EEX530 Index
The new EEX530 index was launched on 01 June 2026 and is now available in our EEX Group DataSource portfolio.
The EEX530 reflects the mid-price of the highest bid and lowest ask available at a 17.30 CE(S)T. The index is based on the data in the order book of the respective contract at EEX – the most liquid platform for European gas spot trading. Thus, the EEX530 refers to market-based and reliable information right from the source.
The index provides a transparent and timely reference price for short-term gas delivery periods and complements the existing EEX End of Day Index (EOD) and EEX European Gas Spot Index (EGSI).
| Benefits of EEX530 as underlying |
|---|
| It provides a simple and objective execution benchmark. → Derived from the most liquid central order book in the European gas market. |
| Its strict rule-based calculation enhances transparency and reproducibility. → Which is critical for automated or API transaction execution. |
| As a time-specific snapshot, it aligns well with market practices. → Where contracts are valued against a defined closing or fixing price. |
Index Details and Calculation
The EEX530 is available for all day and weekend contracts across all market areas tradable on the EEX spot market. It is calculated on the last exchange trading day before start of the respective delivery period of the contract according to the UK natural gas trading calendar.
EEX530i,j = (BBi,j+BAi,j)/2
BB: Best Bid | BA: Best Ask | i: underlying gas spot contract, namely Day or Weekend | j: relevant market area
| Dimension | EEX 530 |
|---|---|
| Core Method | Single snapshot midpoint (best bid/ask) |
| Data Source | Order book at a fixed time |
| Timing | Explicit snapshot at 17:30 |
| Calculation | Midpoint of best bid/ask |
| Fallback Logic | If data missing or spread too wide → EOD value |
| Role of trades | Not required for price formation |
| Decision logic | Simple: midpoint → check → fallback |
| Transparency | High (rule-based, mechanical) |
| Output nature | Snapshot-based reference price |
How to order EEX530?
EEX530 will be provided daily on trading days from Monday to Friday. It is already available with data going back to 18 May 2026. Additionally, we offer historical data for the Dutch TTF natural gas market between 2020 and Dec 2025 via EEX Group Datasource products, orderable via our Webshop.
Until December 2026, the data will be provided free of charge.
Should you need a license to disseminate the data to third parties or affiliated companies, please visit the Licensing & Policies website to discover our licence models, or contact us.
EEX530 Index Data
| Publishing date | Title | File |
|---|---|---|
| 2026-06-01 | Index Description V023 | pdf (614 KB) |