Overview
Sensitivity data represents the aggregated supply and demand curves used in day-ahead electricity auctions. These curves show the cumulative volume market participants are willing to buy or sell at different price levels.
Each curve consists of price–volume pairs for both the bid (demand) and ask (supply) sides. The intersection of the two curves determines the day-ahead clearing price and volume.
Curves aggregate all orders submitted to the auction and may be published at different time resolutions:
15 minutes
30 minutes
60 minutes
In some markets, curves are only published at the auction resolution, meaning orders submitted in longer durations (e.g. 30- or 60-minute products) are reflected in the final curve resolution.
Some exchanges also publish block orders, which span multiple consecutive delivery periods. These provide additional visibility into how market participants structure their bids.
Together, aggregated curves and block orders provide insight into market depth, price formation, and auction sensitivity.
Product time resolution across exchanges
Different exchanges support different product time resolutions in their day-ahead markets. The map below summarizes the delivery product granularity available in each market.
Note that this refers to the products that can be traded in the auction, which may differ from the granularity at which aggregated curves are published.
Coverage
The table below summarizes the exchanges we currently cover.
Exchange | Zone | Volume unit | Price unit | Curves granularity | Blocks granularity | Notes |
EPEX | AT, BE, CH, DE, FR, NL, PL, GB (DAA 1) | MWh | €/MWh (UK: £/MWh) | 15, 30, 60 min | 15, 30, 60 min (GB: 60 min only) | 15-minute curves represent the final auction input and include orders submitted as 30- and 60-minute products. |
Nord Pool | AT, Baltic (EE, LV, LT), BE, DE, DK, FI, FR, NL, NO, PL, RO, SE, GB (N2EX) | MW | €/MWh | 15 min | 15 & 60 min (GB: 60 min only) |
|
HUPX | HU | MW | €/MWh | 15 min | 15 & 60 min |
|
CROPEX | HR | MW | €/MWh | 15 & 60 min | 15 & 60 min |
|
BSP | SI | MWh | €/MWh | 15 min | 15 & 60 min |
|
OTE | CZ | MW | €/MWh | 15 min | 15 & 60 min | Matched, offered and raw curves. |
OKTE | SK | MWh | €/MWh | 15 min | — | Matched and offered curves. |
OMIE | MI (ES, PT) | MW | €/MWh | 15 & 60 min | — | Matched, offered and raw curves. |
GME | IT (all zones) | MW | €/MWh | 15 & 60 min | — |
|
Notes :
Raw – includes hourly orders only.
Offered – includes hourly orders, all offered block orders (whether executed or rejected), and import/export orders submitted at any price.
Matched – includes hourly orders (some providers include all orders, while others include only executed ones), executed block orders only, and import/export orders submitted at any price.
Accessing the data
API, Terminal & FTP
Sensitivity data is available through :
Kpler Power API
FTP
/6_Sensitivity/Actual/Curves
/6_Sensitivity/Actual/Blocks
Kpler Terminal (by clicking on a given zone in the "Bidding zones" view)
Data dictionary
Variable Name | Format | Description |
Block id | str | Block’s individual identification number |
Block family ID | Optional [str] | If the block type is “Linked”, the Block family ID is the common identification number to the parent and child blocks. |
Block parent ID | Optional [str] | If the block is “Exclusive” or “Loop”, the Block parent ID is the common ID number to the blocks that are mutually exclusive (“Exclusive”) or linked together (“Loop”). |
Mar | float | Minimal acceptance ratio of a block. |
Volume | Optional[float] | Volume to trade associated with the block. It is negative/positive for sell/purchase orders. Value is 0 when the given hour is not covered by the block. |
Aar | Optional[float] | Actual acceptance ratio. That is actual share of the block that is accepted. |
Data availability and update timing
During the publication window following the day-ahead auction, our ingestion processes scrape exchange data sources at high frequency to minimize latency and retrieve the data as soon as it becomes available after publication.
For exchanges publishing multiple curve resolutions (e.g. 15-, 30- and 60-minute curves), all available datasets are retrieved simultaneously from the same source. This means:
If data is available for a given dataset (e.g. curves or blocks), all files published by the exchange for that dataset have been successfully retrieved.
If a specific resolution (for example 30-minute curves) is missing while others are present, it indicates that the exchange did not publish data for that resolution on that day.
If no data is available for a dataset, it typically indicates a temporary upstream publication issue, which is communicated proactively to users when identified.ch