v1

latestOpenAPI 3.1.02026-07-2694207444.7 KB
Intraday

Intraday Order Revisions By Update Time

Returns intraday contracts with orders for a given area, where order revisions have an updated time in between updatedTimeFrom and updatedTimeTo. Data is available with a delay of approximately 20 minutes.

Note: The time difference between updatedTimeFrom and updatedTimeTo cannot exceed 4 hours. This limitation was introduced for performance reasons to restrict the response size. During periods of high load on the system, responses may take longer than expected. In such situations, it is recommended to query data in hourly intervals, for example updatedTimeFrom=2025-04-01T01:00:00Z and updatedTimeTo=2025-04-01T02:00:00Z.

Response field descriptions

contracts: a list of contracts to which these orders belong Each contract contains:

  • contractId: identifier of the contract

  • contractName: a descriptive name for the contract (e.g., QH-20250331-09).

  • deliveryStart: the timestamp when the contract delivery starts

  • deliveryEnd: the timestamp when the contract delivery ends

  • orders: a list of orders whose revisions have an updated time between updated time from and updated time to

    Each order includes:

    • orderId: identifier of the order

    • originalOrderId: original order identifier in the modification chain

    • previousOrderId: identifier of the previous order in the modification chain. When an order is modified and its priority changes, or partially matched, a new order id is assigned

    • orderType:

      • Limit - an order that can be matched either in part or its entirety. If a limit order is not fully matched it will remain active in the market until the product the order is placed on goes into expiry.
      • Iceberg - a type of limit order, usually with a large volume, with the purpose of hiding the full size of the order by dividing it into smaller clips. The first clip is shown to the market and the next clips will be visible when the previous ones have been fully matched. New clips receive a new time stamp.
      • UserDefinedBlock - a block order consisting of one or several (up to 24) consecutive hourly products. User-defined block orders are all-or-nothing orders where only the entire volume may be executed.
    • side: Buy or Sell

    • createdTime: the timestamp of order creation. Iceberg orders get updated "created time" when a new slice is added, but retain the order id. For other order types, they get a new order id and a new "created time".

    • revisions: a list of order revisions with an updated time in between updated time from and updated time to

      Each revision contains:

      • revisionNumber: revision number for order modification request. Should be incremented with a subsequent order modification request. The initial value to issue an order modification is set to 1 (USER_ADDED status). Please note that order modification with a priority change leads to a new order created (revisionNumber = 1).

      • updatedTime: the order entry time (revision=1) or time an order modification (revision>1)

      • price: price in EUR/MWh or GBP/MWh

      • volume: quantity in MW

      • state:

        • Active - an order can be matched either in part or in entirety. If the order is not fully matched it will remain "active" in the market.
        • Inactive - if the order is fully matched or closed (the product the order is placed on goes into expiry) then the status will be "inactive". The inactive order will never be reopened.
        • Hibernated - if the order is deactivated by the user then the order will be placed as "hibernate" and can be reopened
        • Pending - pending status is acknowledgment that order received by exchange
      • action:

        • UserAdded - order added by a user
        • UserHibernated - order deactivated by a user
        • UserModified - order modified by a user
        • UserDeleted - order deleted by a user
        • SystemHibernated - order deactivated by the system
        • SystemModified - order modified by the system
        • SystemDeleted - order deleted by the system
        • PartialExecution - order is partially executed
        • FullExecution - order is fully executed
        • IcebergSliceAdded - a new slice of an Iceberg order was added to the service
      • expirationTime: if timeInForce is set to GTD (Good Till Date), the expireTime will determine when the order expires. Accepted value is multiple of 5 minutes, i.e. not 2018-06-21T07:32:52.673Z but either 2018-06-21T07:30:00.000Z or 2018-06-21T07:35:00.000Z.

      • timeInForce:

        • FillOrKill - the order is immediately fully executed or deleted
        • ImmediateOrCancel - the order is executed immediately to its maximum extent. In a case of a partial execution, the remaining volume is removed from the order book.
        • GoodForSession - the order rests in the order book until it is either executed, removed by the user or the current trading session (trading phase) of the underlying contract ends
        • GoodTillDate - the order rests in the order book until the date specified in the expireTime field
      • icebergClipSize: the quantity in MW for when to trigger a new slice (for iceberg orders only, described above)

      • clipPriceChange: the price change after each clip is consumed (for iceberg orders only, described above)

      • remainingVolume: the remaining volume in MW for the whole iceberg order

Sample response with valid data for area NO1, updated time from 2025-05-05T00:30:00Z and updated time to 2025-05-05T01:54:00Z

get/api/v2/Intraday/OrderRevisions/ByUpdatedTime

Query parameters

areastring required

Delivery area (e.g., NO1). Supported: KT(legacy),NO1,NO2,NO3,NO4,NO5,SE1,SE2,SE3,SE4,FI,DK1,DK2,EE,LT,LV,AT,BE,FR,50Hz,AMP,TTG,TBW,NL,PL,TEL,BG,UK

updatedTimeFromstring date-time required

Order update date and time starts, referring to a UTC datetime. Format yyyy-MM-ddTHH:mm:ssZ, for example 2024-08-15T01:00:00Z

updatedTimeTostring date-time required

Order update date and time ends, referring to a UTC datetime. Format yyyy-MM-ddTHH:mm:ssZ, for example 2024-08-15T01:00:00Z

Response

OK

volumeUnitstring nullable
deliveryAreastring nullable required