1. Overview of New Datasets
We are introducing three key datasets focused on the critical components of power system balancing:
Frequency Containment Reserve (FCR) Data: FCR is the primary control reserve deployed automatically within seconds to counteract frequency deviations in the electricity grid. It is activated immediately after a disturbance to contain the frequency within acceptable limits, often provided by fast-acting resources like batteries or flywheels.
Automatic Frequency Restoration Reserve (aFRR) Data: aFRR is the secondary control reserve, which automatically replaces the FCR activation and restores the system frequency back to its set point (e.g., 50 Hz in Europe) over a period of several minutes. It's used to maintain system balance and free up the FCR for subsequent use.
System Imbalance (Imbalance) Data: System Imbalance represents the difference between the total electricity supplied to the grid and the total electricity consumed (including grid losses) at any given moment. This data often reflects the need for or the result of balancing actions, market positions of participants, or unpredicted deviations in generation or demand.
These datasets provide essential information for understanding market dynamics and developing forecasting models.
2. Frequency Containment Reserve (FCR) data
This covers data around procurement of FCR capacity by TSOs. Specificities of the FCR product:
Multi-country auction
Auction takes place at 8am CET
Results published at 8.30am CET
4h-blocks
Pay-as-clear
Symmetrical (allocated capacity is for both up/down regulation)
There is no energy market for FCR.
2.1 Data Inclusions
Data Category | Included Metrics | Description | Additional info |
Prices | Capacity auction Price | Pay-as-clear (marginal pricing) | β¬/MW/60min (constant per 4h block) |
Volume | FCR demand | Total volume procured by the TSO | MW (constant per 4h blocks) |
Bidding Curves | Individual bids (symmetrical - up & down regulation) | Allocated bids only |
|
2.2 Access and Usage
The FCR data is available on the terminal and API.
3. Automatic Frequency Restoration Reserve (aFRR) Data
The following describes data on procurement and activation of aFRR by TSOs. Specificities of the aFRR capacity product:
Auctions take place per country
Payment mechanism depends on country (cf 3.3)
1h, 4h or 24h blocks for capacity bids
Direction: up/down
There is an energy market for aFRR. The European initiative for common aFRR energy price is PICASSO and includes many countries as of 2026. Specificities of the aFRR energy product:
Continuous market
Bids can be submitted up to a few minutes before delivery
15min granularity
Pay-as-clear with a price every 4s
VWAP per 15min that serves as reference
3.1 Data Metrics
aFRR data is provided with the following metrics:
Data Category | Included Metrics | Additional info |
Prices | Separate prices for capacity (VWAP or clearing price cf 3.2) & activated energy (VWAP) | β¬/MW/60min
β¬/MWh |
Volumes | Contracted aFRR capacity Actual activated volumes | MW (constant per block) MW (15min avg) |
Bidding Curves | Individual bids for up & down regulation: - of capacity - of energy |
Allocated bids only |
3.2 Access and Usage
The aFRR data is available on the terminal and API.
3.3. Ancillary services settlement mechanism
Countries | aFRR Capacity | aFRR Energy |
|
Belgium | Pay-as-bid | Pay-as-clear |
|
France | Pay-as-clear | Pay-as-clear |
|
Germany | Pay-as-bid | Pay-as-clear |
|
Netherlands | Pay-as-bid | Pay-as-clear |
|
For aFRR capacity, the price data returns the VWAP for each period where pay-as-bid is in place ; and Marginal price for where pay-as-clear is used (France only).
For aFRR energy, there is one settlement price every 4s (pay-as-clear). The data returned by Kpler is the 15min VWAP of all the 225 4s-periods.
5. System Imbalance (Imbalance) Data
The Imbalance dataset is crucial for understanding real-time grid conditions and costs associated with system deviations.
It allows market participants to know in near real-time the position of the grid (long/short) and adapt their strategies. It is also crucial to assess imbalance costs of market participants ex-post.
5.1 Data Metrics
Data Category | Included Metrics | Additional info |
Prices | Positive/Negative imbalance settlement prices | β¬/MWh. Some countries have a single imbalance price in which case positive & negative curves will contain |
Volumes | The system imbalance (long/short) | Quantified here in MW. It represents the average position of the grid over the 15min period |
5.2 Access and Usage
Imbalance data is available on the terminal and API.
5. Geographical Coverage
These new datasets focus specifically for BE, DE, FR, NL.
Countries | FCR | aFRR Capacity | aFRR Energy |
Belgium | Yes | Yes | Yes |
France | Yes | Yes | Yes |
Germany | Yes | Yes | Yes |
Netherlands | Yes | Yes | No |
