Gaspoint Nordic Header Description for FTP.csv files

Transcription

1 Gaspoint Nordic Copyright Gaspoint Nordic A/S Version 2.0 September 2017

2 Header description for FTP CSV files Access to the FTP files is provided by contacting Gaspoint Nordic who will provide the server name, port, username and password for the SFTP server. Fees for the service can be found on Headers for stats This section of the document describes the content of the CSV files under the stats folder of the FTP server. On the 5 th September 2017, PEGAS harmonized all its indices and reference prices so the same prices are published on all hubs, making it easier to compare prices across Europe. This has led to some changes in the file structure on the Gaspoint Nordic sftp server. It is only the stats folder that has changed. The stats folder contains 12 files, two for each published index/price. One of the files contains the daily updated prices and the other file contains historical price data. The stats folder is updated every time prices are approved by Gaspoint Nordic typically on the trading day after 6:00 pm. You should set your service to fetch the files at 7:00 pm on the trading day to get the price update and the final volume will be updated between 9:30 am and 10:00 the day after the trading day. All hubs on PEGAS now has the same indices and reference prices Files available on the sftp: File name stats_egix_etf.csv stats_egix_etf_day.csv stats_egsi_etf.csv stats_egsi_etf_day.csv Description Previously named: stats_month.csv. still contain the same historical data as the calculation method is the same. The European Gas Index is calculated for all PEGAS hubs with a futures market and calculated as a volume weighted average of all month ahead trades. Published after 6 pm on the trading day Previously named: stats_month_day.csv. Contain the daily EGIX ETF price. Only the last price. Published after 6 pm on the trading day The replacement file for stats_spot_index.csv. it contains the new European Gas Spot Index, used on all PEGAS hubs after 5 th September Published after 6 pm on the trading day Previously named: stats_spot_index_day.csv. contains the daily ETF gas price. Only the last price. Published after 6 pm on the trading day Version 2.0 September

3 stats_end_of_day.csv stats_end_of_day_day stats_settlement.csv stats_settlement_day.csv stats_spot_index.csv stats_spot_index_day.csv stats_wdrp_etf.csv stats_wdrp_etf_day.csv New closing price index on ETF. In contains historical data for the End-of-Day index, calculated between 17:15 and 17:30. Published after 6 pm Contains the daily End-of-Day index. Only the last price. Published after 6 pm Has not changed, it contains the settlement price for the month ahead contract. Published after 6 pm The daily settlement price, only the last price. Published after 6 pm The old Gaspoint Nordic Spot Index, will be available until 31 st December Published after 6 pm Only the last price. Published after 6 pm Previously named: stats_withinday.csv. still contain the same historical data as the calculation method is the same. Published after 6 pm Only the last price. Published after 6 pm Headers for stats: 'Trading Day', 'Delivery Start', 'Delivery End', 'No Market (binary, so 1 if nm and 0 if market)', 'Price Index EUR/MWh', 'Price Index DKK/Nm3', 'Exchange Rate', 'Volume MWh', 'Volume Nm3', 'Number Of Trades' Example of a csv stats file: ," :00:00"," :00:00",0,21.440,1.946,7.4655,17448, ,19 The table below describes the headers of the csv files based on the above example Stats: Header Example Description Date The date trading took place DeliveryStart " :00:00" Date and time of deliver start of the chosen product DeliveryEnd " :00:00" Date and time of deliver end of the chosen product NoMarket 0 or 1 Binary, so if 1 = No Market (NM) and if 0 = there is a market and a price will be present in the next column. Price and volume values will be 0 if 1 is in this column. PriceIndexEURMWh or Gaspoint Nordic Spot Index EURMWh The reference price of the day for the current product in EUR/MWh Version 2.0 September

4 PriceIndexDKKNm3 or Gaspoint Nordic Spot Index DKKNm The reference price of the day for the current product in DKK/Nm3 ExchangeRate The valid exchange rate of the day from the Central Bank of Denmark. VolumeMWh Traded volume of the day in the chosen product shown in MWh VolumeNm Traded volume of the day in the chosen product shown I Nm3 NumberOfTrades 19 Number of trades in the chosen product of the day. Headers for data: This section of the document describes the content of the CSV files under the data folder of the FTP server. The data folder contains one file named: all_data_day.csv. The data file contains all trades conducted on the exchange on any given day of the year. The file is automatically updated every 5 minutes with the newest trades of the day. After the product has rolled to the next trading day, (see the product specifications file on the file is emptied and a new trading day commences. Headers for data: Deal ID, Trading time, delivery start, delivery end, delivery point, product, instrument, Price EUR/MWh, Price DKK/Nm3, Quantity (MW), Quantity (MWh), Quantity Nm3, Value (EUR), Value (DKK), Paid/Given, Aggressor Action, Aggressor Company, Aggressor Trader, Executed By, Initiator Action, Initiator Company, Initiator Trader, Input By Example of a csv data file: 31171, T12:56:10.127, T06:00:00.000, T06:00:00.000,ETF,Day,"DA",21.890,1.981,60,1440,118450,31521,234703,Paid,Bought,,,,Sold,,, Data: Header Example Description Deal ID The ID identifying the unique deal Trading time T12:56: The exact time the trade was struck on the trading screen. Delivery start T06:00: Date and time of delivery start of the product in question Delivery end T06:00: Date and time of delivery end of the product in question Delivery point ETF The virtual delivery point in the Danish gas system, will always be ETF Product Day The product name Instrument DA Describes the instrument in question Version 2.0 September

5 Price EUR/MWh The exact price of the trade in EUR/MWh Price DKK/Nm The price of the trade in DKK/Nm3 calculated based on the price in EUR/MWh. The calorific value is fixed at 12,157 Quantity (MW) 60 Number of contracts entered into in the trade shown in MW per delivery hour Quantity (MWh) 1440 The total volume traded in the deal over the entirety of the delivery period in MWh Quantity (Nm3) The total volume traded in the deal over the entirety of the delivery period in Nm3 Value (EUR) The total value of the trade in the entire delivery period in EUR Value (DKK) The total value of the trade in the entire delivery period in DKK Paid/Given Paid Shows the direction of the trade paid if the aggressor is a buyer and given if the aggressor is a seller Aggressor Action Bought The action of the aggressor, either Bought or Sold Aggressor Company Either blank or own company name one s own company who aggressed the deal Aggressor Trader Either blank or own trader name one s own trader who aggressed the deal Executed By Either blank or the trader or broker who executed the deal on behalf of the trading company the column is blank unless the trade is executed by either ones own trader or via on-behalf services Initiator Action Sold The action of the initiator, either Sold or Bought Initiator Company Either blank or own company name one s own company who inserted the order Initiator Trader Either blank or own trader name one s own trader who inserted the order Version 2.0 September

6 Input By Either bland or the trader or broker who inserted the order to the trading system the column is bland unless the order was inserted by either one s own trader or via onbehalf services Version 2.0 September