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Future Settlements Prices
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Written by Maxence David
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

Documentation of Future Settlement Prices files

Access to the data - files are grouped by provider and country under the following FTP path: /2_Price/Actual/Futures/Settlement/{Electricity|Emissions|Gas}/{provider}/{country}/{tenor}

Tenor can be one of the following:

  • Day

  • Month

  • Weekend

  • Week

  • Quarter

  • Season

  • Year

File naming convention:

Gas:

CORE_PRICE_ACTUAL_Futures_{commodity}_{provider}_{market_area}_{future_name}.csv

Electricity:

CORE_PRICE_ACTUAL_Futures_{commodity}_{provider}_{country}_{zone}_{Peak|Base}{future_name}.csv

Emissions:

CORE_PRICE_ACTUAL_Futures_{commodity}_{provider}_{future_name}.csv

Future name depends on the tenor and can be of the following shape:

  • day: dd-mm-yy, ex: 14-11-23

  • month: b-yy (month first 3 letters): ex Jan-23

  • weekend: dd-mm, ex: 11-11

  • week: W-yy (week number), ex: 43-23

  • quarter: Qx-yy ( 1 <= x <= 4): ex Q2-24

  • season: Sum|Win-yy, ex: Win-25

  • Year: Cal-yy, ex: Cal-24

The table below describes all columns for future settlements prices files:

name,trading_date,maturity_date,maturity_type,market_area,delivery_start,delivery_end,open_price,high_price,low_price,last_price,settlement_price,traded_lots_exch,number_of_trades_exch,traded_lots_tr,number_of_trades_tr,open_interest_lots,unit

Column Name

Format

Description

name

str

Contract name (see above for examples)

trading_date

“%Y-%m-%d

Date

maturity_date

“%Y-%m-%d

Date

maturity_type

str

  • day

  • month

  • weekend

  • week

  • quarter

  • season

  • year

market_area

str

delivery_start

“%Y-%m-%d %H:%M:%S”

UTC datetime

delivery_end

“%Y-%m-%d %H:%M:%S”

UTC datetime

open_price

optional float

high_price

optional float

low_price

optional float

last_price

optional float

settlement_price

float

traded_lots_exch

int

number_of_trades_exch

int

traded_lots_tr

int

number_of_trades_tr

int

open_interest_lots

int

unit

str

depends on the commodity and the country/market_area

(ex: EUR/MWh, GBP/MWh EUR/tCO2, ...)

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