Skip to main content

Sensitivity data methodology

Aggregated curves & block orders data

Hamza Aourach avatar
Written by Hamza Aourach
Updated over a month ago

Coverage

Provider

Country

Curves

Blocks

EPEX

AT

BE

CH

DE

FR

NL

PL

UK (GB DAA 1)

NORDPOOL

AT

BALTIC (EE + LV + LT)

BE

DE

DK

FI

FR

NL

NO

PL

RO

SE

UK (N2EX)

CROPEX

HR

BSP

SI

OKTE

SK

data not available

OTE

CZ

HUPX

HU

GME

IT (all zones)

data not available

Aggregated Curves files

Aggregated curves files are grouped by provider and country under the following FTP path: /6_Sensitivity/Actual/Curves/{provider}/{country}.

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

File naming convention: CORE_SENSITIVITY_ACTUAL_Aggregated_Curves_{provider}_{country}_{granularity}_YYYYMMDD.csv

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

Block Orders files

Block orders files are grouped by provider and country under the following FTP path: /6_Sensitivity/Actual/Blocks/{provider}/{country}

File naming convention: CORE_SENSITIVITY_ACTUAL_Blocks_Orders_{provider}_{country}_{granularity}_YYYYMMDD.csv

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”

(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

Did this answer your question?