Results File .......................................... 32

Table 21: XML element description of Power Spot Market Auction Results File ............................ 34

Table 22: Characteristics of Energy Spot Historie File ................................................................... 35

Table 23: XLS File details of Energy Spot Historie File .................................................................. 35

Table 24: Characteristics of Swiss Power Spot Market File ........................................................... 35

Table 25: XLS File details of Swiss Power Spot Market File .......................................................... 36

Table 26: Characteristics of Phelix Quarterly File .......................................................................... 36

Table 27: XLS File details of Phelix Quarterly File ........................................................................ 36

Table 28: Characteristics of Auction Spot Prices France File ........................................................ 37


Table 29: CSV File details of Auction Spot Prices France File ....................................................... 37

Table 30: Characteristics of Auction Spot Prices France File ........................................................ 37

Table 31: CSV File details of Auction Spot Prices France File ....................................................... 38

Table 32: Characteristics of Block Bid Overview File ..................................................................... 38

Table 33: CSV File details of Block Bid Overview File ................................................................... 38

Table 34: CSV Line types description of Block Bid Overview File .................................................. 39

Table 35: XML File details of Block Bid Overview File ................................................................... 40

Table 36: Power Spot Auction Price Curve File ............................................................................. 40

Table 37: CSV File details of Power Spot Auction Price Curve File ............................................... 41

Table 38: CSV Line types description of Power Spot Auction Price Curve File .............................. 41

Table 39: XML File details of Power Spot Auction Price Curve File (BidAskCurves) ...................... 42

Table 40: Characteristics of Auction Aggregated Curves France File ............................................ 42

Table 41: CSV File details of Auction Aggregated Curves France File .......................................... 42

Table 42: Characteristics of Continuous Results Blocks France File ............................................. 43

Table 43: CSV File details of Continuous Results Blocks France File ............................................ 43

Table 44: Characteristics of Continuous Results Hours France File .............................................. 43

Table 45: CSV File details of Continuous Results Hours France File............................................. 44

Table 46: Characteristics of Continuous Transactions France File ................................................ 44

Table 47: CSV File details of Continuous Transactions France File............................................... 44

Table 48: Characteristics of Power Futures Market Results File .................................................... 45

Table 49: CSV File details of Power Futures Market Results File .................................................. 45

Table 50: CSV Line types description of Power Futures Market Results File (Line description

before 2010/12/13) ................................................................................................................. 46

Table 51: CSV Line types description of Power Futures Market Results File (Line description after

2010/12/12) ............................................................................................................................ 47

Table 52: XML File details of Power Futures Market Results File .................................................. 48

Table 53: XML element description of Power Futures Market Results File (Line description before

2010/12/13) ............................................................................................................................ 50

Table 54: XML element description of Power Futures Market Results File (Line description after

2010/12/12) ............................................................................................................................ 52

Table 55: Characteristics of Energy Phelix Power Futures Historie File ......................................... 53

Table 56: XLS File details of Energy Phelix Power Futures Historie File ....................................... 54

Table 57: Characteristics of Energy French Power Futures Historie File ....................................... 54


Table 58: XLS File details of Energy French Power Futures Historie File ...................................... 54

Table 59: Characteristics of Energy German Power Futures Historie File...................................... 55

Table 60: XLS File details of Energy German Power Futures Historie File .................................... 55

Table 61: Characteristics of Power Options Market Results File .................................................... 56

Table 62: CSV File details of Power Options Market Results File .................................................. 56

Table 63: CSV Line types description of Power Options Market Results File ................................. 57

Table 64: XML File details of Power Options Market Results File .................................................. 57

Table 65: XML element description of Power Options Market Results File .................................... 59

Table 66: Characteristics of Energy Options Historie File .............................................................. 60

Table 67: XLS File details of Energy Options Historie File ............................................................. 60

Table 68: Characteristics of Gas Spot Market Results File ............................................................ 61

Table 69: CSV File details of Gas Spot Market Results File .......................................................... 61

Table 70: CSV Line types description of Gas Spot Market Results File (Line description before

2011/05/30) ............................................................................................................................ 62

Table 71: CSV Line types description of Gas Spot Market Results File (Line description after

2011/05/29) ............................................................................................................................ 63

Table 72: XML File details of Gas Spot Market Results File .......................................................... 63

Table 73: XML element description of Gas Spot Market Results File (Element description before

2011/05/30) ............................................................................................................................ 64

Table 74: XML element description of Gas Spot Market Results File (Element description after

2011/05/29) ............................................................................................................................ 66

Table 75: Characteristics of Gas Spot Historie File ........................................................................ 67

Table 76: XLS File details of Gas Spot Historie File ...................................................................... 67

Table 77: Characteristics of Gas Spot Market Settlement Results File .......................................... 67

Table 78: CSV File details of Gas Spot Market Settlement Results File ........................................ 68

Table 79: CSV Line types description of Gas Spot Market Settlement Results File ....................... 68

Table 80: XML File details of Gas Spot Market Settlement Results File ........................................ 69

Table 81: XML element description of Gas Spot Market Settlement Results File ........................... 70

Table 82: Characteristics of Gas Futures Market Results File ....................................................... 70

Table 83: CSV File details of Gas Futures Market Results File ...................................................... 71

Table 84: CSV Line types description of Gas Futures Market Results File .................................... 72

Table 85: XML File details of Gas Futures Market Results File ...................................................... 72

Table 86: XML element description of Gas Futures Market Results File ........................................ 74


Table 87: Characteristics of Gas Futures Historie File ................................................................... 74

Table 88: XLS File details of Gas Futures Historie File .................................................................. 75

Table 89: Characteristics of Emission Spot Market Results File .................................................... 75

Table 90: CSV File details of Emission Spot Market Results File .................................................. 75

Table 91: CSV Line types description of Emission Spot Market Results File ................................. 76

Table 92: XML File details of Emission Spot Market Results File .................................................. 77

Table 93: XML element description of Emission Spot Market Results File ..................................... 78

Table 94: Characteristics of Emission Spot Historie File ................................................................ 78

Table 95: XLS File details of Emission Spot Historie File ............................................................... 78

Table 96: Characteristics of Emission Spot Auction Market Results File ....................................... 79

Table 97: CSV File details of Emission Spot Auction Market Results File ...................................... 79

Table 98: CSV Line types description of Emission Spot Auction Market Results File .................... 80

Table 99: XML File details of Emission Spot Auction Market Results File ...................................... 80

Table 100: XML element description of Emission Spot Auction Market Results File ...................... 81

Table 101: Characteristics of Emission Futures Market Results File .............................................. 81

Table 102: CSV File details of Emission Futures Market Results File ............................................ 82

Table 103: CSV Line types description of Emission Futures Market Results File........................... 83

Table 104: XML File details of Emission Futures Market Results File ............................................ 83

Table 105: XML element description of Emission Futures Market Results File .............................. 85

Table 106: Characteristics of Emission Futures Historie File ......................................................... 85

Table 107: XLS File details of Emission Futures Historie File ........................................................ 86

Table 108: Characteristics of Emission Futures Auction Market Results File ................................. 86

Table 109: CSV File details of Emission Futures Auction Market Results File ............................... 86

Table 110: CSV Line types description of Emission Futures Auction Market Results File .............. 87

Table 111: XML File details of Emission Futures Auction Market Results File ............................... 88

Table 112: XML element description of Emission Futures Auction Market Results File ................. 89

Table 113: Characteristics of Emission Futures Historie File ......................................................... 89


Table 115: Characteristics of Emission Options Market Results File ............................................. 90

Table 116: CSV File details of Emission Options Market Results File ............................................ 90

Table 117: CSV Line types description of Emission Options Market Results File .......................... 91

Table 118: XML File details of Emission Options Market Results File ............................................ 91


Table 119: XML element description of Emission Options Market Results File .............................. 93

Table 120: Characteristics of Emission Options Historie File ......................................................... 94


Table 122: Characteristics of Coal Futures Market Results File ..................................................... 94

Table 123: CSV File details of Coal Futures Market Results File ................................................... 95

Table 124: CSV Line types description of Coal Futures Market Results File .................................. 96

Table 125: XML File details of Coal Futures Market Results File ................................................... 96

Table 126: XML element description of Coal Futures Market Results File ..................................... 98

Table 127: Characteristics of Coal Futures Historie File ................................................................ 98

Table 128: XLS File details of Coal Futures Historie File ............................................................... 99

Table 129: CSV example files ..................................................................................................... 100

Table 130: XML example files ..................................................................................................... 101

Table 131: XML Schemata files ................................................................................................... 102


4. List of Abbreviations

Abbreviation Explanation

ASCII The American Standard Code for Information Interchange is a character-encoding scheme based on the ordering

of the English alphabet.

CEST Central European Summer Time

CET Central European Time

CR The carriage return (CR) is one of the control characters in ASCII code, Unicode or EBCDIC that commands a

printer or other sort of display to move the position of the cursor to the first position on the same line.

CSV The Comma‐ separated values (CSV) file is used for the digital storage of data structured in a table of lists form.

EBCDIC

The Extended Binary Coded Decimal Interchange Code (EBCDIC) is an 8-bit character encoding (code page)

used on IBM mainframe operating systems.

EEX European Energy Exchange

EUA European Union Emission Allowance

FTP The File transfer protocol (FTP) is a standard network protocol used to exchange and manipulate files over a

TCP/IP based network.

IBM The International Business Machines Corporation (IBM) is a multinational computer technology and IT consulting

corporation.

ISO The International Organization for Standardization (ISO) is an international‐ standard‐ setting body composed of

representatives from various national standards organizations.

kWh The watt-hour, or kilowatt-hour, (symbol kW∙h, kWh) is a unit of energy equal to 3,600,000 joules. Energy in watt-

hours is the multiplication of power in watts and time in hours.

LF A line feed (LF) or newline, also known as a line break or end-of-line (EOL) character, is a special character or

sequence of characters signifying the end of a line of text.

MW Mega Watt = 1.000.000 W (refer to W)

MWh Mega Watt Hour = 1.000 kWh (refer to kWh)

OTC Over‐ the‐ counter (OTC) trading is to trade financial instruments such as stocks, bonds, commodities or deriva-

tives directly between two parties.

W The watt (symbol: W) is a derived unit of power in the International System of Units (SI). It measures rate of en-

ergy conversion.

XLS Excel format is the native format of Microsoft Excel. The files of this format usually have xls extension

XML The Extensible Markup Language (XML) is used for the digital storage of structured data.


1. Management Overview

To facilitate the energy markets and to support market participants EEX has traditionally been

providing information products. These information products outline details about day-to-day market

data as well as historical data. Market participants are able to get access to electronic data for all

products of the spot and derivates markets (i.e. electricity, natural gas, EUA and coal). Moreover

transparency data about the energy market can be obtained.

In addition to the free data available on the EEX website, EEX provides its commercial information

products in CSV, XLS as well as XML format on an FTP-server (ftp://infoproducts.eex.com). These

files are designed for easy processing and can be used by customers for individual market analysis

and any other further analytics.

This document describes in detail the information products generated out of the trading systems for

all commodities traded at the EPEX Spot and the EEX.


2. Definitions

In the following chapter all needed definition will be made. In a first step all conventions will be de-

fined and in a second step all elements. With the elements the lines will be constructed.

2.1. General File Design

To provide the information a CSV, XLS and an XML file format will be used.

2.1.1. CSV file format

All lines are terminated with a carriage return <CR> and a line feed <LF>. The files can be viewed

by using any simple text editor.

All lines start with a line identifier [line identifier] that specifies the type of data that follows. The

lines are consisting of a number of fields [field]. A semicolon separates fields. The fields have dif-

ferent meanings in the context of a line as described in the following sections of this document. In

summary a line is assembled like:

[line identifier];[field 1];[field 2]; ... ;[field n]<CR><LF>

2.1.2. XLS file format

The described XLS files have no fixed file format. So the file format of these XLS files will not be

described in the document.

2.1.3. XML file format

The XML file formats are conforming to XML Schemata that will be referenced in section 3. The

files are encoded using the UTF-8 character set.

2.2. File Naming

The filename of each Information Product File will be created using a fixed scheme. By viewing the

filename, the content of the file and the format an inference is possible.

Every CSV file will be created using the following scheme:

[BASE-NAME-CSV]_[PERIOD-MARK-CSV].csv

Every XLS file will be created using the following scheme:

[BASE-NAME-CSV]_[PERIOD-MARK-CSV].xls

Every XML file will be created using the following scheme:

[BASE-NAME-XML]-[PERIOD-MARK-XML].xml

Within this scheme “dash”, “underscore” and “point” are used as separators.

The following scheme is used for the Block Bid Overview Files and Bid Ask Curves XML Files.


[BASE-NAME-XML]_[MARKET-AREA]_[PERIOD-MARK-XML]_[CREATION-DATE].xml

Within this scheme “dash”, “underscore” and “point” are used as separators.

Part of the filename Description

PERIOD-MARK-CSV Scope of the file content: [YYYYMMDD] file contains data on basis of trading or delivery day

PERIOD-MARK-XLS Scope of the file content: [YYYY] file contains data on basis of trading or delivery day

PERIOD-MARK-XML Scope of the file content: [YYYY-MM-DD] file contains data on basis of trading or delivery day

BASE-NAME-CSV unique file identifier, example: sarf

BASE-NAME-CSV unique file identifier, example: energy_spot_historie

BASE-NAME-XML unique file identifier, example: PowerSpotMarketAuctionResults

CREATION-DATE Creation date and time of the file (YYYMMDDhhmmss), example: 20100903182102

MARKET-AREA Scope of file content, file contains data for a special market area, example: CH

Table 1: File naming elements

2.3. Behaviour of File Creation

In general all files are generated at the time the data contained is published. These times can be

found in the tables in chapter 3.

2.4. Definition of Used Data Types

The following table shows the used formats.

Type Description

<commodity> Commodity that the file contains.

Example: Power

<currency> Currency code – the currency of prices in the file.

Please refer to ISO 4217 for a detailed description.

Example: EUR

<date> Date format – information of a point in time.

Please note that all points in time are in CET/CEST.

Please refer to ISO 8601 for a detailed description of the format used in XML. In CSV files, the

German formatting is used: DD.MM.YYYY hh:mm:ss.

Examples: 2009-11-17 (XML), 17.11.2009 (CSV)


<datetime> Date and time format – information of a point in time.

Please note that all points in time are in CET/CEST.

Please refer to ISO 8601 for a detailed description of the format used in XML. In CSV files, the

German formatting is used: DD.MM.YYYY hh:mm:ss.

Examples: 2009-11-17T01:00:00+01:00 (XML), 17.11.2009 01:00:00 (CSV)

<integer> The range of all natural numbers including the zero.

<real> Floating-point number – all floating-point numbers will have a fraction with a denominator of ten.

The German decimal point is used in the CSV format.

Example: 1400.4 (XML), 1400,4 (CSV)

<string> Alphanumeric string – used for text information.

Example: Off-Peak

<time> Time format – information of a time of the day.

Please note that all times are in CET/CEST.

The German formatting is used: hh:mm:ss.

Example: 01:00:00

Table 2: Definition of formats

2.5. Definition of Data Fields

The following table will define all used fields.

Fieldname Format Description Example

[AreaAbbreviation] <string> Abbreviation of a market area APG

[AreaAlias] <string> Alias of the market area SGD0

[AreaFlag] <integer> Active flag of the market area 1

[AuctionPrice] <real> Price result of the auction 12,36

[AuctionTime] <time> Time of the day the auction was held 15:05:00

[AuctionTimestamp] <datetime> Point in time the auction was held 2010-03-01T08:13:31+01:00

[AuctionVolume] <real> Volume auctioned 735450

[AveragePrice] <real> Average hour price of a delivery day 34,15

[BestAskPrice] <real> Best Ask Price of the trading day 42,67

[BestAskVolume] <real> Best Ask Volume of the trading day 234568

[BestBidPrice] <real> Best Bid Price of the trading day 12,07



[BestBidVolume] <real> Best Bid Volume of the trading day 234568

[BlockAlias] <string> Alias of a block BL02

[BlockPriceN] <real> Block price 27,98

[Code] <string> Time period code D

[Contract] <string> Code of a contract F1BM

[ContractVolume] <real> Volume traded for the contract in the product’s com-

modity unit

18,100

[CreationDate] <date> Date of creation of the file 17.11.2009

[CreationTime] <time> Time of creation of the file 01:00:00

[CreationTimestamp] <datetime> Date and time of creation of the file 2010-03-01T08:13:31.699+01:00

[Currency] <currency> Currency Code used for prices EUR

[DailyReferencePrice] <real> Daily reference price 22,90

[DeliveryDate] <date> Day of delivery of the traded commodity 2010-03-01

[DeliveryHours] <integer> Number of hours of delivery 25

[DeliveryPeriod] <string> Delivery period of a future contract 2010.01

[Execution] <string> Status of the execution of the block bids. Y

[HighPrice] <real> Highest prices of the trading day 128,91

[HourN] <real> Price for hour N of the day 23,78

[HourSpec] <string> Time in hh:mm format 22:00

[HourVolume] <real> Volume of an hour of the day 234568

[HourVolumeN] <real> Volume of hour N of the day 234568

[IntradayAuctionPrice] <real> Price of the intraday auction 234568

[IntradayAuctionVolume] <real> Volume of the intraday auction 12,07

[LastPrice] <real> Price of the last trade on the trading day 45,95

[LimitPrice] <real> Limit price for the block bid. 22,27

[LowPrice] <real> Lowest price of the trading day 12,07

[Market Area] <string> Name of the market area. DE-1

[Maturity] <string> Maturity of the contracts/products Jun10

[NoOfTrades] <integer> Total number of trades. 25

[NumberOfHour] <integer> Nth of hour the day, 1…24 2



[NumberOfLines] <integer> The number of lines a file has in total. 135

[OIContractVolume] <real> Open interest, volume 28774161

[OpenInterest] <integer> Open interest, Number of contracts 38727

[OpenPrice] <real> Price of the first trade 42,67

[Product] <string> Code of the product O1BM

[SettlementPrice] <real> Settlement price for the contract 42,67

[Strike] <integer> Strike of the option 9000

[TradedContracts] <integer> Number of traded contracts 58

[TradingDate] <date> Date of Trading 17.11.2009

[Type] <string> Type of the option C

[Underlying] <string> Underlying of the product Jan11

[Volume] <real> Volume traded for the contract 537189

[VolumeBuy] <real> Volume buy for the hour and price 537189

[VolumeOTC] <real> OTC Volume traded for the contract 537189

[VolumeSell] <real> Volume sell for the hour and price 456879

[VolumeSum] <real> Sum of the hourly volumes 456879

[Week] <integer> First week of delivery of a contract 50

Table 3: Definition of Fields

2.6. Specific Range Definition of Data Fields

Some of the Data Fields are limited in terms of allowed values. The allowed values are linked to

specific meanings, which are displayed in the following table.

Fieldname Value Translation

[AreaActive] 0

1

inactive

active



[AreaAlias] DE

RWE0

EON0

ENBW

VE00

APG0

SGD0

Phelix (Germany/Austria)

Amprion GmbH

Transpower Stromübertragungs GmbH

EnBW Transportnetze AG

50Hertz Transmission GmbH

Austrian Power Grid AG

swissgrid ag

[BlockAlias]

before 2010/09/28

BL01

BL02

BL03

BL04

BL05

BL06

BL07

BL08

BL09

BL10

BL11

BL12

Night

Morning

High Noon

Afternoon

Evening

Rush Hour

Baseload

Peakload

Off Peak I

Off Peak II

Business Hours

Offpeak

[BlockAlias]

after 2010/09/28

BL06

BL07

BL08

BL10

Off Peak II

Baseload

Peakload

Off Peak I

[Code] D Daily

[Commodity] Power

Gas

Emission

Coal

Electricity

Natural Gas

Emission Allowances or Ceritified Emission Reductions

Coal



[Contract] Natural Gas - Spot – Continuous:

GND1

GND2

GWID

GWE1

GWE2

Other Products/Commodities:

You will find the shortcodes for the

contracts of other commodities at

the following Link

Natural Gas - Spot – Continuous:

Next Day 1 MW

Next Day 10 MW

Withinday

Weekend 1 MW

Weekend 10 MW

Other Products/Commodities:

You will find the shortcodes for the contracts of other

commodities at the following Link

[Execution] Y

N

Yes

No

[Market Area] DE-1

DE-AU

DE-AT

CH-1

CH

FR

GPL

NCG

TTF

Germany/Austria

Germany/Austria

Germany/Austria

Switzerland

Switzerland

France

GASPOOL

NetConnect Germany

Title Transfer Facility

[Type] C

P

Call

Put

Table 4: Definition of Specific Ranges of Data Fields

http://www.eex.com/en/document/76126/EEX%20Products_Shortcodes_WKN_ISIN.xls

http://www.eex.com/en/document/76126/EEX%20Products_Shortcodes_WKN_ISIN.xls


3. Generated Files

3.1. Power - Spot - Intraday

3.1.1. Power Spot Market Intraday Results File

Criterion Description

Content Intraday trading results of the spot market for electricity for Germany.

Displayed Period One delivery day.

Contained Data Hour prices and volumes

Generation Frequency and Time daily, at 12am

Table 5: Characteristics of Power Spot Market Intraday Results File

3.1.1.1. XML


Filename PowerSpotMarketIntradayResults-[YYYY-MM-DD].xml

Example: PowerSpotMarketIntradayResults-2010-03-08.xml

Download Location FTP: ftp://infoproducts.eex.com/power/xml/spot_market/intraday/germany/YYYY/

Schema PowerSpotMarketIntradayResults.xsd

Namespace http://www.eex.com/Info-Products/PSIRXF

Table 6: XML File details of Power Spot Market Intraday Results File

Element Description Type Frequency

PowerSpotMarketIntradayResults

Root element of the XML file.

- 1

PowerSpotMarketIntradayResults > Status

Status information on the data contained in the file

- 1

PowerSpotMarketIntradayResults > Status > DeliveryDate

Delivery day of the auction results

xsd:date, <date>

[DeliveryDate]

1

PowerSpotMarketIntradayResults > Status > Currency

Currency used in the prices

xsd:string, <currency>

[Currency]

1



PowerSpotMarketIntradayResults > Status > CreationTimestamp

Date and time of creation of the file

xsd:date, <datetime>

[CreationTimestamp]

1

PowerSpotMarketIntradayResults > Prices

Information on the prices of the day

- 1

PowerSpotMarketIntradayResults > Prices > Hour

Price and volumes for the hours of the day

- 1…25

PowerSpotMarketIntradayResults > Prices > Hour > HourFrom

Time of start of the hour

xsd:string, <string>

[HourSpec]

1

PowerSpotMarketIntradayResults > Prices > Hour > HourTo

Time of end of the hour


[HourSpec]

1

PowerSpotMarketIntradayResults > Prices > Hour > Volume

Volume of the hour

xsd:float, <real>

[HourVolume]

1

PowerSpotMarketIntradayResults > Prices > Hour > VolumeOTC

OTC volume of the hour

xsd:float, <real>

[HourVolume]

1

PowerSpotMarketIntradayResults > Prices > Hour > LowPrice

Lowest price in that hour

xsd:float, <real>

[LowPrice]

1

PowerSpotMarketIntradayResults > Prices > Hour > HighPrice

Highest price in that hour

xsd:float, <real>

[HighPrice]

1

PowerSpotMarketIntradayResults > Prices > Hour > LastPrice

Last price in that hour

xsd:float, <real>

[LastPrice]

1

PowerSpotMarketIntradayResults > Prices > Hour > AveragePrice

Average price in that hour

xsd:float, <real>

[AveragePrice]

1

Table 7: XML element description of Power Spot Market Auction Results File


3.1.2. Energy Intraday History File


Content Intraday trading results of the spot market for electricity for Germany.

Displayed Period 365 delivery days.

Contained Data Hour prices and volumes

Generation Frequency and Time daily, at 12am

Data available since 2006/09/25

Table 8: Characteristics of Energy Intraday History File

3.1.2.1. XLS


Filename energy_intraday_history_[YYYY].xls

Example: energy_intraday_history_2010.xls

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/power/xls/spot_market/YYYY/

Website:http://www.eex.com/en/Download/Market%20Data/Power%20Spot%20Market%20-

%20EPEX%20Spot

Table 9: XLS File details of Energy Intraday History File

No detail specification for this file available.

3.1.3. Intraday Results Blocks France File


Content Intraday trading block value results of the spot market for electricity for France.

Displayed Period All data since trading start.

Contained Data Volumes, low prices, high prices, last prices, average prices, index prices

Generation Frequency and Time Daily (between 11:05pm and 11:45pm)


Table 10: Characteristics of Intraday Results Blocks France File


3.1.3.1. CSV


Filename intraday_results_blocks_france.csv

Download Location FTP: ftp://infoproducts.eex.com/power/csv/spot_market/intraday/france/

Table 11: CSV File details of Intraday Results Blocks France File


3.1.4. Intraday Results Hours France File


Content Intraday trading hour value results of the spot market for electricity for France.


Contained Data Volumes, low prices, high prices, last prices, average prices, index prices



Table 12: Characteristics of Intraday Results Hours France File

3.1.4.1. CSV


Filename intraday_results_hours_france.csv


Table 13: CSV File details of Intraday Results Hours France File


3.1.5. Intraday Transactions France File


Content Intraday trading transaction value results of the spot market for electricity for

France.



Contained Data Volumes, prices



Table 14: Characteristics of Intraday Transactions France File

3.1.5.1. CSV


Filename intraday_transactions_france.csv


Table 15: CSV File details of Intraday Transactions France File


3.2. Power - Spot - Auction

3.2.1. Power Spot Market Auction Results File


Content Auction results of the spot market for electricity for bidding areas Germa-

ny/Austria, Switzerland and France (after 2010/09/28).


Contained Data Market areas, hour prices and volumes, block prices

Generation Frequency and Time daily, after the auction (between 12:30pm and 02:00pm)


Table 16: Characteristics of Power Spot Market Auction Results File


3.2.1.1. CSV


Filename sarf_[YYYYMMDD].csv

Example: sarf_20100224.csv

Download Location FTP: ftp://infoproducts.eex.com/power/csv/spot_market/auction/germany_austria/YYYY/

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/auction/switzerland/YYYY/

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/auction/france/YYYY/

Table 17: CSV File details of Power Spot Market Auction Results File

Line description before 2010/09/28:

Line Description Frequency

Comment lines describing the file format

# DD.MM.YYYY : Prices and Turnover EPEX Energy Auction Market

#

# Data type(ST);Delivery Date;Currency;Creation Time;Creation Date

# Data type(BE);Alias;Text;Active

# Data type(PR);Code;Alias;Hour1;Hour2;Hour3A;Hour3B;Hour4;Hour5;Hour6;Hour7;Hour8;

Hour9;Hour10;Hour11;Hour12;Hour13;Hour14;Hour15;Hour16;Hour17;Hour18;Hour19;

Hour20;Hour21;Hour22;Hour23;Hour24;Average

# Data type(OM);Code;Alias;Hour1;Hour2;Hour3A;Hour3B;Hour4;Hour5;Hour6;Hour7;Hour8;


Hour20;Hour21;Hour22;Hour23;Hour24;Sum

# Data type(BP);Code;Alias;Block1(EPEX-Night/H1-6);Block2(EPEX-Morning/H7-10); Block3(EPEX-High

Noon/H11-14);Block4(EPEX-Afternoon/H15-18);Block5(EPEX-Evening/H19-24);Block6(EPEX-Rush

Hour/H17-20);Block7(Baseload/H1-24);Block8(Peakload/H9-20);Block9(Off Peak I/H1-8);Block10(Off Peak

II/H21-24);Block11(Business/H9-16);Block12(Off-Peak/H1-8,H21-24)

# Data type(AL);Number of Lines

#

9

Status line with Delivery Date, Currency, Create Time, Creation Date

ST;[DeliveryDate];[Currency];[CreationTime];[CreationDate]

ST;24.02.2010;EUR;12:58:08;23.02.2010

1



Market Area Definition line Alias, Name and Active Flag

BE;[AreaAlias];[AreaName];[AreaFlag]

BE;RWE0;RWE;1

7

Hour prices line with Market Area Alias, Hour Prices for Hours 1, 2, 3a, 3b, …, 24, Average Hour Price

for each Market Area defined in the Market Area definition line. The field of hour 3a is empty on the day

change from CET to CEST. The field of hour 3b empty on all day except the day of change from CEST

to CET.

PR;[Code];[AreaAlias];[HourPrice1];[HourPrice2];[HourPrice3A];[HourPrice3B];[HourPrice4]; [Hour-

Price5];[HourPrice6];[HourPrice7];[HourPrice8];[HourPrice9];[HourPrice10];[HourPrice11]; [Hour-


Price19]; [HourPrice20];[HourPrice21];[HourPrice22];[HourPrice23];[HourPrice24];[AveragePrice]

PR;D;DE;29,99;28,99;25,95;;21,86;22,61;30,62;36,92;43,44;45,91;45,07;45,04;46,89;

45,00;42,97;41,94;39,81;38,52;40,91;50,10;49,27;40,36;37,24;35,88;31,16;38,19

7

Hour volumes line with Market Area Alias, Hour Volumes for Hours 1, 2, 3a, 3b, …, 24, Daily Volume

Sum for each market area codes DE and SGD0. The field of hour 3a is empty on the day change from

CET to CEST. The field of hour 3b empty on all day except the day of change from CEST to CET.

OM;[Code];[AreaAlias];[HourVolume1];[HourVolume2];[HourVolume3A];[HourVolume3B]; [HourVol-

ume4];[HourVolume5];[HourVolume6];[HourVolume7];[HourVolume8];[HourVolume9]; [HourVol-



ume22];[HourVolume23]; [HourVolume24];[VolumeSum]

OM;D;SGD0;830,1;831,0;853,4;;764,5;763,6;834,2;753,0;735,2;925,9;857,6;936,5;886,4;845,9;660,1;751,8;794,

7;785,7;795,9;950,3;909,7;869,4;657,1;565,3;733,0;19290,3

2

Block prices line with Period Code, Market Area Alias, Block 1 (EPEX-Night / Hours 1-6), Block 2

(EPEX-Morning / Hours 7-10), Block 3 (EPEX-High Noon / Hours 11-14), Block 4 (EPEX-Afternoon /

Hours 15-18), Block 5 (EPEX-Evening / Hours 19-24), Block 6 (EPEX-Rush Hour / Hours 17-20), Block

7 (Baseload / Hours 1-24), Block 8 (Peakload / Hours 9-20), Block 9 (Off Peak I / Hours 1-8), Block 10

(Off Peak II / Hours 21-24), Block 11 (Business / Hours 9-16), Block 12 (Off-Peak / Hours 1-8 and Hours

21-24).

BP;[Code];[AreaAlias];[BlockPrice1];[BlockPrice2];[BlockPrice3]; [BlockPrice4];[BlockPrice5]; [Block-

Price6];[BlockPrice7];[BlockPrice8];[BlockPrice9];[BlockPrice10];[BlockPrice11];[BlockPrice12]

BP;D;RWE0;26,67;42,84;44,98;40,30;40,67;44,70;38,19;44,29;30,05;36,16;44,08;32,09

7

Number of lines information line giving the total number of line in the CSV file 1



AL;[NumberOfLines]

AL;34

Table 18: CSV Line types description of Power Spot Market Auction Results File (Line description before 2010/09/28)

Line description after 2010/09/28:



# DD.MM.YYYY : Prices and Turnover EPEX Energy Auction Market

#


# Data type(BE);Alias;Text;Active

# Data type(PR);Code;Alias;Hour1;Hour2;Hour3A;Hour3B;Hour4;Hour5;Hour6;Hour7;Hour8;


Hour20;Hour21;Hour22;Hour23;Hour24;Average

# Data type(OM);Code;Alias;Hour1;Hour2;Hour3A;Hour3B;Hour4;Hour5;Hour6;Hour7;Hour8;


Hour20;Hour21;Hour22;Hour23;Hour24;Sum

# Data type(BP);Code;Alias; Block7(Baseload/H1-24);Block8(Peakload/H9-20);Block10(Off Peak I/H1-

8);Block6(Off Peak II/H21-24)


#

9



ST;24.02.2010;EUR;12:58:08;23.02.2010

1


BE;[Market Area];[Market AreaName];[AreaFlag]

BE;FR;FRANCE;1

7

Hour prices line with Market Area Alias, Hour Prices for Hours 1, 2, 3a, 3b, …, 24, Average Hour Price

for each Market Area defined in the Market Area definition line. The field of hour 3a is empty on the day

change from CET to CEST. The field of hour 3b empty on all day except the day of change from CEST

7



to CET.

PR;[Code];[Market Area];[HourPrice1];[HourPrice2];[HourPrice3A];[HourPrice3B];[HourPrice4]; [Hour-



Price19]; [HourPrice20];[HourPrice21];[HourPrice22];[HourPrice23];[HourPrice24];[AveragePrice]

PR;D;DE-AT;29,99;28,99;25,95;;21,86;22,61;30,62;36,92;43,44;45,91;45,07;45,04;46,89;

45,00;42,97;41,94;39,81;38,52;40,91;50,10;49,27;40,36;37,24;35,88;31,16;38,19

Hour volumes line with Market Area Alias, Hour Volumes for Hours 1, 2, 3a, 3b, …, 24, Daily Volume

Sum for each market area codes DE and SGD0. The field of hour 3a is empty on the day change from

CET to CEST. The field of hour 3b empty on all day except the day of change from CEST to CET.

OM;[Code];[Market Area];[HourVolume1];[HourVolume2];[HourVolume3A];[HourVolume3B]; [HourVol-




ume22];[HourVolume23]; [HourVolume24];[VolumeSum]

OM;D;CH;830,1;831,0;853,4;;764,5;763,6;834,2;753,0;735,2;925,9;857,6;936,5;886,4;845,9;660,1;751,8;794,7;7

85,7;795,9;950,3;909,7;869,4;657,1;565,3;733,0;19290,3

2

Block prices line with Period Code, Market Area Alias, Block 7 (Baseload / Hours 1-24), Block 8 (Peak-

load / Hours 9-20), Block 10 (Off Peak I / Hours 1-8), Block 6 (Off Peak II / Hours 21-24)

BP;[Code];[Market Area]; [BlockPrice7];[BlockPrice8];[BlockPrice10];[BlockPrice6]

BP;D;FR;26,67;42,84;44,98;40,30

7

Number of lines information line giving the total number of line in the CSV file

AL;[NumberOfLines]

AL;34

1

Table 19: CSV Line types description of Power Spot Market Auction Results File (Line description after 2010/09/28)

3.2.1.2. XML


Filename PowerSpotMarketAuctionResults-[YYYY-MM-DD].xml


Example: PowerSpotMarketAuctionResults-2010-03-08.xml

Download Location FTP: ftp://infoproducts.eex.com/power/xml/spot_market/auction/germany_austria/YYYY/

FTP: ftp://infoproducts.eex.com/power/xml/spot_market/auction/switzerland/YYYY/

FTP: ftp://infoproducts.eex.com/power/xml/spot_market/auction/france/YYYY/

Schema PowerSpotMarketAuctionResults.xsd

Namespace http://www.eex.com/Info-Products/PSARXF

Table 20: XML File details of Power Spot Market Auction Results File


PowerSpotMarketAuctionResults


- 1

PowerSpotMarketAuctionResults > Status


- 1

PowerSpotMarketAuctionResults > Status > DeliveryDate

Delivery day of the auction results

xsd:date, <date>

[DeliveryDate]

1

PowerSpotMarketAuctionResults > Status > Currency



[Currency]

1

PowerSpotMarketAuctionResults > Status > CreationTimestamp



[CreationTimestamp]

1

PowerSpotMarketAuctionResults > Areas

Definition of the market areas

- 1

PowerSpotMarketAuctionResults > Areas > Area

Definition of one market area

- 1…n

PowerSpotMarketAuctionResults > Areas > Area > Alias

Alias of the market area used for referencing the area


[Market Area]

1

PowerSpotMarketAuctionResults > Areas > Area > Abbreviation

Abbreviation of the market area name

xsd:string

[AreaAbbreviation]

1

PowerSpotMarketAuctionResults > Areas > Area > Active

Indicator whether or not the area is active

xsd:int, <integer>

[AreaFlag]

1

PowerSpotMarketAuctionResults > Blocks

Definition of the blocks used for the contained data

- 1



PowerSpotMarketAuctionResults > Blocks > Block

Definition of one block

- 1…n

PowerSpotMarketAuctionResults > Blocks > Block > Alias

Alias of the block used to reference a block

xsd:string

[BlockAlias]

1

PowerSpotMarketAuctionResults > Blocks > Block > Name

Alphanumeric name of the block

xsd:string

[BlockName]

1

PowerSpotMarketAuctionResults > Blocks > Block > HourFrom

First hour of the block

xsd:int, <integer>

[NumberOfHour]

1

PowerSpotMarketAuctionResults > Blocks > Block > HourTo

Last hour of the block

xsd:int, <integer>

[NumberOfHour]

1

PowerSpotMarketAuctionResults > Prices

Information on the prices of the day

- 1

PowerSpotMarketAuctionResults > Prices > Area

Information on prices of a certain area

- 1…n

PowerSpotMarketAuctionResults > Prices > Area[alias]

Alias of the market area referenced


[Market Area]

-

PowerSpotMarketAuctionResults > Prices > Area > Hour

Price for the hour in the current market area

xsd:float, <real>

[HourN]

1…25

PowerSpotMarketAuctionResults > Prices > Area > Hour[name]

Number of the hour on that day

xsd:int, <integer>

[NumberOfHour]

-

PowerSpotMarketAuctionResults > Prices > Area > Average

Average hour price of the delivery day

xsd:float, <real>

[AveragePrice]

1

PowerSpotMarketAuctionResults > BlockPrices

Block prices of the delivery day

- 1

PowerSpotMarketAuctionResults > BlockPrices > Area

Block prices of a certain area

- 1…n

PowerSpotMarketAuctionResults > BlockPrices > Area[alias]


xsd:string

[Market Area]

-

PowerSpotMarketAuctionResults > BlockPrices > Area > Block

Average price of the hours of the block

xsd:float, <real>

[BlockPriceN]

1…n



PowerSpotMarketAuctionResults > BlockPrices > Area > Block[alias]

Alias of the block referenced

xsd:string

[BlockAlias]

-

PowerSpotMarketAuctionResults > Volumes

Volumes traded for each hour of the day

- 1

PowerSpotMarketAuctionResults > Volumes > Area

Volumes traded in a certain area

- 1…n

PowerSpotMarketAuctionResults > Volumes > Area[alias]


xsd:string -

PowerSpotMarketAuctionResults > Volumes > Area > Hour

Volume of the referenced hour

xsd:float, <real>

[HourVolumeN]

1…25

PowerSpotMarketAuctionResults > Volumes > Area > Hour[name]

Number of the hour on that day

xsd:int, <integer>

[NumberOfHour]

-

PowerSpotMarketAuctionResults > Volumes > Area > Sum

Sum of the hour volumes of the day

xsd:float, <real>

[VolumeSum]

1

Table 21: XML element description of Power Spot Market Auction Results File


3.2.2. Energy Spot Historie File


Content Auction results of the spot market for electricity for bidding areas Germa-

ny/Austria





Table 22: Characteristics of Energy Spot Historie File

3.2.2.1. XLS


Filename energy_spot_historie_[YYYY].xls

Example: energy_spot_historie_2010.xls

Download Loca-

tion



%20EPEX%20Spot

Table 23: XLS File details of Energy Spot Historie File


3.2.3. Swiss Power Spot Market File


Content Auction results of the spot market for electricity for bidding area Switzerland





Table 24: Characteristics of Swiss Power Spot Market File


3.2.3.1. XLS


Filename swiss_power_spot_market_[YYYY].xls

Example: swiss_power_spot_market_2010.xls

Download Loca-

tion



%20EPEX%20Spot

Table 25: XLS File details of Swiss Power Spot Market File


3.2.4. Phelix Quarterly File


Content Average Price for Baseload Power at EPEX Spot per Quarter (KWK Price)

Displayed Period one average price per quarter

Contained Data quarter, average price per quarter

Generation Frequency and Time daily (between 12:30pm and 02:00pm)

Data available since Quarter 3 - 2000

Table 26: Characteristics of Phelix Quarterly File

3.2.4.1. XLS


Filename Example: Phelix_Quarterly.xls

Download Loca-

tion



%20EPEX%20Spot

Table 27: XLS File details of Phelix Quarterly File



3.2.5. Auction Spot Prices France File


Content Auction results of the spot market for electricity for bidding area France


Contained Data hour prices

Generation Frequency and Time daily, after the auction (between 11:15am and 11:45am)


Table 28: Characteristics of Auction Spot Prices France File

3.2.5.1. CSV


Filename auction_spot_prices_france.csv

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/auction/france/

Table 29: CSV File details of Auction Spot Prices France File


3.2.6. Auction Spot Volumes France File


Content Auction results of the spot market for electricity for bidding area France

Displayed Period All data since trading start

Contained Data hour prices

Generation Frequency and Time daily, after the auction (between 11:15am and 11:45am)


Table 30: Characteristics of Auction Spot Prices France File


3.2.6.1. CSV


Filename auction_spot_volumes_france.csv

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/auction/france/

Table 31: CSV File details of Auction Spot Prices France File


3.2.7. Block Bid Overview File


Content Auction block bid overview of the spot market for electricity for the bidding areas

Germany/Austria and Switzerland

Displayed Period One delivery day

Contained Data Execution of the block bids, limit prices, volumes, market areas


Data available since 2009/12/17 (only CSV format)

2010/09/28 (only XML format)

Data available until 2010/09/27 (only CSV format)

Table 32: Characteristics of Block Bid Overview File

3.2.7.1. CSV


Filename bbof_[YYYYMMDD].csv

Example: bbof_20100308.csvc

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/block_bids/YYYY/

Table 33: CSV File details of Block Bid Overview File




# DD.MM.YYYY : Daily Manual Auction Block Bids

#


# Data type(BB);Market Area;Execution;Limit Price;Volume H01;Volume H02;Volume H03;Volume H04;Volume

H05;Volume H06;Volume H07;Volume H08;Volume H09;Volume H10;Volume H11;Volume H12;Volume

H13;Volume H14;Volume H15;Volume H16;Volume H17;Volume H18;Volume H19;Volume H20;Volume

H21;Volume H22;Volume H23;Volume H24


#

6



ST;03.06.2009;EUR;09:11:44;05.06.2009

1


BB;[Market Ar-

ea];[Execution];[LimitPrice];[HourVolume1];[HourVolume2];[HourVolume3A];[HourVolume3B]; [HourVol-




ume22];[HourVolume23]; [HourVolume24]

BB;CH-

1;N;29,60;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50,0;50

,0;50,0;50,0;50,0;50,0

1...n


AL;[NumberOfLines]

AL;34

1

Table 34: CSV Line types description of Block Bid Overview File


3.2.7.1. XML

The XML version of the Block Bid Overview File is split up into two files, one for each market area.


Filename BBOF_DE-AU_[YYYYMMDD]_[YYYYMMDDhhmmss].xml

BBOF_CH_[YYYYMMDD]_[YYYYMMDDhhmmss].xml

Examples:

BBOF_CH_20100903_20100902192200.xml

BBOF_DE-AU_20100903_20100902184204.xml

Download Location FTP: ftp://infoproducts.eex.com/power/xml/spot_market/block_bids/germany/YYYY/

FTP: ftp://infoproducts.eex.com/power/xml/spot_market/block_bids/switzerland/YYYY/

Table 35: XML File details of Block Bid Overview File


3.2.8. Power Spot Auction Price Curve File


Content Aggregated price curve of the spot market for electricity for the bidding areas

Germany/Austria and Switzerland

Displayed Period One delivery day

Contained Data Market areas, hours, prices, volume buy, volume sell


Data available since 2004/01/01 (only CSV format)

2010/08/28 (only XML format)

Data available until 2010/09/27 (only CSV format)

Table 36: Power Spot Auction Price Curve File

3.2.8.1. CSV


Filename psapc_[YYYYMMDD].csv


Example: psapc_20100308.csvc

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/price_curves/germany/YYYY/

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/price_curves/switzerland/YYYY/

Table 37: CSV File details of Power Spot Auction Price Curve File



# DD.MM.YYYY : Daily Manual Auction Bid Ask Curves

#


# Data type(DA);Market Area;Hour;Price;Volume Buy;Volume Sell


#

6



ST;08.03.2010;EUR;15:30:13;07.03.2010

1


DA;[Market Area];[NumberOfHour];[HourN];[VolumeBuy];[VolumeSell]

DA;CH-1;01;0000,00;3666,60;268,20

1...n


AL;[NumberOfLines]

AL;34

1

Table 38: CSV Line types description of Power Spot Auction Price Curve File

3.2.8.2. XML

The XML version of the Power Spot Auction Price Curve File (BidAskCurves) is split up into two

files, one for each market area.


Filename BidAskCurves_DE-AU_[YYYYMMDD]_[YYYYMMDDhhmmss].xml

BidAskCurves_CH_[YYYYMMDD]_[YYYYMMDDhhmmss].xml


Examples:

BidAskCurves_CH_20100903_20100902192200.xml

BidAskCurves_DE-AU_20100903_20100902184204.xml

Download Location FTP: ftp://infoproducts.eex.com/power/xml/spot_market/price_curves/germany/YYYY/

FTP: ftp://infoproducts.eex.com/power/xml/spot_market/price_curves/switzerland/YYYY/

Table 39: XML File details of Power Spot Auction Price Curve File (BidAskCurves)


3.2.9. Auction Aggregated Curves France File


Content Aggregated price curve of the spot market for electricity for the bidding area

France.


Contained Data Hours, prices, volumes, sale or purchase



Table 40: Characteristics of Auction Aggregated Curves France File

3.2.9.1. CSV


Filename auction_aggregated_curves_france_[YYYYMMDD].csv

Example: auction_aggregated_curves_france_20100308.csv

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/price_curves/france/

Table 41: CSV File details of Auction Aggregated Curves France File



3.3. Power - Spot - Continuous

3.3.1. Continuous Results Blocks France File


Content Continuous trading (block values) data of the spot market for electricity for the

bidding area France.


Contained Data Hours, volumes, low prices, high prices, last prices, average prices

Generation Frequency and Time daily (between 11:40am and 12:15pm)


Data available until 2010/05/06

Table 42: Characteristics of Continuous Results Blocks France File

3.3.1.1. CSV


Filename continuous_results_blocks_france.csv

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/power/csv/spot_market/continuous/france/

Table 43: CSV File details of Continuous Results Blocks France File


3.3.2. Continuous Results Hours France File


Content Continuous trading (hour values) data of the spot market for electricity for the



Contained Data Hours, volumes, low prices, high prices, last prices, average prices




Table 44: Characteristics of Continuous Results Hours France File


3.3.2.1. CSV


Filename continuous_results_hours_france.csv

Download Loca-

tion


Table 45: CSV File details of Continuous Results Hours France File


3.3.3. Continuous Transactions France File


Content Continuous trading (transactions) data of the spot market for electricity for the



Contained Data Volumes, prices




Table 46: Characteristics of Continuous Transactions France File

3.3.3.1. CSV


Filename continuous_transactions_france.csv

Download Loca-

tion


Table 47: CSV File details of Continuous Transactions France File



3.4. Power - Futures

3.4.1. Power Futures Market Results File


Content Derivatives Market trading results for Phelix Power Futures, German Power

Futures and French Power Futures

Displayed Period One trading day.

Contained Data Contract’s volumes in MWh and price information in Euro.

Generation Frequency and Time Every exchange trading day, between 6pm and 9pm

Data available since Phelix Power Futures: 2002/07/01

German Power Futures: 2002/07/01

French Power Futures: 2005/08/29

Table 48: Characteristics of Power Futures Market Results File

3.4.1.1. CSV


Filename fmrf_[YYYYMMDD].csv

Example: fmrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/power/csv/derivatives_market/futures/YYYY/

Table 49: CSV File details of Power Futures Market Results File






# DD.MM.YYYY : Prices/Volumes for EEX Eurex

#

# Data type(ST);Trading Date;Currency;Creation Time;Creation Date

# Data type(PR);Contract;Delivery Period;Contract Volume;Open Interest;OI Contract Volume;Settlement

Price;Open Price;High Price;Low Price;Last Price;Traded Contracts;Volume

# Data type(OT);Contract;Delivery Period;Contract Volume;Traded Contracts;Volume;No of Trades


#

7

Status line with Trading Date, Currency, Create Time, Creation Date

ST;[TradingDate];[Currency];[CreationTime];[CreationDate]

ST;24.02.2010;EUR;12:58:08;23.02.2010

1

Price and volume results lines for all contracts with Contract code, Delivery Period, Contract Volume,

Open Interest, Open Interest Contract Volume, Settlement Price, Open Price, High Price, Low Price,

Last Price, Traded Contracts and Volume

PR;[Contract];[DeliveryPeriod];[ContractVolume];[OpenInterest];[OIContractVolume];[SettlementPrice];

[OpenPrice];[HighPrice];[LowPrice];[LastPrice];[TradedContracts];[Volume]

PR;F1BM;Mar10;743;38727;28774161;38,97;38,75;39,00;38,75;39,00;723;537189

n

OTC results line for all contracts

OT;[Contract];[DeliveryPeriod];[ContractVolume];[TradedContracts];[Volume];[NoOfTrades]

OT;F1BM;Mar10;743;600;445800;16

n


AL;[NumberOfLines]

AL;277

1

Table 50: CSV Line types description of Power Futures Market Results File (Line description before 2010/12/13)



Introduction of the column “Week” in the line “PR” and “OT”.



# DD.MM.YYYY : Prices/Volumes for EEX Eurex

#


# Data type(PR);Contract;Delivery Period;Week;Contract Volume;Open Interest;OI Contract Volume;Settlement


# Data type(OT);Contract;Delivery Period;Week;Contract Volume;Traded Contracts;Volume;No of Trades


#

7



ST;24.02.2010;EUR;12:58:08;23.02.2010

1

Price and volume results lines for all contracts with Contract code, Delivery Period, Contract Volume, Open

Interest, Open Interest Contract Volume, Settlement Price, Open Price, High Price, Low Price, Last Price,

Traded Contracts and Volume

PR;[Contract];[DeliveryPeriod;][Week];[ContractVolume];[OpenInterest];[OIContractVolume];[SettlementPrice];


PR;F1BM;Mar10;9;743;38727;28774161;38,97;38,75;39,00;38,75;39,00;723;537189

n


OT;[Contract];[DeliveryPeriod];[Week];[ContractVolume];[TradedContracts];[Volume];[NoOfTrades]

OT;F1BM;Mar10;9;743;600;445800;16

n


AL;[NumberOfLines]

AL;277

1

Table 51: CSV Line types description of Power Futures Market Results File (Line description after 2010/12/12)


3.4.1.2. XML

The XML version of the Power Futures Market Results File is split up into three files, one for each

product.


Filename PhelixPowerFuturesMarketResults-[YYYY-MM-DD].xml

GermanPowerFuturesMarketResults-[YYYY-MM-DD].xml

FrenchPowerFuturesMarketResults-[YYYY-MM-DD].xml

Examples:

PhelixPowerFuturesMarketResults-2010-03-01.xml

GermanPowerFuturesMarketResults-2010-03-01.xml

FrenchPowerFuturesMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/power/xml/derivatives_market/futures/YYYY/

Schema FuturesMarketResults.xsd

Namespace http://www.eex.com/Info-Products/FMRXF

Table 52: XML File details of Power Futures Market Results File

Element description before 2010/12/13:


FuturesMarketResults


- 1

FuturesMarketResults > Status


- 1

FuturesMarketResults > Status > Commodity

Commodity, Power

xsd:string, <commodi-

ty>

[Commodity]

1

FuturesMarketResults > Status > TradingDate

Trading date of the results in the file


[TadingDate]

1

FuturesMarketResults > Status > Currency



[Currency]

1



FuturesMarketResults > Status > CreationTimestamp



[CreationTimestamp]

1

FuturesMarketResults > Products

Products results list

- n

FuturesMarketResults > Products > Product

Results for a single product

- n

FuturesMarketResults > Products > Product > Contract

Contract code of the results


[Contract]

1

FuturesMarketResults > Products > Product > DeliveryPeriod

Delivery period of the results


[DeliveryPeriod]

1

FuturesMarketResults > Products > Product > ContractVolume

Volume of the contract

xsd:float, <real>

[ContractVolume]

1

FuturesMarketResults > Products > Product > OpenInterest

Open Interest as number of contracts

xsd:int, <integer>

[OpenInterest]

1

FuturesMarketResults > Products > Product > OpenInterestContractVolume

Open Interest as number of contracts multiplied by contract volume

xsd:float, <real>

[OIContractVolume]

1

FuturesMarketResults > Products > Product > SettlementPrice

Settlement price

xsd:float, <real>

[SettlementPrice]

1

FuturesMarketResults > Products > Product > OpenPrice

Opening price

xsd:float, <real>

[OpenPrice]

1

FuturesMarketResults > Products > Product > HighPrice

Highest Price

xsd:float, <real>

[HighPrice]

1

FuturesMarketResults > Products > Product > LowPrice

Lowest Price

xsd:float, <real>

[LowPrice]

1

FuturesMarketResults > Products > Product > LastPrice

Closing Price

xsd:float, <real>

[LastPrice]

1

FuturesMarketResults > Products > Product > BestBidPrice

Best Bid Price

xsd:float, <real>

[BestBidPrice]

1

FuturesMarketResults > Products > Product > BestBidVolume

Best Bid Volume

xsd:float, <real>

[BestBidVolume]

1



FuturesMarketResults > Products > Product > BestAskPrice

Best Ask Price

xsd:float, <real>

[BestAskPrice]

1

FuturesMarketResults > Products > Product > BestAskVolume

Best Ask Volume

xsd:float, <real>

[BestAskVolume]

1

FuturesMarketResults > Products > Product > TradedContracts

Number of traded contracts

xsd:int, <integer>

[TradedContracts]

1

FuturesMarketResults > Products > Product > Volume

Traded Volume

xsd:float, <real>

[Volume]

1

FuturesMarketResults > Products > Product > OTC

OTC trading information

- 1

FuturesMarketResults > Products > Product > OTC > TradedContracts

Number of traded OTC contracts

xsd:int, <integer>

[TradedContracts]

1

FuturesMarketResults > Products > Product > OTC > Volume

Traded OTC Volume

xsd:float, <real>

[Volume]

1

FuturesMarketResults > Products > Product > OTC > NoOfTrades

Number of OTC trades

xsd:int, <integer>

[NoOfTrades]

1

Table 53: XML element description of Power Futures Market Results File (Line description before 2010/12/13)

Element description after 2010/12/12:

Introduction of the tag “Week”.




- 1



- 1


Commodity, Power


ty>

[Commodity]

1




[TadingDate]

1






[Currency]

1




[CreationTimestamp]

1



- n



- n




[Contract]

1




[DeliveryPeriod]

1

FuturesMarketResults > Products > Product > Week

First week of delivery of a contract

xsd:int, <integer>

[Week]

1



xsd:float, <real>

[ContractVolume]

1



xsd:int, <integer>

[OpenInterest]

1



xsd:float, <real>

[OIContractVolume]

1


Settlement price

xsd:float, <real>

[SettlementPrice]

1


Opening price

xsd:float, <real>

[OpenPrice]

1


Highest Price

xsd:float, <real>

[HighPrice]

1


Lowest Price

xsd:float, <real>

[LowPrice]

1


Closing Price

xsd:float, <real>

[LastPrice]

1




Best Bid Price

xsd:float, <real>

[BestBidPrice]

1


Best Bid Volume

xsd:float, <real>

[BestBidVolume]

1


Best Ask Price

xsd:float, <real>

[BestAskPrice]

1


Best Ask Volume

xsd:float, <real>

[BestAskVolume]

1



xsd:int, <integer>

[TradedContracts]

1


Traded Volume

xsd:float, <real>

[Volume]

1



- 1



xsd:int, <integer>

[TradedContracts]

1


Traded OTC Volume

xsd:float, <real>

[Volume]

1



xsd:int, <integer>

[NoOfTrades]

1

Table 54: XML element description of Power Futures Market Results File (Line description after 2010/12/12)

3.4.2. Energy Phelix Power Futures Historie File


Content Derivatives Market trading results for Phelix Power Futures

Displayed Period 365 trading days.





Table 55: Characteristics of Energy Phelix Power Futures Historie File


3.4.2.1. XLS


Filename energy_phelix_power_futures_historie_[YYYY].xls

Example: energy_phelix_power_futures_historie_2010.xls

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/power/xls/derivatives_market/YYYY/

Website:

http://www.eex.com/en/Download/Market%20Data/Power%20Derivatives%20Market%20-

%20EEX%20Power%20Derivatives

Table 56: XLS File details of Energy Phelix Power Futures Historie File


3.4.3. Energy French Power Futures Historie File


Content Derivatives Market trading results for French Power Futures





Table 57: Characteristics of Energy French Power Futures Historie File

3.4.3.1. XLS


Filename energy_french_power_futures_historie_[YYYY].xls

Example: energy_french_power_futures_historie_2010.xls

Download Loca-

tion


Website:



Table 58: XLS File details of Energy French Power Futures Historie File



3.4.4. Energy German Power Futures Historie File


Content Derivatives Market trading results for German Power Futures





Table 59: Characteristics of Energy German Power Futures Historie File

3.4.4.1. XLS


Filename energy_german_power_futures_historie_[YYYY].xls

Example: energy_german_power_futures_historie_2010.xls

Download Loca-

tion


Website:



Table 60: XLS File details of Energy German Power Futures Historie File



3.5. Power - Futures - Options

3.5.1. Power Options Market Results


Content Derivatives Market trading results for Phelix Power Options





Table 61: Characteristics of Power Options Market Results File

3.5.1.1. CSV


Filename omrf_[YYYYMMDD].csv

Example: omrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/power/csv/derivatives_market/options/YYYY/

Table 62: CSV File details of Power Options Market Results File



# DD.MM.YYYY : Prices/Volumes for EEX Eurex Options

#


# Data type(PR);Product;Maturity;Type;Strike;Contract Volume;Open Interest;OI Contract Volume;Settlement

Price;Open Price;High Price;Low Price;Last Price;Traded Contracts;Volume;Underlying

# Data type(OT);Product;Maturity;Type;Strike;Contract Volume;Traded Contracts;Volume;No of Trades;Underlying


#

7





ST;24.02.2010;EUR;12:58:08;23.02.2010

1

Price and volume results lines for all contracts with Contract code, Delivery Period, Type, Strike, Contract Vol-

ume, Open Interest, Open Interest Contract Volume, Settlement Price, Open Price, High Price, Low Price,


PR;[Product];[Maturity];[Type];[Strike];[ContractVolume];[OpenInterest];[OIContractVolume];

[SettlementPrice];[OpenPrice];[HighPrice];[LowPrice];[LastPrice];[TradedContracts];[Volume];[Underlying]

PR;O1BY;Jul10;C;3300;720;0;0;4,141;0,000;0,000;0,000;0,000;0;0;Jan11

n


OT;[Product];[Maturity];[Type];[Strike];[ContractVolume];[TradedContracts];[Volume];[NoOfTrades];[Underlying]

OT;O1BY;Jul10;C;3300;780;6;4680;1;Jan11

n


AL;[NumberOfLines]

AL;277

1

Table 63: CSV Line types description of Power Options Market Results File

3.5.1.2. XML


Filename PowerOptionsMarketResults-[YYYY-MM-DD].xml

Examples: PowerOptionsMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/power/xml/derivatives_market/options/YYYY/

Schema OptionsMarketResults.xsd

Namespace http://www.eex.com/Info-Products/OMRXF

Table 64: XML File details of Power Options Market Results File



OptionsMarketResults


- 1

OptionsMarketResults > Status


- 1

OptionsMarketResults > Status > Commodity

Commodity, Power


ty>

[Commodity]

1

OptionsMarketResults > Status > TradingDate



[TadingDate]

1

OptionsMarketResults > Status > Currency



[Currency]

1

OptionsMarketResults > Status > CreationTimestamp



[CreationTimestamp]

1

OptionsMarketResults > Products


- n

OptionsMarketResults > Products > Product


- n

OptionsMarketResults > Products > Product > Contract



[Contract]

1

OptionsMarketResults > Products > Product > DeliveryPeriod



[DeliveryPeriod]

1

OptionsMarketResults > Products > Product > Type

Type of the option (Call/Put)


[Type]

1

OptionsMarketResults > Products > Product > Strike

Strike / execution price of the option

xsd:int, <integer>

[Strike]

1

OptionsMarketResults > Products > Product > ContractVolume


xsd:float, <real>

[ContractVolume]

1

OptionsMarketResults > Products > Product > OpenInterest


xsd:int, <integer>

[OpenInterest]

1

OptionsMarketResults > Products > Product > OpenInterestContractVolume


xsd:float, <real>

[OIContractVolume]

1



OptionsMarketResults > Products > Product > SettlementPrice

Settlement price

xsd:float, <real>

[SettlementPrice]

1

OptionsMarketResults > Products > Product > OpenPrice

Opening price

xsd:float, <real>

[OpenPrice]

1

OptionsMarketResults > Products > Product > HighPrice

Highest Price

xsd:float, <real>

[HighPrice]

1

OptionsMarketResults > Products > Product > LowPrice

Lowest Price

xsd:float, <real>

[LowPrice]

1

OptionsMarketResults > Products > Product > LastPrice

Closing Price

xsd:float, <real>

[LastPrice]

1

OptionsMarketResults > Products > Product > TradedContracts


xsd:int, <integer>

[TradedContracts]

1

OptionsMarketResults > Products > Product > Volume

Traded Volume

xsd:float, <real>

[Volume]

1

OptionsMarketResults > Products > Product > Underlying

Underlying of the product/contract


[Underlying]

1

OptionsMarketResults > Products > Product > OTC


- 1

OptionsMarketResults > Products > Product > OTC > TradedContracts


xsd:int, <integer>

[TradedContracts]

1

OptionsMarketResults > Products > Product > OTC > Volume

Traded OTC Volume

xsd:float, <real>

[Volume]

1

OptionsMarketResults > Products > Product > OTC > NoOfTrades


xsd:int, <integer>

[NoOfTrades]

1

Table 65: XML element description of Power Options Market Results File


3.5.2. Energy Options Historie File


Content Derivatives Market trading results for Phelix Power Options





Table 66: Characteristics of Energy Options Historie File

3.5.2.1. XLS


Filename energy_options_historie_[YYYY].xls

Example: energy_options_historie_2010.xls

Download Loca-

tion


Website:



Table 67: XLS File details of Energy Options Historie File


3.6. Natural Gas - Spot - Continuous

3.6.1. Gas Spot Market Results File


Content Spot Market trading results for NCG, GASPOOL and TTF Natural Gas

Displayed Period One trading day, the two delivery day traded as One-Day-Ahead and Two-

Days-Ahead

Contained Data Contract’s, volumes in MWh, daily reference prices and price information in Eu-

ro for the previous trading day


Generation Frequency and Time Every exchange trading day, between 10am and 11am


Table 68: Characteristics of Gas Spot Market Results File

3.6.1.1. CSV


Filename gscrf_[YYYYMMDD].csv

Example: gscrf_20110530.csv

Download Location FTP: ftp://infoproducts.eex.com/gas/csv/spot_market/continuous/YYYY/

Table 69: CSV File details of Gas Spot Market Results File




# DD.MM.YYYY : Prices and Turnover EEX continuous Gas Spot Market

#


# Data type(PR);Product ID;Delivery Date;Delivery Hours;Open Price;Max Price;Min Price;Settlement Price;Daily

Volume;Number of Trades


#

6



ST;24.02.2010;EUR;12:58:08;23.02.2010

1

Price and volume results lines for all contracts with Contract code

PR;[Contract];[DeliveryDate];[DeliveryHours];[OpenPrice];[HighPrice];[LowPrice];[SettlementPrice];

[Volume];[NoOfTrades]

PR;H3B4;25.02.10;24;12.85;12.85;12.70;12.90;480;2

n




AL;[NumberOfLines]

AL;14

1

Table 70: CSV Line types description of Gas Spot Market Results File (Line description before 2011/05/30)




# DD.MM.YYYY : Prices and Turnover EEX continuous Gas Spot Market

#


# Data type(IL);Delivery Date;Market Area;Daily Reference Price

# Data type(PR);Commodity ID;Market Area;Delivery Date;Delivery Hours;Open Price;Max Price;Min Price;Last

Price;Daily Volume;Number of Trades


#

6



ST;24.03.2011;EUR;18:58:08;24.03.2011

1

Daily reference prices for the different market areas

IL;[DeliveryDate];[Market Area];[DailyReferencePrice]

IL;24.03.11;NCG;21.97

Price and volume results lines for all contracts with commodity code and market area

PR;[Contract];[Market Ar-

ea];[DeliveryDate];[DeliveryHours];[OpenPrice];[HighPrice];[LowPrice];[LastPrice];

[Volume];[NoOfTrades]

PR;GND1;NCG;25.03.11;24;22.30;25.40;21.70;23.45;24;12

n




AL;[NumberOfLines]

AL;14

1

Table 71: CSV Line types description of Gas Spot Market Results File (Line description after 2011/05/29)

3.6.1.2. XML


Filename GasSpotMarketResults-[YYYY-MM-DD].xml

Example: GasSpotMarketResults-2011-05-30.xml

Download Location FTP: ftp://infoproducts.eex.com/gas/xml/spot_market/continuous/YYYY/

Schema GasSpotMarketResults.xsd (before 2011/05/30)

GasSpotMarketResults247Gas.xsd (after 2011/05/29)

Namespace http://www.eex.com/Info-Products/GSRXF/247Gas

Table 72: XML File details of Gas Spot Market Results File

Element description before 2011/05/30:


GasSpotMarketResults


- 1

GasSpotMarketResults > Status


- 1

GasSpotMarketResults > Status > TradingDate



[TadingDate]

1

GasSpotMarketResults > Status > Currency



[Currency]

1

GasSpotMarketResults > Status > CreationTimestamp



[CreationTimestamp]

1



GasSpotMarketResults > Prices


- 1

GasSpotMarketResults > Prices > Product


- n

GasSpotMarketResults > Prices > Product > ProductID



[Contract]

1

GasSpotMarketResults > Prices > Product > DeliveryDate



[DeliveryDate]

1

GasSpotMarketResults > Prices > Product > DeliveryHours


xsd:int, <integer>

[DeliveryHours]

1

GasSpotMarketResults > Prices > Product > OpenPrice

Opening price

xsd:float, <real>

[OpenPrice]

1

GasSpotMarketResults > Pricess > Product > MaxPrice

Highest Price

xsd:float, <real>

[HighPrice]

1

GasSpotMarketResults > Prices > Product > MinPrice

Lowest Price

xsd:float, <real>

[LowPrice]

1

GasSpotMarketResults > Prices > Product > SettlementPrice

Settlement price

xsd:float, <real>

[SettlementPrice]

1

GasSpotMarketResults > Prices > Product > DailyVolume

Traded Volume

xsd:float, <real>

[Volume]

1

GasSpotMarketResults > Prices > Product > NumberOfTrades

Number of trades

xsd:int, <integer>

[NoOfTrades]

1

Table 73: XML element description of Gas Spot Market Results File (Element description before 2011/05/30)

Element description after 2011/05/29:


GasSpotMarketResults


- 1

GasSpotMarketResults > Status


- 1



GasSpotMarketResults > Status > TradingDate



[TadingDate]

1

GasSpotMarketResults > Status > Currency



[Currency]

1

GasSpotMarketResults > Status > CreationTimestamp



[CreationTimestamp]

1

GasSpotMarketResults > Areas


- 1

GasSpotMarketResults > Areas > Area


- 1…n

GasSpotMarketResults > Areas > Area > Alias



[Market Area]

1

GasSpotMarketResults > Areas > Area > Abbreviation


xsd:string <string>

[AreaAbbreviation]

1

GasSpotMarketResults > Areas > Area > Active


xsd:int, <integer>

[AreaFlag]

1

GasSpotMarketResults > DailyReferencePrices

Daily Reference Price of the market areas

- 1

GasSpotMarketResults > DailyReferencePrices > Area

Information on daily reference price of a certain area

- 1…n

GasSpotMarketResults > DailyReferencePrices > Area[alias]



[Market Area]

-

GasSpotMarketResults > DailyReferencePrices > Area > Day

Information on daily reference price for a delivery date

- 1

GasSpotMarketResults > DailyReferencePrices > Area > Day > DeliveryDate

Delivery date depending on the daily reference price

xsd:date, <date>

[DeliveryDate]

1

GasSpotMarketResults > DailyReferencePrices > Area > Day > DailyReferencePrice

Daily reference price for the market area and delivery day

xsd:float, <real>

[DailyReferencePrice]

1

GasSpotMarketResults > Prices


- 1



GasSpotMarketResults > Prices > Area

Information on prices, volumes, and so on of a certain area

- 1…n

GasSpotMarketResults > Prices > Area[alias]



[Market Area]

-

GasSpotMarketResults > Prices > Area > Product


- n

GasSpotMarketResults > Prices > Area >Product > ProductID



[Contract]

1

GasSpotMarketResults > Prices > Area >Product > DeliveryDate



[DeliveryDate]

1

GasSpotMarketResults > Prices > Area >Product > DeliveryHours


xsd:int, <integer>

[DeliveryHours]

1

GasSpotMarketResults > Prices > Area >Product > OpenPrice

Opening price

xsd:float, <real>

[OpenPrice]

1

GasSpotMarketResults > Prices > Area >Product > MaxPrice

Highest Price

xsd:float, <real>

[HighPrice]

1

GasSpotMarketResults > Prices > Area >Product > MinPrice

Lowest Price

xsd:float, <real>

[LowPrice]

1

GasSpotMarketResults > Prices > Area >Product > LastPrice

Settlement price

xsd:float, <real>

[LastPrice]

1

GasSpotMarketResults > Prices > Area >Product > DailyVolume

Traded Volume

xsd:float, <real>

[Volume]

1

GasSpotMarketResults > Prices > Area >Product > NumberOfTrades

Number of trades

xsd:int, <integer>

[NoOfTrades]

1

Table 74: XML element description of Gas Spot Market Results File (Element description after 2011/05/29)


3.6.2. Gas Spot Historie File


Content Spot Market trading results for NCG and GASPOOL Natural Gas





Table 75: Characteristics of Gas Spot Historie File

3.6.2.1. XLS


Filename gas_spot_historie_[YYYY].xls

Example: gas_spot_historie_2010.xls

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/gas/xls/spot_market/YYYY/

Website: http://www.eex.com/en/Download/Market%20Data/Natural%20Gas%20-%20EEX

Table 76: XLS File details of Gas Spot Historie File


3.6.3. Gas Spot Market Settlement Results File


Content Spot Market settlement prices for NCG, GASPOOL, TTF Natural Gas

Displayed Period One trading day

Contained Data Contract´s and settlement prices in Euro.



Table 77: Characteristics of Gas Spot Market Settlement Results File


3.6.3.1. CSV


Filename gscsf_[YYYYMMDD].csv

Example: gscsf_20110530.csv

Download Location FTP: ftp://infoproducts.eex.com/gas/csv/spot_market/continuous/YYYY/

Table 78: CSV File details of Gas Spot Market Settlement Results File



# DD.MM.YYYY : Settlement Prices Continuous Gas Spot Market

#

# Data type(ST);Trading Date;Currency;Creation Time

# Data type(PR);Commodity ID;Market Area;Delivery Date;Delivery Hours;Settlement Price


#

6

Status line with Trading Date, Currency, Create Time

ST;[TradingDate];[Currency];[CreationTime]

ST;30.05.2011;EUR;18:58:08

1

Price and volume results lines for all contracts with commodity code and market area

PR;[Contract];[Market Area];[DeliveryDate];[DeliveryHours];[SettlementPrice]

PR;GND1;NCG;30.05.11;24;22.30

n


AL;[NumberOfLines]

AL;14

1

Table 79: CSV Line types description of Gas Spot Market Settlement Results File

3.6.3.1. XML



Filename GasSpotMarketSettlementResults-[YYYY-MM-DD].xml

Example: GasSpotMarketSettlementResults-2011-05-30.xml

Download Location FTP: ftp://infoproducts.eex.com/gas/xml/spot_market/continuous/YYYY/

Schema GasSpotMarketSettlementResults.xsd

Namespace http://www.eex.com/Info-Products/GSRXF/247Gas

Table 80: XML File details of Gas Spot Market Settlement Results File


GasSpotMarketSettlementResults


- 1

GasSpotMarketSettlementResults > Status


- 1

GasSpotMarketSettlementResults > Status > TradingDate



[TadingDate]

1

GasSpotMarketSettlementResults > Status > Currency



[Currency]

1

GasSpotMarketSettlementResults > Status > CreationTimestamp



[CreationTimestamp]

1

GasSpotMarketSettlementResults > Areas


- 1

GasSpotMarketSettlementResults > Areas > Area


- 1…n

GasSpotMarketSettlementResults > Areas > Area > Alias



[Market Area]

1

GasSpotMarketSettlementResults > Areas > Area > Abbreviation


xsd:string <string>

[AreaAbbreviation]

1

GasSpotMarketSettlementResults > Areas > Area > Active


xsd:int, <integer>

[AreaFlag]

1



GasSpotMarketSettlementResults > Prices


- 1

GasSpotMarketSettlementResults > Prices > Area

Information on prices, volumes, and so on of a certain area

- 1…n

GasSpotMarketSettlementResults > Prices > Area[alias]



[Market Area]

-

GasSpotMarketSettlementResults > Prices > Area > Product


- n

GasSpotMarketSettlementResults > Prices > Area >Product > ProductID



[Contract]

1

GasSpotMarketSettlementResults > Prices > Area >Product > DeliveryDate



[DeliveryDate]

1

GasSpotMarketSettlementResults > Prices > Area >Product > DeliveryHours


xsd:int, <integer>

[DeliveryHours]

1

GasSpotMarketSettlementResults > Prices > Area >Product > SettlementPrice

Settlement Price of the contract

xsd:float, <real>

[SettlementPrice]

1

Table 81: XML element description of Gas Spot Market Settlement Results File

3.7. Natural Gas - Futures

3.7.1. Gas Futures Market Results File


Content Derivatives Market trading results for NCG and GASPOOL Natural Gas Fu-

tures





Table 82: Characteristics of Gas Futures Market Results File


3.7.1.1. CSV


Filename gfmrf_[YYYYMMDD].csv

Example: gfmrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/gas/csv/derivatives_market/YYYY/

Table 83: CSV File details of Gas Futures Market Results File



# DD.MM.YYYY : Prices/Volumes for EEX Gas Futures

#






#

7



ST;24.02.2010;EUR;12:58:08;23.02.2010

1






PR;G0BM;Mar10;743;841;624863;12.88;12.95;12.95;12.95;12.95;10;7430

n





OT;G2BQ;Apr10;0;0;0;0

n


AL;[NumberOfLines]

AL;277

1

Table 84: CSV Line types description of Gas Futures Market Results File

3.7.1.2. XML


Filename GasFuturesMarketResults-[YYYY-MM-DD].xml

Example: GasFuturesMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/gas/xml/derivatives_market/futures/YYYY/



Table 85: XML File details of Gas Futures Market Results File




- 1



- 1


Commodity, Gas


ty>

[Commodity]

1




[TadingDate]

1






[Currency]

1




[CreationTimestamp]

1



- n



- n




[Contract]

1




[DeliveryPeriod]

1



xsd:float, <real>

[ContractVolume]

1



xsd:int, <integer>

[OpenInterest]

1



xsd:float, <real>

[OIContractVolume]

1


Settlement price

xsd:float, <real>

[SettlementPrice]

1


Opening price

xsd:float, <real>

[OpenPrice]

1


Highest Price

xsd:float, <real>

[HighPrice]

1


Lowest Price

xsd:float, <real>

[LowPrice]

1


Closing Price

xsd:float, <real>

[LastPrice]

1


Best Bid Price

xsd:float, <real>

[BestBidPrice]

1




Best Bid Volume

xsd:float, <real>

[BestBidVolume]

1


Best Ask Price

xsd:float, <real>

[BestAskPrice]

1


Best Ask Volume

xsd:float, <real>

[BestAskVolume]

1



xsd:int, <integer>

[TradedContracts]

1


Traded Volume

xsd:float, <real>

[Volume]

1



- 1



xsd:int, <integer>

[TradedContracts]

1


Traded OTC Volume

xsd:float, <real>

[Volume]

1



xsd:int, <integer>

[NoOfTrades]

1

Table 86: XML element description of Gas Futures Market Results File

3.7.2. Gas Futures Historie File


Content Futures Market trading results for NCG and GASPOOL Natural Gas





Table 87: Characteristics of Gas Futures Historie File


3.7.2.1. XLS


Filename gas_futures_historie_[YYYY].xls

Example: gas_futures_historie_2010.xls

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/gas/xls/derivatives_market/YYYY/

Website: http://www.eex.com/en/Download/Market%20Data/Natural%20Gas%20-%20EEX

Table 88: XLS File details of Gas Futures Historie File


3.8. Emission Rights - Spot - Continuous

3.8.1. Emission Spot Market Results File


Content Spot Market trading results for European Emission Allowances


Contained Data Contract’s volumes in t CO2 and price information in Euros.

Generation Frequency and Time Every exchange trading day, between 5:30pm and 6:30pm


Table 89: Characteristics of Emission Spot Market Results File

3.8.1.1. CSV


Filename esmrf_[YYYYMMDD].csv

Example: esmrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/carbon/csv/spot_market/continuous/YYYY/

Table 90: CSV File details of Emission Spot Market Results File




# DD.MM.YYYY : Prices and Turnover of the EEX EUA Spot Market

#


# Data type(PR);ProductID;Intraday Auction Price;Intraday Auction Volume;Settlement Price;Total Volume;OTC

Volume;Number of Trades


#

6



ST;24.02.2010;EUR;12:58:08;23.02.2010

1

Price and volume results lines for all contracts with Contract code, Intraday Auction Price, Intraday Auc-

tion Volume, Settlement Price, Total Volume, OTC Volume, Number of Trades

PR;[Contract];[IntradayAuctionPrice];[IntradayAuctionVolume];[SettlementPrice];[Volume];

[OTCVolume];[NoOfTrades]

PR;P1E2;12,66;0;12,59;0;0;0

n


AL;[NumberOfLines]

AL;277

1

Table 91: CSV Line types description of Emission Spot Market Results File


3.8.1.2. XML


Filename EmissionSpotMarketResults-[YYYY-MM-DD].xml

Example: EmissionSpotMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/carbon/xml/spot_market/continuous/YYYY/

Schema EmissionSpotMarketResults.xsd

Namespace http://www.eex.com/Info-Products/ESRXF

Table 92: XML File details of Emission Spot Market Results File


EmissionSpotMarketResults


- 1

EmissionSpotMarketResults > Status


- 1

EmissionSpotMarketResults > Status > TradingDate



[TadingDate]

1

EmissionSpotMarketResults > Status > Currency



[Currency]

1

EmissionSpotMarketResults > Status > CreationTimestamp



[CreationTimestamp]

1

EmissionSpotMarketResults > Prices


- n

EmissionSpotMarketResults > Prices > Product


- n

EmissionSpotMarketResults > Prices > Product > ProductID



[Contract]

1

EmissionSpotMarketResults > Prices > Product > IntradayAuctionPrice

Price of the daily auction


[IntradayAuctionPrice]

1

EmissionSpotMarketResults > Prices > Product > IntradayAuctionVolume

Volume of the daily auction

xsd:float, <real>

[IntradayAuctionVolume]

1



EmissionSpotMarketResults > Prices > Product > SettlementPrice

Settlement price

xsd:float, <real>

[SettlementPrice]

1

EmissionSpotMarketResults > Prices > Product > TotalVolume

Traded Volume

xsd:float, <real>

[Volume]

1

EmissionSpotMarketResults > Prices > Product > OTCVolume

Traded OTC Volume

xsd:float, <real>

[VolumeOTC]

1

EmissionSpotMarketResults > Prices > Product > Number

Number of trades

xsd:int, <integer>

[NoOfTrades]

1

Table 93: XML element description of Emission Spot Market Results File

3.8.2. Emission Spot Historie File


Content Spot Market trading results for European Emission Allowances



Generation Frequency and Time Every exchange trading day, between 5:30pm and 9pm


Table 94: Characteristics of Emission Spot Historie File

3.8.2.1. XLS


Filename emission_spot_historie_[YYYY].xls

Example: emission_spot_historie_2010.xls

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/carbon/xls/spot_market/YYYY/

Website:

http://www.eex.com/en/Download/Market%20Data/EU%20Emission%20Allowances%20-

%20EEX

Table 95: XLS File details of Emission Spot Historie File



3.9. Emission Rights - Spot - Auction

3.9.1. Emission Spot Auction Market Results File


Content EUA Primary Auction results for Second Period European Carbon Spot Market


Contained Data Contract’s volumes in EUA and price information in Euro.

Generation Frequency and Time On the day of auctions, between 3:15pm and 3:25pm


Table 96: Characteristics of Emission Spot Auction Market Results File

3.9.1.1. CSV


Filename esamrf_[YYYYMMDD].csv

Example: esamrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/carbon/csv/spot_market/auction/YYYY/

Table 97: CSV File details of Emission Spot Auction Market Results File



# DD.MM.YYYY : Prices and turnover EEX EUA derivatives auction market

#

# Data type(ST);Trading Date;Auction Time;Currency;Creation time;Creation date

# Data type(PR);Contract;Auction Price;Auction Volume

# Data type(AL);Number of lines

#

6


ST;[TradingDate];[AuctionTime];[Currency];[CreationTime];[CreationDate]

ST;24.02.2010;11:05:03;EUR;12:58:08;23.02.2010

1



Price and volume results lines for all contracts with Auction Time, Contract, Auction Price, Auction Vol-

ume

PR;[Contract];[AuctionPrice];[AuctionVolume]

PR;T2PA;12.81;570000.0

1


AL;[NumberOfLines]

AL;9

1

Table 98: CSV Line types description of Emission Spot Auction Market Results File

3.9.1.2. XML


Filename EmissionSpotAuctionMarketResults-[YYYY-MM-DD].xml

Examples: EmissionSpotAuctionMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/carbon/xml/spot_market/auction/YYYY/

Schema EmissionSpotAuctionMarketResults.xsd

Namespace http://www.eex.com/Info-Products/ESARXF

Table 99: XML File details of Emission Spot Auction Market Results File


EmissionSpotAuctionMarketResults


- 1

EmissionSpotAuctionMarketResults > Status


- 1

EmissionSpotAuctionMarketResults > Status > TradingDate



[TadingDate]

1

EmissionSpotAuctionMarketResults > Status > Currency



[Currency]

1



EmissionSpotAuctionMarketResults > Status > CreationTimestamp



[CreationTimestamp]

1

EmissionSpotAuctionMarketResults > Auctions

Auctions list

- 1

EmissionSpotAuctionMarketResults > Auctions > Auction

Results for a single auction

- n

EmissionSpotAuctionMarketResults > Auctions > Auction > AuctionTimestamp

Timestamp of the auction


[AuctionTimestamp]

1

EmissionSpotAuctionMarketResults > Auctions > Auction > Contract



[Contract]

1

EmissionSpotAuctionMarketResults > Products > Product > AuctionPrice

Price of the auction

xsd:float, <real>

[AuctionPrice]

1

EmissionSpotAuctionMarketResults > Products > Product > AuctionVolume

Volume of the auction

xsd:float, <real>

[AuctionVolume]

1

Table 100: XML element description of Emission Spot Auction Market Results File

3.10. Emission Rights – Futures - Futures

3.10.1. Emission Futures Market Results File


Content Derivatives Market trading results for European Carbon and Certified Emission

Reduction Futures





Table 101: Characteristics of Emission Futures Market Results File

3.10.1.1. CSV



Filename efmrf_[YYYYMMDD].csv

Example: efmrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/carbon/csv/derivatives_market/futures/YYYY/

Table 102: CSV File details of Emission Futures Market Results File



# DD.MM.YYYY : Prices/Volumes for EEX Emission Futures

#






#

7



ST;24.02.2010;EUR;12:58:08;23.02.2010

1






PR;F2EA;Dec10;1000;4823;4823000;12,77;0,00;0,00;0,00;0,00;0;0

n



OT;F2EA;Dec10;0;0;0;0

n




AL;[NumberOfLines]

AL;277

1

Table 103: CSV Line types description of Emission Futures Market Results File

3.10.1.2. XML


Filename EmissionFuturesMarketResults-[YYYY-MM-DD].xml

Example: EmissionFuturesMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/carbon/xml/derivatives_market/futures/YYYY/



Table 104: XML File details of Emission Futures Market Results File




- 1



- 1


Commodity, Emission


ty>

[Commodity]

1




[TadingDate]

1




[Currency]

1




[CreationTimestamp]

1



- n





- n




[Contract]

1




[DeliveryPeriod]

1



xsd:float, <real>

[ContractVolume]

1



xsd:int, <integer>

[OpenInterest]

1



xsd:float, <real>

[OIContractVolume]

1


Settlement price

xsd:float, <real>

[SettlementPrice]

1


Opening price

xsd:float, <real>

[OpenPrice]

1


Highest Price

xsd:float, <real>

[HighPrice]

1


Lowest Price

xsd:float, <real>

[LowPrice]

1


Closing Price

xsd:float, <real>

[LastPrice]

1


Best Bid Price

xsd:float, <real>

[BestBidPrice]

1


Best Bid Volume

xsd:float, <real>

[BestBidVolume]

1


Best Ask Price

xsd:float, <real>

[BestAskPrice]

1


Best Ask Volume

xsd:float, <real>

[BestAskVolume]

1





xsd:int, <integer>

[TradedContracts]

1


Traded Volume

xsd:float, <real>

[Volume]

1



- 1



xsd:int, <integer>

[TradedContracts]

1


Traded OTC Volume

xsd:float, <real>

[Volume]

1



xsd:int, <integer>

[NoOfTrades]

1

Table 105: XML element description of Emission Futures Market Results File

3.10.2. Emission Futures Historie File



Reduction Futures also Primary Auction trading results.





Table 106: Characteristics of Emission Futures Historie File


3.10.2.1. XLS


Filename emission_futures_historie_[YYYY].xls

Example: emission_futures_historie_2010.xls

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/carbon/xls/derivatives_market/YYYY/

Website:


%20EEX

Table 107: XLS File details of Emission Futures Historie File


3.11. Emission Rights - Futures - Auction

3.11.1. Emission Futures Auction Market Results File


Content EUA Primary Auction results for Second Period European Carbon Futures



Generation Frequency and Time On the day of auctions, between 3:15pm and 3:25pm


Table 108: Characteristics of Emission Futures Auction Market Results File

3.11.1.1. CSV


Filename efamrf_[YYYYMMDD].csv

Example: efamrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/carbon/csv/derivatives_market/auction/YYYY/

Table 109: CSV File details of Emission Futures Auction Market Results File





# DD.MM.YYYY : Prices and turnover EEX EUA derivatives auction market

#

# Data type(ST);Trading Date;Currency;Creation time;Creation date

# Data type(PR);Auction Time;Contract;Delivery Period; Auction Price;Auction Volume

# Data type(AL);Number of lines

#

6



ST;24.02.2010;EUR;12:58:08;23.02.2010

1

Price and volume results lines for all contracts with Auction Time, Contract, Delivery Period, Auction

Price, Auction Volume

PR;[AuctionTime];[Contract];[DeliveryPeriod];[AuctionPrice];[AuctionVolume]

PR;15:05;F2EA;Dec-2010;12.81;570000

1…4


AL;[NumberOfLines]

AL;9

1

Table 110: CSV Line types description of Emission Futures Auction Market Results File


3.11.1.2. XML


Filename EmissionFuturesAuctionMarketResults-[YYYY-MM-DD].xml

Examples: EmissionFuturesAuctionMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/carbon/xml/derivatives_market/auction/YYYY/

Schema EmissionFuturesAuctionMarketResults.xsd

Namespace http://www.eex.com/Info-Products/EFARXF

Table 111: XML File details of Emission Futures Auction Market Results File


EmissionFuturesAuctionMarketResults


- 1

EmissionFuturesAuctionMarketResults > Status


- 1

EmissionFuturesAuctionMarketResults > Status > TradingDate



[TadingDate]

1

EmissionFuturesAuctionMarketResults > Status > Currency



[Currency]

1

EmissionFuturesAuctionMarketResults > Status > CreationTimestamp



[CreationTimestamp]

1

EmissionFuturesAuctionMarketResults > Auctions

Auctions list

- 1

EmissionFuturesAuctionMarketResults > Auctions > Auction

Results for a single auction

- n

EmissionFuturesAuctionMarketResults > Auctions > Auction > AuctionTimestamp

Timestamp of the auction


[AuctionTimestamp]

1

EmissionFuturesAuctionMarketResults > Auctions > Auction > Contract



[Contract]

1

EmissionFuturesAuctionMarketResults > Auctions > Auction > Period



[DeliveryPeriod]

1



EmissionFuturesAuctionMarketResults > Products > Product > AuctionPrice

Price of the auction

xsd:float, <real>

[AuctionPrice]

1

EmissionFuturesAuctionMarketResults > Products > Product > AuctionVolume

Volume of the auction

xsd:float, <real>

[AuctionVolume]

1

Table 112: XML element description of Emission Futures Auction Market Results File

3.11.2. Emission Futures Historie File



Reduction Futures also Primary Auction trading results.





Table 113: Characteristics of Emission Futures Historie File

3.11.2.1. XLS


Filename emission_futures_historie_[YYYY].xls

Example: emission_futures_historie_2010.xls

Download Loca-

tion


Website:


%20EEX




3.12. Emission Rights - Futures - Options

3.12.1. Emission Options Market Results File


Content Derivatives Market trading results for Second Period European Carbon Options





Table 115: Characteristics of Emission Options Market Results File

3.12.1.1. CSV


Filename eomrf_[YYYYMMDD].csv

Example: eomrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/carbon/csv/derivatives_market/options/YYYY/

Table 116: CSV File details of Emission Options Market Results File



# DD.MM.YYYY : Prices/Volumes for EEX Emission Options

#


# Data type(PR);Contract;Delivery Period;Type;Strike;Contract Volume;Open Interest;OI Contract Vol-

ume;Settlement Price;Open Price;High Price;Low Price;Last Price;Traded Contracts;Volume

# Data type(OT);Contract;Delivery Period;Type;Strike;Contract Volume;Traded Contracts;Volume;No of Trades


#

7





ST;24.02.2010;EUR;12:58:08;23.02.2010

1

Price and volume results lines for all contracts with Contract code, Delivery Period, Type, Strike, Contract

Volume, Open Interest, Open Interest Contract Volume, Settlement Price, Open Price, High Price, Low

Price, Last Price, Traded Contracts and Volume

PR;[Contract];[DeliveryPeriod];[Type];[Strike];[ContractVolume];[OpenInterest];[OIContractVolume];

[SettlementPrice];[OpenPrice];[HighPrice];[LowPrice];[LastPrice];[TradedContracts];[Volume]

PR;O2PE;Dec10;C;2200;1000;0;0;0,142;0,000;0,000;0,000;0,000;0;0

n


OT;[Contract];[DeliveryPeriod];[Type];[Strike];[ContractVolume];[TradedContracts];[Volume];[NoOfTrades]

OT;O2PE;Dec10;C;3300;780;6;4680;1

n


AL;[NumberOfLines]

AL;277

1

Table 117: CSV Line types description of Emission Options Market Results File

3.12.1.2. XML


Filename EmissionOptionsMarketResults-[YYYY-MM-DD].xml

Examples: EmissionOptionsMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/carbon/xml/derivatives_market/options/YYYY/

Schema OptionsMarketResults.xsd

Namespace http://www.eex.com/Info-Products/OMRXF

Table 118: XML File details of Emission Options Market Results File



OptionsMarketResults


- 1

OptionsMarketResults > Status


- 1

OptionsMarketResults > Status > Commodity

Commodity, Emission


ty>

[Commodity]

1

OptionsMarketResults > Status > TradingDate



[TadingDate]

1

OptionsMarketResults > Status > Currency



[Currency]

1

OptionsMarketResults > Status > CreationTimestamp



[CreationTimestamp]

1

OptionsMarketResults > Products


- n

OptionsMarketResults > Products > Product


- n

OptionsMarketResults > Products > Product > Contract



[Contract]

1

OptionsMarketResults > Products > Product > DeliveryPeriod



[DeliveryPeriod]

1

OptionsMarketResults > Products > Product > ContractVolume


xsd:float, <real>

[ContractVolume]

1

OptionsMarketResults > Products > Product > Type

Type of the option (Call/Put)


[Type]

1

OptionsMarketResults > Products > Product > Strike

Strike / execution price of the option

xsd:int, <integer>

[Strike]

1

OptionsMarketResults > Products > Product > OpenInterest


xsd:int, <integer>

[OpenInterest]

1

OptionsMarketResults > Products > Product > OpenInterestContractVolume


xsd:float, <real>

[OIContractVolume]

1



OptionsMarketResults > Products > Product > SettlementPrice

Settlement price

xsd:float, <real>

[SettlementPrice]

1

OptionsMarketResults > Products > Product > OpenPrice

Opening price

xsd:float, <real>

[OpenPrice]

1

OptionsMarketResults > Products > Product > HighPrice

Highest Price

xsd:float, <real>

[HighPrice]

1

OptionsMarketResults > Products > Product > LowPrice

Lowest Price

xsd:float, <real>

[LowPrice]

1

OptionsMarketResults > Products > Product > LastPrice

Closing Price

xsd:float, <real>

[LastPrice]

1

OptionsMarketResults > Products > Product > TradedContracts


xsd:int, <integer>

[TradedContracts]

1

OptionsMarketResults > Products > Product > Volume

Traded Volume

xsd:float, <real>

[Volume]

1

OptionsMarketResults > Products > Product > OTC


- 1

OptionsMarketResults > Products > Product > OTC > TradedContracts


xsd:int, <integer>

[TradedContracts]

1

OptionsMarketResults > Products > Product > OTC > Volume

Traded OTC Volume

xsd:float, <real>

[Volume]

1

OptionsMarketResults > Products > Product > OTC > NoOfTrades


xsd:int, <integer>

[NoOfTrades]

1

Table 119: XML element description of Emission Options Market Results File


3.12.2. Emission Options Historie File


Content Derivatives Market trading results for Second Period European Carbon Options





Table 120: Characteristics of Emission Options Historie File

3.12.2.1. XLS


Filename emission_options_historie_[YYYY].xls

Example: emission_options_historie_2010.xls

Download Loca-

tion


Website:


%20EEX



3.13. Coal - Futures

3.13.1. Coal Futures Market Results File


Content Derivatives Market trading results for ARA and RB Coal Futures


Contained Data Contract’s volumes in tons and price information in US dollars.



Table 122: Characteristics of Coal Futures Market Results File


3.13.1.1. CSV


Filename cfmrf_[YYYYMMDD].csv

Example: cfmrf_20100301.csv

Download Location FTP: ftp://infoproducts.eex.com/coal/csv/derivatives_market/futures/YYYY/

Table 123: CSV File details of Coal Futures Market Results File



# DD.MM.YYYY : Prices/Volumes for EEX Coal Futures

#


# Data type(PR);Product;Delivery Period;Contract Volume;Open Interest;OI Contract Volume;Settlement




#

7



ST;24.02.2010;EUR;12:58:08;23.02.2010

1






PR;FT4M;Mar10;743;38727;28774161;38,97;38,75;39,00;38,75;39,00;723;537189

n





PR;FT4M;Mar10;743;3071;2281753;42,00;41,50;42,00;41,50;41,75;27;20061

n


AL;[NumberOfLines]

AL;277

1

Table 124: CSV Line types description of Coal Futures Market Results File

3.13.1.2. XML


Filename CoalFuturesMarketResults-[YYYY-MM-DD].xml

Example: CoalFuturesMarketResults-2010-03-01.xml

Download Location FTP: ftp://infoproducts.eex.com/coal/xml/derivatives_market/futures/YYYY/



Table 125: XML File details of Coal Futures Market Results File




- 1



- 1


Commodity, Coal


ty>

[Commodity]

1




[TadingDate]

1





[Currency]

1




[CreationTimestamp]

1



- n



- n




[Contract]

1




[DeliveryPeriod]

1



xsd:float, <real>

[ContractVolume]

1



xsd:int, <integer>

[OpenInterest]

1



xsd:float, <real>

[OIContractVolume]

1


Settlement price

xsd:float, <real>

[SettlementPrice]

1


Opening price

xsd:float, <real>

[OpenPrice]

1


Highest Price

xsd:float, <real>

[HighPrice]

1


Lowest Price

xsd:float, <real>

[LowPrice]

1


Closing Price

xsd:float, <real>

[LastPrice]

1


Best Bid Price

xsd:float, <real>

[BestBidPrice]

1


Best Bid Volume

xsd:float, <real>

[BestBidVolume]

1



Best Ask Price

xsd:float, <real>

[BestAskPrice]

1


Best Ask Volume

xsd:float, <real>

[BestAskVolume]

1



xsd:int, <integer>

[TradedContracts]

1


Traded Volume

xsd:float, <real>

[Volume]

1



- 1



xsd:int, <integer>

[TradedContracts]

1


Traded OTC Volume

xsd:float, <real>

[Volume]

1



xsd:int, <integer>

[NoOfTrades]

1

Table 126: XML element description of Coal Futures Market Results File

3.13.2. Coal Futures Historie File


Content Derivatives Market trading results for ARA and RB Coal Futures


Contained Data Contract’s volumes in tons and price information in US dollars.



Table 127: Characteristics of Coal Futures Historie File


3.13.2.1. XLS


Filename coal_futures_historie_[YYYY].xls

Example: coal_futures_historie_2010.xls

Download Loca-

tion

FTP: ftp://infoproducts.eex.com/coal/xls/derivatives_market/YYYY/

Website: http://www.eex.com/en/Download/Market%20Data/Coal%20-%20EEX

Table 128: XLS File details of Coal Futures Historie File



4. Example Files

4.1. CSV Examples

You can find the CSV example files on the website at

http://www.eex.com/en/Download/Documentation/Information%20Interface as ZIP file (Market-

ResultsCSVExamples_YYYYMMDD.zip).

File Format

CSV/Examples/cfmrf_20100105.csv Coal Futures Market Results File

CSV/Examples/efamrf_20100106.csv Emission Futures Auction Market Results File

CSV/Examples/efmrf_20100105.csv Emission Futures Market Results File

CSV/Examples/eomrf_20100105.csv Emission Options Market Results File

CSV/Examples/esamrf_20100105.csv Emission Spot Auction Market Results File

CSV/Examples/esmrf_20100105.csv Emission Spot Market Results File

CSV/Examples/fmrf_20101206.csv Power Futures Market Results File

CSV/Examples/gfmrf_20100105.csv Gas Futures Market Results File

CSV/Examples/gscrf_20110504.csv Gas Spot Market Results File

CSV/Examples/gscsf_20110512.csv Gas Spot Market Settlement Results File

CSV/Examples/omrf_20100506.csv Power Options Market Results

CSV/Examples/sarf_20100826.csv Power Spot Market Auction Results File

Table 129: CSV example files

4.2. XLS Examples

You can find the XLS example files for product introductions and changes on the website at

http://www.eex.com/en/Download/Documentation/Information%20Interface.

http://www.eex.com/en/Download/Documentation/Information%20Interface



4.3. XML Examples

You can find the XML example files on the website at


ResultsXMLExamples_YYYYMMDD.zip).

File Format

XML/Examples/CoalFuturesMarketResults-2010-01-05.xml Coal Futures Market Results File

XML/Examples/EmissionFuturesAuctionMarketResults-2010-01-

06.xml

Emission Futures Auction Market Results File

XML/Examples/EmissionFuturesMarketResults-2010-01-05.xml Emission Futures Market Results File

XML/Examples/EmissionOptionsMarketResults-2010-01-05.xml Emission Options Market Results File

XML/Examples/EmissionSpotAuctionMarketResults-2010-01-05.xml Emission Spot Auction Market Results File

XML/Examples/EmissionSpotMarketResults-2010-01-05.xml Emission Spot Market Results File

XML/Examples/FrenchPowerFuturesMarketResults-2010-11-04.xml Power Futures Market Results File

XML/Examples/GasFuturesMarketResults-2010-01-05.xml Gas Futures Market Results File

XML/Examples/ GasSpotMarketResults-2011-05-04.xml Gas Spot Market Results File

XML/Examples/GasSpotMarketSettlementResults-2011-05-12.xml Gas Spot Market Settlement Results File

XML/Examples/GermanPowerFuturesMarketResults-2010-12-

13.xml

Power Futures Market Results File

XML/Examples/PhelixPowerFuturesMarketResults-2010-12-06.xml Power Futures Market Results File

XML/Examples/PowerOptionsMarketResults-2010-05-06.xml Power Options Market Results

XML/Examples/ PowerSpotMarketAuctionResults-2010-08-26.xml Power Spot Market Auction Results File

XML/Examples/PowerSpotMarketIntradayResults-2010-01-05.xml Power Spot Market Intraday Results File

XML/Examples/BidAskCurves_CH_20100903_20100902192121.xml Power Spot Auction Price Curve File (Market

Area Switzerland)

XML/Examples/BidAskCurves_DE-

AU_20100903_20100902184026.xml

Power Spot Auction Price Curve File (Market

Area Germany/Austria)

XML/Examples/BBOF_CH_20100903_20100902192200.xml Block Bid Overview File (Market Area Switzer-

land)

XML/Examples/BBOF_DE-AU_20100903_20100902184204.xml Block Bid Overview File (Market Area Germa-

ny/Austria)

Table 130: XML example files



4.4. XML Schemata

You can find the XML schemata files on the website at


ResultsXMLSchemata_YYYYMMDD.zip).

File Format

XML/Schemata/EmissionFuturesAuctionMarketResults.xsd Emission Futures Auction Market Results File

XML/Schemata/EmissionSpotAuctionMarketResults.xsd Emission Spot Auction Market Results File

XML/Schemata/EmissionSpotMarketResults.xsd Emission Spot Market Results File

XML/Schemata/FuturesMarketResults.xsd Coal Futures Market Results File

Emission Futures Market Results File

Gas Futures Market Results File

Power Futures Market Results File

XML/Schemata/GasSpotMarketResults.xsd Gas Spot Market Results File (before 2011/05/30)

XML/Schemata/ GasSpotMarketResults247Gas.xsd Gas Spot Market Results File (after 2011/05/29)

XML/Schemata/ GasSpotMarketSettlementResults.xsd Gas Spot Market Settlement Results File

XML/Schemata/OptionsMarketResults.xsd Emission Options Market Results File

Power Options Market Results

XML/Schemata/PowerSpotMarketAuctionResults.xsd Power Spot Market Auction Results File

XML/Schemata/PowerSpotMarketIntradayResults.xsd Power Spot Market Intraday Results File

XML/Schemata/BidAskCurves.xsd Power Spot Auction Price Curve File

XML/Schemata/BBOF.xsd Bid Block Overview File

Table 131: XML Schemata files


market results interface specification 009

Documents

file structure change

files new example files

upper new files

f1oy new example files

block bid overview file

block bid overview file

general revision new

new xml schemata