market trials dam/ruc/sasm

http://nodal.ercot.com 1

Market TrialsDAM/RUC/SASM

Weekly Update

September 3, 2010


Agenda

• DAM/ RUC/SASM summary

• QSE Activities for Next Week

• General Reminders/Updates

• Environment Report

– Outages– Known Issues

• Special Topic

• Question and Answers / General Discussion

• Appendix

ERCOT asks that Market Participants log into the WebEx session using their company name

and then their name. This will allow ERCOT to take roll-call offline.

Market Trials 2010 Roadmap



Submission Overview for Friday August 27

DAM submission overview

• 205 QSEs participated for Op Day 8/28

• Energy Bids in the range of 44,860 to 90,221 MW per hour

• Cleared 30,707 to 55,868 MW energy per hr

• Cleared 12,800 to 16,516 PTP bids per hr

• Four major Load Zone prices ranged from $24.07 to $500.00

•Energy cleared 88.5% to 114.8% of the forecasted load.


Submission Overview for Saturday August 28


• ERCOT Submitted bids/offers for Op Day 8/29



• No PTP bids




Submission Overview for Sunday August 29


• ERCOT Submitted bids/offers for Op Day 8/30



• No PTP bids




Submission Overview for Monday August 30









Submission Overview for Tuesday August 31

Submission overview





• Four major Load Zone prices ranged from $21.60 to $500.00.



Submission Overview for Wednesday September 1

Submission overview





• Four major Load Zone prices ranged from $28.23 to $500.00.



RUC Execution Overview for this week

DRUC overview for the week:


RUC Execution Overview for this week

HRUC overview for the week:


Week of Activities 9/6 – 9/12 (Start of 168 Hr Test)

Next week – Op Days are 9/9 – 9/12

DAM executing on 9/7

• No guardrails - Bids/offers should be reasonable

• COPs should reflect Zonal Resource Plan prior to DRUC run. We will

delay the DRUC run if participants have not updated COPs to be

consistent with the Zonal Resource plan.

DAM executing on 9/8 – 9/12 (168 Hr Test)


• COPs should reflect Zonal Resource Plan prior to DRUC run.

Week 19Note: Dates are DAM execution days 9/7 – 9/11

ObjectiveNetwork Constraints Included

DAM 6x week

DAM submissions No guardrails

COP UpdatesReflect Zonal

Resource Plan

DRUC W/ each DAMHRUC 24X7WRUC 2 x weekSASM As neededOp Scenarios N/A


Week of Activities 9/6 – 9/12 (Start of 168 Hr Test)

DRUC executing after DAM

WRUC, HRUC and SASM executing on 9/8-9/11

• HRUC and SASM

– WRUC executing on Monday and Wednesday

– HRUC will be executed 24X7

– SASM will be opened as necessary



DAM 6x week



Resource Plan

DRUC W/ each DAMHRUC 24X7WRUC 2 x weekSASM As neededOp Scenarios N/A


Week of Activities 9/13 – 9/19 (End of 168 Hr Test)

Op Days are 9/13 – 9/18

DAM executing on 9/12 – 9/14 (168 Hr Test)


• COPs should reflect Zonal Resource Plan prior to DRUC run.

DAM executing on 9/15 – 9/17


• COPs should reflect Zonal Resource Plan prior to DRUC run. We will

delay the DRUC run if participants have not updated COPs to be

consistent with the Zonal Resource plan.

• Operational Scenarios:

– Continue participant requested instructions.

– DAM Fail 9/15



DAM 5x week



Resource Plan

DRUC W/ each DAMHRUC 24X7WRUC 2 x weekSASM As needed

Op Scenarios

Participant requested;DAM Fail


Week of Activities 9/13 – 9/19 (End of 168 Hr Test)

DRUC executing after DAM

WRUC, HRUC and SASM executing on 9/13-9/19

• HRUC and SASM

– WRUC executing on Monday and Wednesday

– HRUC will be executed 24X7

– SASM will be opened when necessary



DAM 5x week



Resource Plan

DRUC W/ each DAMHRUC 24X7WRUC 2 x weekSASM As needed

Op Scenarios

Participant requested;DAM Fail


September Scenarios

Scenarios to run in September

• VDI Commitments and VDI RUC Cancel

– Rescheduled to align with settlements integration

• De-commitments

– Requests [email protected]

• RUC Simulation

– ERCOT open to working with companies to align RUC instructions with zonal resource commitments

– Requests [email protected]

• Additional Scenarios

– Stress test

– No DAM, procure AS through SASM (Reschedule due to NOIE CRR performance test).


General Reminders/Updates

• Network Model Update

– An updated settlement points and MP short name list was posted for the 9/1 load at http://nodal.ercot.com/readiness/markettrials/index.html

– Next scheduled load will be installed 9/15.

• Reminder regarding External Interfaces Specification v1.19O

– Posted at http://nodal.ercot.com/readiness/sandbox/index.html

– Delivered 8/20

• ERCOT will be continuing to run WRUC

– Please be aware that WRUC requires valid COP data seven days out in order to have a good solution during the study period

– Participants can now update their COPs for two weeks out.

• ERCOT will continue to announce on the Market Call the operating days for the next week

• ERCOT posted the contingency lists for DSV20, DSV21 and DSV22

– http://nodal.ercot.com/readiness/markettrials/index.html

– DSV 22 is published to the MIS

– DSV 23 is published to the MIS



• DAM Deep Dive Conf Call being conducted 2x/week

•Interested parties and Nodal PMs were invited based on Deep Dive meetings earlier in the month

•Issues being tracked on spreadsheet (posted with this presentation)

•Focus on:– Addressing specific data issues (eg, constraints, SPS/RAP, Contingencies)– Detailed questions on certain prices/solution– Testing DAM solution (stress testing)

• Participants are MP SMEs focused on details of DAM solution



• Friday Market Calls– Starting next week on 9/3/2010, Friday Market Calls will run from 9am

– 12pm– These calls will no longer have dedicated time slots for each functional

area• As each area completes their presentation, the next agenda item will start

immediately after• The 12pm end time will be extended as needed

– Additionally, a new agenda item will be added to the end of the call to cover Cutover activities. As Market Trials winds down, Cutover will become the focus.

Environment Report-Known Issues

Full DAM/RUC/SASM known issues list will post every Friday night at http://nodal.ercot.com/readiness/markettrials/dam/index.html

New DAM/RUC/SASM known issues

– Currently if a NOIE does not specify a price the transaction is rejected. The transaction should be accepted and a default value of $2,000 should be used.



Q&A

Q&A / Open Forum

Appendix

Appendix– AS Info for the week– Pre- and post-DAM reports– Special Topics



Submission Overview for August 28


Submission Overview for September 1


Submission Overview for September 2

Other

Note:• All transactions will be supported.

• Trade submission and confirmation (Energy, Capacity and AS Trades) may be exercised at this time.

• DAM notifications will be active.

• Phase 2 Validation process will be active and supported.

• QSE transactions that do not follow the guidelines are subject to cancellation at ERCOT’s discretion.

• ERCOT may run DAM on non-supported days. No QSE participation is requested, and ERCOT staff will not be available to answer questions regarding the outputs of these non-supported processes.

• CRR information from the market trials auction will be integrated into the market system. CRR Offers (by NOIEs) must contain CRR IDs from this auction in order to be valid.



Report Postings

Posted by 6 am:

• Ancillary Services (AS) Plan

• Load Ratio Shares (these will be static based on Zonal production data as of October 16, 2009) *

• AS Obligations *

• Wind Generation Resource Power Potential (WGRPP) forecast * and Aggregated WGRPP forecast

• List of all Settlement Points and the mapping to Electrical Buses

• Load forecasts for ERCOT system, Weather Zones and Load Zones

• Load forecast distribution factors

• Distribution Loss Factors and forecasted Transmission Loss Factors

• Weather assumptions

* Denotes MIS Certified reports


Report Postings

Posted after each DAM:

• Awards (AS Offers, Energy Offers, DAM Energy-Only Offers, DAM Energy Bids, CRR Offers, and PTP Obligation Bids) *

• DAM Clearing Price for Ancillary Services (MCPC)

• Day-Ahead hourly Settlement Point Prices (SPPs)

• Day-Ahead hourly Locational Marginal Prices (LMPs)

• Shadow Prices

• Quantity of AS Offers

• Aggregated AS Offer Curve

• Total quantity of energy (in MWh) bought and sold in DAM

See DAM Handbook for a list of all DAM/RUC/SASM reports available starting in Phase 4.0 - http://nodal.ercot.com/readiness/markettrials/dam/index.html. See MIS Handbook for a comprehensive list of reports available - http://nodal.ercot.com/readiness/markettrials/mis/index.html.

* Denotes MIS Certified reports

Special Topics

Phase 2 Validation reports and process• Phase 2 validation re-evaluates all submitted transactions at 7 am in

the day-ahead with updated information, such as AS Obligation, CRR ownership, credit limits, etc.

• If there is a validation error, ERCOT will cancel the transaction• We send a notification that a Phase 2 report is available for a particular

transactions type, and notification containing the cancellation for the transaction.

• You can query for the Phase 2 report via web service or on the Reports page of the Market Manager in order to view the reason for the cancellation.

• Correct and resubmit prior to 10 am.• Note that submissions are locked out during the Phase 2 process,

which is currently taking about 10 minutes to complete.


Special Topics

Day-Ahead Self Commitment

DAM clearing engine treats your TPO differently if you submit Startup and Minimum Energy (SU/ME) costs as $0 vs. NULL

• If you submit with SU/ME as $0, DAM engine treats this as a normal offer where the QSE is not requesting SU/ME to be covered. HSL/LSL constraints will be respected. Also, if you are selected for an online Ancillary Service, you will also be awarded at least LSL on your offer curve.

• If you submit with SU/ME as NULL, DAM engine is signaled to ignore the HSL/LSL constraints for the resource. In this scenario, the offer curve submitted will start at 0 MW and go to the max MW quantity desired – again, DAM will ignore LSL/HSL constraints. If the offer curve submitted doesn’t start at 0 MW, it will be extended to 0 MW by DAM. If the resource is selected for Ancillary Services, no requirement to also award TPO at LSL (since no LSL constraint honored in this case).


Special Topics

Day-Ahead Self Commitment

The purpose of the NULL: It allows a QSE to use part of a Resource to serve its own load, and then offer in the rest to the DAM and enable the offer to be co-optimized with its AS Offer.

Example:

A Resource has 100 MW LSL and 400 MW HSL, and the QSE has already committed 300 MW of the Resource through some other mechanism. The QSE wishes to offer the remaining 100 MW, which would otherwise be ignored due to the 100 MW LSL.

Then going into real-time, so QSEs will need to update their TPO to cover the full capacity of the resource, from LSL to HSL, rather than from 0 MW. TPOs for real-time should always cover the entire capacity of the resource to avoid the proxy curve creation. To do the TPO update if the resource is awarded in the DAM, the QSE must provide a reason code, which is DSCM.

This functionality came about due to TPTF subgroup on the issue. It has not yet been added to the protocols but will during our protocol traceability/cleanup effort.


Special Topics

Bid/Offer efficiencies

• ERCOT has identified efficiencies in Bid/Offers submission with regard to the format of submission

• This applies to all transaction that use a Bid ID or an Offer ID (Energy Only Offers, Energy Only Bids, PTP Obligation Bids, and CRR Offers)

• Preference is for QSEs to submit the same Bid/Offer ID for each hour in the submission, versus submitting a different Bid/Offer ID for every hour. The market system treats the submission the exact same way, regardless of which format is used

• Using the preferred format will optimize DAM system performance

• For xml examples detailing this issue, please view a document that will be posted along with this presentation on the calendar page at http://www.ercot.com/calendar/2010/04/20100409-MT

• This was discussed at NATF 4/6, we send an email to the nodal technical contacts that we have on file for all QSEs, and we will add it to the External Interfaces Specification


Special Topics

JOUs and COP consistencies

• In DAM, if the different owners of the jointly-owned unit have submitted conflicting COP statuses for the current day, online statuses will overwrite offline statuses when DAM is determining the initial condition of the unit (i.e., is the unit online or offline at the start of the next operating day).

• In RUC, if the different owners have conflicting COP statuses for the next operating day:

– If any owner has OUT status for any hour then the unit is considered OUT.

– If all owners have submitted a COP, and at least one of them has an online status in a particular hour then the resource status for the unit is online (unless any owner has OUT)


Special Topics

Adjustment of ACL on Non-Business days– On Non-Business days, MMS reduces the latest ACL by the following each day until a

new ACL is received from credit.• Energy-only offers

– ACL is reduced by the product of the cleared quantity of the offer times the 95th percentile of the hourly difference of the Real-Time Settlement Point Price and Day-Ahead Settlement Point Price over the previous 30 days for the hour.

• Energy bids– ACL is reduced by the product of the cleared bid quantity multiplied by the cleared bid price.

• Three part energy offers– ACL is reduced by the product of the cleared quantity of the offer times the 95th

percentile of the hourly difference of the Real-Time Settlement Point Price and Day-Ahead Settlement Point Price over the previous 30 days for the hour.

• PTP Obligation bids– For each cleared PTP Obligation Bid, the ACL is reduced by the cleared bid quantity

multiplied by the sum of the cleared bid price, if positive, plus the 95th percentile of the hourly positive price difference between the source Real-Time Settlement Point Price minus the sink Real-Time Settlement Point Price over the previous 30 days for the hour.

• Procured AS– For procured Ancillary Services, the ACL is reduced by the product of the cleared quantity of

Ancillary Service not self-arranged times the hourly MCPC for that Ancillary Service for that hour.


Special Topics

HRUC next hour commitments

– It is possible for HRUC to commit a unit for the next operating hour.• When this occurs it is not possible to update the COP to “ONRUC” for that unit for that

hour.

• QSE’s need to go ahead and update subsequent hour COPs for all units that are committed.

• The next HRUC run will not consider the first hour and therefore there is no impact to not updating the COP for the first hour.

• i.e. HRUC runs at 0906 and awards a unit commitments for HE 11-HE 18 at 0941. The QSE will not be able to update the COP for HE 11, but should update the status of the unit to “ONRUC” for HE 12 – HE18.



FAQ

Data Center Location Internet IP WAN IP

Taylor66.128.17.12566.128.17.128

192.168.172.126192.168.172.128

Austin 66.128.16.125 192.168.175.115

• EWS Notification Delivery & Network Firewall Configuration

– EWS Notification deliveries are currently originating from the following ERCOT servers listed below. To meet system demand and scalability requirements, we will be adding additional servers to this mix. To prevent any service disruptions, as a result of addition of new servers, we recommend your network firewall rules be configured to allow traffic based on address range as opposed limiting them to specific IPs.

• Current IPs in Play:

Data Center Location Internet IP Range WAN IP Range

Taylor 66.128.17.0 - 255 192.168.172.0 - 255

Austin 66.128.16.0 - 255 192.168.175.0 - 255

• Recommended IP Ranges:

Supplemental Materials

Slide 40

Reference and Description Location Version

External Interfaces Specification

http://nodal.ercot.com/readiness/sandbox/index.html 1.19

Explanation of Market Submission Items

http://nodal.ercot.com/readiness/markettrials/connectivity/index.html

0.26

Market Manager User Guide http://nodal.ercot.com/readiness/markettrials/connectivity/index.html

0.06

MMS Requirements http://nodal.ercot.com/docs/pd/mms/index.html#req Various

Market Connectivity Handbook http://nodal.ercot.com/readiness/markettrials/connectivity/index.html

0.97

DAM/RUC Known Issues List http://nodal.ercot.com/readiness/markettrials/dam/index.html

N/A

Web Services XSDs http://nodal.ercot.com/readiness/sandbox/index.html 1.3.19

Sample Reports, Extracts, and DDLs

http://nodal.ercot.com/readiness/reports/index.html Various

DAM ERCOT Operating Procedures

http://nodal.ercot.com/readiness/markettrials/dam/index.html

2.0

DRUC/WRUC ERCOT Operating Procedures

http://nodal.ercot.com/readiness/markettrials/dam/index.html

0.2


Special Topic – Jointly Owned Units

JOUs are modeled as a single physical unit – DAM uses the separate logical resources when evaluating energy and ancillary services, but Network

Security Monitoring (NSM), which is a sub-process of DAM, must consider the physical unit. – http://nodal.ercot.com/docs/pd/ida/wp/sgrm/

IDA041_White_Paper_for_Split_Generation_Resource_Modeling_v1.doc

JOUs offering into DAM– Owners offer their share into the DAM separately, but the physical unit must be committed together– All owners have to offer in the unit (energy or AS) to the DAM or else it cannot be committed to any

owner (one exception for a self-commitment scenario described below). DAM must make a commitment decision about the physical unit, which it cannot do without offers from all the owners.

– Self-commitment examples (assume three owners) – remember that self-committing by submitting Startup and Minimum Energy Costs as ‘NULL’ (leaving them out of the submission altogether rather than submitting zeroes) signals the DAM software that it doesn’t need to make a commitment decision and to ignore resource constraints. • If two owners self-commit (startup/minimum energy costs are NULL) and the other submits

nothing, the unit can be awarded without making a commitment decision.• If one owner self-commits, another submits a TPO with startup/minimum energy costs, and the

third submits nothing, the unit cannot be awarded• If one owner self-commits, and the other two submit TPOs with startup/minimum energy costs,

the unit can be awarded after making a commitment decision based on the resource constraints and the submitted startup/minimum energy costs.

– Note that if self-committed, do not submit an OFFNS offer. That offer negates the self-commitment and the DAM software will not consider it as a self-committed resource (since the QSE is requesting ERCOT to evaluate the unit offline)


market trials dam/ruc/sasm

Documents

mw energy

energy bids

forecasted load

hrfour major load zone

dam submission overviewercot

submission overview174

submission overview208

weekdruc overview