Intraday Order Book By Contract

Returns all intraday order book changes for the given contract and area, where the contract delivery start is within the given UTC date. This data corresponds to the local view data type in the Intraday system.

Order book data becomes available with a delay of 2–3 hours after the contract is closed. It contains event messages called revisions that come from XBID and/or NPM (Nord Pool Matcher). Each revision represents either:

• A delta ("isSnapshot": false) that contains only the newly added or updated order information compared to previous revisions. For example, if previous revision contains orders I1, I2, and I3, and new orders I4 and I5 are added, the delta revision will only contain I4 and I5.

• A snapshot ("isSnapshot": true) that provides the full set of actual orders for the contract at current moment(e.g., I1 to I5). Snapshots may occur between delta revisions, for instance, when the connection to XBID is temporarily lost. In such cases, previous revisions must be overwritten with the snapshot's data. Although rare, this scenario is possible.

Revisions are sequential but might be empty or occasionally duplicated.

Each non-empty revision consists of the buy and/or sell orders for the specified area. The order details include order id, price, volume, deleted flag, updated time and priority time. If an order is removed, the associated data will include "deleted": true and volume = 0.

Execution priority

The priority timestamp determines the execution priority for orders with the same price. Execution of orders is based on the price-time-priority principle:

• Price

  Orders are always executed at the best price. The best buy order is always executed against the best sell order first (the best price for buy orders is the highest price, for sell orders its the lowest price).

• Time

  When an order is entered into the order book, it is assigned a timestamp. This timestamp is used to prioritize orders with the same price. Orders with earlier timestamps are executed with a higher priority than orders with a later timestamp.

Response field descriptions

• contractId: identifier of the contract to which these orders belong
• deliveryArea: delivery area that this order belongs to. Note: in XBID, the delivery area does not reflect the order's origin
• status: "Missing" if data does not exist and "Available" if data exists
• revision: version of the order book revision per contract
• isSnapshot: if false: the revision contains only delta information with changes from previous revisions. If true: the revision contains a complete snapshot of the orders at the current state. Previous data must be overwritten.
• orderId: order identifier, where the first character represents the market: I for Nord Pool Intraday or X for XBID. The remaining part is a rolling unique number for the order (unique per market)
• price: unit price
• volume: visible quantity on the current delivery area
• deleted: if false: update information with the contents received. If true: delete entity indicated in the revision
• priorityTime: timestamp is used to prioritize orders with the same price
• updatedTime: timestamp at which this order was updated, either due to an action by the user (e.g. modification) or by the system (e.g. validity expired, contract expired)

Sample response with valid data for area NO1, delivery date UTC 2025-05-05 and contract id NX_519789