Aggregated bidding curves

Returns aggregated bid curves for a date and region.

Aggregated bidding curves explains why the price forms as it does in a region for a market. If we plot aggregated supply and demand curves in the same chart, then the intersection of these two curves should happen on the realized price point.

Some regions contain multiple delivery areas. In this case, the intersection point will explain what the price would have been if no capacity constraint existed in between the sub-areas. Usually regions consisting of multiple delivery areas are aggregated if the amount of trading activity in the sub-areas is small enough that it would reveal the trading strategy of the few traders active in the area.

This endpoint returns aggregated bidding curve data for each delivery period for the queried CET date.

Response field descriptions

aggregatedOrderPositions

• exportVolume: volume exported from the region and period
• importVolume: volume imported to the region and period
• realizedCurveDemandVolume: volume of activated demand curve orders for the region, period, and resolution
• realizedCurveSupplyVolume: volume of activated sell curve orders for the region, period, and resolution
• realizedNonCurveDemandVolume: volume of activated buy blocks for the region, period, and resolution
• realizedNonCurveSupplyVolume: volume of activated sell blocks for the region, period, and resolution
• demandCurve: list of aggregated demand (=buy) curve order volume for price points
• supplyCurve: list of aggregated supply (=sell) curve order volume for price points
• aggregatedDemandCurve: list of aggregated demand price points. Consist of adjusted demand curve plus net export if net export > 0, plus realized non curve demand volume for the resolution as well as demand curve volume and demand non curve volume from other resolutions. Only generated for the smallest resolution period
• aggregatedSupplyCurve: list of aggregated supply price points. Consist of adjusted supply curve plus net import if net import > 0, plus realized non curve supply volume for the resolution as well as supply curve volume and supply non curve volume from other resolutions. Only generated for the smallest resolution period

blockOrders

• side: Buy or Sell
• exclusiveGroupId: if not null, then this block is part of an exclusive group. Group all blocks by exclusive group id to see the exclusive group.
• minimumAcceptanceRatio: the minimum acceptance ratio needed for the block to activate. Typically in the 0.5-1 range, where 0.5 = 50% of the volume needs to be filled to activate
• linkedOrderId: if not null, then this block will only activate if the linked block order with this id activates. To find the parent, find the block order with the corresponding id.
• price: the average price for the block order to activate
• paradoxicallyRejected: if true, then the block restrictions are within the correct price and volume limits, but activating the block would cause price and volume to shift enough to disqualify the block from activation.
• actualAcceptanceRatio: the ratio of the block that was accepted, in a range of 0 - 1. 1 = 100% of volume accepted.
• intervals: periods for the block, with corresponding volumes and accepted volumes.