Data request: Financial Futures US power market volume data

5 views
Skip to first unread message

JRich...@diw.de

unread,
Sep 2, 2021, 7:24:16 AMSep 2
to openmod-i...@googlegroups.com
Dear all,


I'm searching for the volumes (everything else, such as prices also welcome) of future products for the major US power market trading hubs, such as PJM western hub, ERCOT North etc. thats not behind a paywall

The only publicly available dataset I have found so far is the one from the EIA: https://www.eia.gov/electricity/wholesale/ , which however only contains selected Peak Day products. However, I'm far more interested in the most liquidly traded products, such as year and monthly contracts.

Finally: even aggregate data (e.g. total volume of the PJM WH future&option market) would be highly appreciated.

Best regards
Jörn

Dr. Jörn C. Richstein
German Institute for Economic Research (DIW Berlin)
Climate Policy Department

Mohrenstrasse 58
10117 Berlin, Germany

Phone: +49 30 89789 530
Email:JRich...@diw.de
www.diw.de
________________________________________________________
Executive Board:
Prof. Marcel Fratzscher, Ph.D. (President)
Angelica E. Röhr (Managing Director)
Prof. Dr. Gert G. Wagner
Chairman Board of Trustees:
Prof. Dr. Axel A. Weber
Registered Association based in Berlin, Germany
Court of Registry: Amtsgericht Berlin-Charlottenburg
Registry Number: 95 VR 136 NZ

________________________________________________________

Adam Stein

unread,
Sep 2, 2021, 3:01:35 PMSep 2
to JRich...@diw.de, openmod-i...@googlegroups.com
Catalyst Coop collects and cleans a lot of publicly available US energy data. https://catalyst.coop/data/ 

FERC provides some sales data (some is also in the above data set) https://www.ferc.gov/power-sales-and-markets 

Best regards,

Adam Stein, Ph.D. 
Senior Nuclear Analyst 
The Breakthrough Institute



--
You received this message because you are subscribed to the Google Groups "openmod initiative" group.
To unsubscribe from this group and stop receiving emails from it, send an email to openmod-initiat...@googlegroups.com.
To view this discussion on the web, visit https://groups.google.com/d/msgid/openmod-initiative/OFD9A181E1.1BA66F47-ONC1258744.003DB7AB-C1258744.003EA3F3%40diw.de.

Robbie Morrison

unread,
Sep 4, 2021, 3:31:59 AMSep 4
to openmod-i...@googlegroups.com, Jörn Richstein

Hi Jörn, all

On the question of paywalled market data, I submitted the following paragraphs to the European Commission yesterday as part of their public consultation on a proposed European‑wide Data Act.  Hopefully, we modelers can make some progress on the statutory side.

Interestingly, Ayrton Bourn, in his recent webinar (that I also cite) suggested that attitudes toward paywalled electricity market clearance information were starting to soften in the United Kingdom.  Notwithstanding, Elexon apply their own non‑standard license: I have no information on its inbound compatibility with CC‑BY‑4.0 but I suspect it is not.

Just to note that futures trading information would class as both "historical" and "market clearance" in this context!

[section 2.1 on
      market clearance information from submission]

My full submission will be uploaded to Zenodo to obtain a DOI and then circulated later today or tomorrow.

Finally, my sincere thanks to IS for helping with background details regarding the EEX complaint.

with best wishes, Robbie

To view this discussion on the web, visit https://groups.google.com/d/msgid/openmod-initiative/CANwQg6pUcp%3Dny2RPBReiX3rmg7uU%3D7vy%3DGmxQg4MdFA-T%3DqAOg%40mail.gmail.com.
-- 
Robbie Morrison
Address: Schillerstrasse 85, 10627 Berlin, Germany
Phone: +49.30.612-87617
Reply all
Reply to author
Forward
0 new messages