We will address 2 systematic issues in our gas spot data. We will redeploy the affected data starting in the first week of April. The issues are described below. Please note that NO price data is affected from the issues described below.
- Time stamps for open/high/low take into account the hour of 2-3am CET which is incorrect in wintertime, the first hour of trading for day ahead contracts is 3am-4am during wintertime. Therefore, we might show values under the wrong dates during wintertime. This issue affects only weekends where the date is republished on Monday morning.
- The gas within day volume changes with every hour. At the beginning you can trade full 24 hours and with each passing hour of a day the volume gets deducted by 1 hour. To calculate the volume, you have to multiply the number of hours left in the day by the number of Lots traded. In the wintertime the numbers do not match up and show one hour to much in the volume. The tradable delivery period for the market areas NBP, PEG, PVB and ZEE is the entire gas delivery day. For those market areas this logic is not valid and the number of traded lots equals the number of traded volume.
Affected applications:
- EEX Group DataSource sFTP
Affected files and path:
- market_data/natgas/marketarea/spot/csv/YYYY/YYYYMMDD/GasSpotMarketResults_MARKETAREA_YYYYMMDD.csv
- market_data/natgas/marketarea/spot/xlsx/YYYY/GasSpotHistory_MARKETAREA_YYYY.xlsx
CONTACT
Information Services
T +49 341 2156-288
datasource@eex-group.com