This Circular is an update to the Circular sent on 20 July, summarizing the impact of the upcoming gas market zone merger on our EEX Group DataSource products.
Publication schedule
Date | Datatype | Notes |
29.09.2021 | Spot | Final trading for day ahead GPL contracts (Delivery Day 30th September) |
Index | Final publication of EGSI for GPL and NCG (Delivery Day 30th September) | |
Derivatives | Final publication of GPL derivatives data and settlement prices.Open Interest Transfer of GPL contracts to NCG | |
Index | Final publication for Monthly Index for GPL and NCG | |
Index | Last publication of GPL and DE EGIX values | |
30.09.2022 | Spot | Final trading for within day contracts for NCG and GPL (Delivery Day 30th September) |
Spot | First publication of THE day ahead settlement prices (Delivery Day 1st October) | |
Derivatives | Final publication of NCG derivatives data and settlement prices. | |
Index | First publication of EGSI for THE (Delivery Day 1st October) | |
Index | Last publication of NCG EGIX values | |
01.10.2021 | Spot | Renaming of NCG Gas Spot contracts. First publication of THE within day data (Delivery Day 1st October) and Day Ahead and Weekend contracts |
Index | First publication of THE EGIX values | |
Derivatives | First publication of THE Derivatives data |
EEX Group DataSource sFTP Server
The newly created THE files containing the values for the EEX Natural Gas THE products can be found on our server within the new THE directory in the “natgas” directory.
The publication of these new files will be done according to our specification that can be found on our website. The sample files have been updated since our first publication to correct minor inaccuracies. Please make sure to download the latest version.
For historical data, please note that GPL and NCG files will remain available after the merger but will not be updated anymore.
The data history for THE physical futures will start on 1 October 2021. Therfore no history will be included into the new files. The table below lists all newly created THE files and their respective file paths:
Data type | File path + File name |
derivatives |
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| |
spot |
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| |
index |
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| |
| |
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EEX Group DataSource Desktop Application / Excel Tool
Derivatives Data:
The EEX Natural Gas GPL products will be moved into the expired folder in the symbol tree while the folder “NCG” will be renamed into “THE former NCG” and populated with the new EEX Natural Gas THE products for the futures market.
Please note that the historical data related to NCG will be included in the THE folder, along with prices related to EEX Natural Gas THE products.
Spot Data:
New THE Gas Spot symbols will be made available as below.
Symbol | Description |
#E.THE_GND1 | EEX THE Natural Gas Day Spot |
#E.THE_GND1_SA | EEX THE Natural Gas Saturday Spot |
#E.THE_GND1_SU | EEX THE Natural Gas Sunday Spot |
#E.THE_GWE1 | EEX THE Natural Gas Weekend Spot |
#E.THE_GWID | EEX THE Natural Gas Within-Day Spot |
#E.THE_WDRP | EEX THE WDRP |
#E.THE_EGSI_SP | EEX THE Day EGSI |
Indices Data:
All relevant gas indices (WDRP, EGSI, EGIX and Monthly Index) will receive a new THE folder. The current NCG and GPL folders will be renamed to “NCG Legacy” and “GPL Legacy”.
Please do not hesitate to contact EEX Market Data Services by phone +49 341 2156 288 if you have any further questions.
Contact
Information Services
T +49 341 2156-288
datasource@eex-group.com