A new set of Power updates is live: forecasts for the intraday auctions, EPEX intraday continuous prices, an improvement on day-ahead price forecast models, third-party load forecasts, and OMIP futures settlements.
Intraday auction price forecasts
Forecasts for the intraday auctions are now available in the Power API. Below outlines what we forecast, how we evaluate it, and how the forecasts perform in backtest.
What we forecast
We forecast the clearing prices of the three EPEX intraday auctions (IDA1, IDA2, IDA3) for AT, BE, DE-LU, FR, GB, NL, and PL, and three of the GME MI-A auctions for IT-NORTH. GB has no third auction. Prices are in EUR/MWh (GBP/MWh for GB), at each auction’s resolution.
Each forecast is built from the latest weather run available before the auction’s gate closure. IDA1 forecasts are revised once day-ahead results are published (except in GB). The asOf parameter returns them as they stood at a given time. Live history starts on 12 October 2026.
Available endpoint: /power/prices/intraday/auction/forecasts
How we evaluate
Forecasts are evaluated on the spread between an auction’s clearing price and the previous auction’s (IDA1 against day-ahead, IDA2 against IDA1, IDA3 against IDA2), and through directional accuracy. The backtest covers January 2026 to date for AT, BE, DE-LU, FR, GB, IT-NORTH, NL, and PL. For each auction, we compare the predicted spread with the realised one.
Directional accuracy by zone, IDA1 to IDA3
Across zones, the forecasts call the direction of the spread correctly 58.7% of the time on IDA1, 58.7% on IDA2, and 57.4% on IDA3. Every zone sits above 50% on every auction, from 51.5% (IT-NORTH, IDA3) to 64.8% (AT, IDA1).
IDA1 directional accuracy by predicted spread, per zone
The larger the predicted spread, the more often the direction is right. On IDA1, accuracy goes from 52% when the predicted spread is under 1 EUR/MWh (51% to 54% depending on the zone) to 69% above 5 EUR/MWh, where zones range from 59% to 76%.
Notes:
We will re-run backtests with more data as it accumulates.
Backtests for the zones you are interested in are available on request; please reach out to your Kpler contact or cs@kpler.com.
Intraday continuous prices
EPEX intraday continuous data is now available per contract and zone, with history from 2021: open, high, low, close, volume-weighted average price, buy and sell volumes, and trade count. For a given delivery period, you can look at a whole trading session or slice it into 5, 15, or 60-minute windows. Values for the current trading day are live and refresh about every 10 minutes.
EPEX indices are available across 20 zones: IDFULL, ID3, and ID1 per contract and per block (base, peak, off-peak, extended peak, industrial peak), and RPD and RPD HH for GB. Indices are available before EPEX publishes them: for today's and tomorrow's contracts, we compute them from the trades, flagged 'live' while the index window is open and 'estimated' once it closes, then replaced by the official 'final' values when EPEX publishes them.
Available endpoints:
/power/prices/intraday/continuous
/power/prices/intraday/continuous/indices
Updated day-ahead price forecasts
We have made an update to our short-term price forecasts, live in production since the 00z run on 29 October 2026, with a strong focus on D+1.
D+1
At run 00z, we now run a dedicated model for the next delivery day (CET). It uses more features than the forecasts for the other horizons:
Lagged prices
Lagged residual loads
New feature engineering (merit-order features and more)
This D+1 forecast is then refreshed twice every morning, around 09:30 UTC and 10:15 UTC, with newly published day-ahead prices (GB, then CH), net transfer capacities (NTCs) and fresh availabilities. Times are one hour earlier during summer time.
D+2 to D+46
The remaining forecast horizons, from D+2 to D+46, are issued at every weather run with the same new feature engineering, and no lagged features.
Backtests for the zones you are interested in are available on request: please reach out to your Kpler contact or cs@kpler.com. Endpoints, parameters and response format are unchanged. Previously published forecasts remain unchanged.
Third-party load forecasts
Forecasts published by third parties are now available next to ours, starting with RTE's total load forecast for France.
Every published version is kept, so you can query the latest forecast or the forecast as it stood at any instant with the asOf parameter. Point-in-time history starts on 23 October 2026; before that, only final versions are available, each timestamped at its publication deadline. Let us know which forecasts you would like to see next.
Available endpoint:
/power/loads/forecasts/third-party
OMIP futures settlements
We now publish the settlement prices from OMIP, the Iberian energy derivatives exchange, for Spain and Portugal. Pass provider=omip on the futures settlement endpoints.
Power - baseload from single days to calendar, plus Spanish peak and solar-shaped contracts. History starts in August 2006 for Spain and July 2009 for Portugal.
Gas (Spanish PVB) - the short end of the curve that other exchanges don't publish: individual days, weekday strips, weekends and balance-of-month.
Available endpoints:
/power/prices/futures/settlements/power
/power/prices/futures/settlements/gas