Action required - EEX Group DataSource: PEGAS Monthly Index and XLS Template available

Action required - EEX Group DataSource: PEGAS Monthly Index and XLS Template available

PEGAS Monthly Index

EEX Group is pleased to announce the availability of PEGAS Monthly Index on the sFTP server datasource.eex-group.com. The files will be available in CSV format with retroactive effect from 1 January 2019.

  • Path:  datasource.eex-group.com/additional_data/MonthlyIndex/

Please note that the PEGAS Monthly Index is only being calculated at the end of each calendar month. For the present the files are published daily while the calculation values are published in the files only once a month.

Sample of Future Excel Files

The data in Excel format is still under development and is planned to be launched in the coming weeks. In order to ease the migration process, sample data for Excel files are now available of the EEX Website. The "Sample_PowerFutures_XLSX” file is a sample file for coming xlsx files for derivatives. All files for derivatives in this file format have the same basic structure. In general, such a file consists of three components:

  1. The "Exchange Future Total" tab: This tab consists of a three-line header and, depending on the number of products (see 3.), a corresponding number of columns. The first column contains the "Trading Date". This is followed by the columns "Traded Lots", "Traded Volume", "No of Trades", "Open Interest Volume (prev. Day)" and "Open Interest Lots (prev Columns. At the end of the table is a summary of all products.
  2. The tab "TradeReg. Future Total": Here is the same principle as in 1., except that only the columns" Traded Lots "," Traded Volume "," No of Trades "exist for each product.
  3. The detailed Tab per contract: depending on the specific product, there are more riders per contract. For example, there is typically a rider for day contracts, one for weekends, weeks and so on. In the table "XLSX_Future_Content.xlsx" the names of the tabs per file are listed in the column “Short Code”. Furthermore, the file contains the product name, as it will be found in the table header. Except for the Freight Futures, the structure of the file is identical across all files. However, the freight files do not contain any settlement prices in column G.

We remain at your disposal for any further information you may need.

EEX Information Services
T +49 341 2156-288
datasource@eex-group.com