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Sensitivity data methodology
Hamza Aourach avatar
Written by Hamza Aourach
Updated over a week ago

(S)FTP access

Once you receive your credentials, you can access our FTP through:

Host: calc1.cor-e.fr

(FTP) Port: 21

(SFTP) port: 2222

Sensitivity coverage

Exchange

Country

Block

Curves

EPEX

FR

DE

AT

BE

CH

NL

PL

UK

NORDPOOL

DK (Nordic)

FI (Nordic)

SE (Nordic)

NO (Nordic)

BALTIC

UK

CROPEX

HR

BSP

SI

OKTE

SK

data not available

OTE

CZ

data not available

HUPX

HU

OPCOM

RO

no access

no access

OMIE

ES

🚧 WIP

🚧 WIP

PT

🚧 WIP

🚧 WIP

GME

IT

data not available

Documentation of Block order files

Access to the data - block orders data exports are grouped by exchange and country under the following FTP path:

/6_Sensitivity/Actual/Blocks/{Exchange}/{Country}

File naming convention: CORE_SENSITIVITY_ACTUAL_Block_Orders_EPEX_FR_Hourly_yyyymmdd

The table below describes all columns composing the files:

Variable Name

Format

Description

Start date

“%Y-%m-%d %H:%M:%S” (datetime)

UTC date and time

End date

“%Y-%m-%d %H:%M:%S”

(datetime)

UTC date and time

Country

str

ISO country code

Block id

str

Block’s individual identification number

Block type

str

The block type can take any of the following values:

  • “Regular”

  • “Linked”

  • “Exclusive Group”

  • “Loop”

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.

Price

float

Price associated with the 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.

Status

Optional[str]

Status takes any value in:

  • “Executed”

  • “Paradoxically Excluded”

  • “Excluded”

Documentation of Aggregated Curves files

Access to the data - block orders data exports are grouped by exchange and country under the following FTP path:

/6_Sensitivity/Actual/Curves/{Exchange}/{Country}

for GME add-on: /9_Optional/6_Sensitivity/Actual/Curves/GME/IT

File naming convention: CORE_SENSITIVITY_ACTUAL_Aggregated_Curves_EPEX_PL_Hourly_yyyymmdd

The table below describes all columns composing the files:

Variable Name

Format

Description

Start date

“%Y-%m-%d %H:%M:%S” (datetime)

UTC date and time

End date

“%Y-%m-%d %H:%M:%S”

(datetime)

UTC date and time

Country

str

ISO country code

Sense

str

S/P (Sale/Purchase)

Price

float

-

Volume

float

-

Currency

str

EUR or GBP

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