EEX Market Data - API User Guide: 14.11.2019 Leipzig Ref. 009

EEX Market Data - API
User Guide
14.11.2019
Leipzig
Ref. 009
Table of Contents
Contents
1. Versions 4
2. Glossary 5
3. Introduction 6
3.1 Scope 6
3.2 Overview 6
3.3 Subscription 6
4. Included Market Data 7
4.1 Market Data Types 7
5. Market Data API 8
5.1 Request method 10
5.2 EndPoint 11
5.3 Authentication 11
5.4 Definition of API Formats 12
5.5 Definition of API Data Fields 12
5.6 Market Data API functions, Available Fields, Usage and Return Format 17
6. API Samples for Java and C# 39
6.1 Java Example Request 39
6.2 C# Example Request 40
6.3 API Responses 42
6.3.1 JSON sample return 42
6.3.2 XML sample return 43
7. Appendices 44
EEX Market Data - API User Guide Page 3

Release 009 Public, © EEX AG – part of eex group
1. Versions
Version Description Date Author
0001 Initial Draft 02.02..2019 Simon Jackson
0002 Review 19.03.2019 Daniel Köhler, Mathias Ponnwitz
0003 Review 03.04.2019 Simon Jackson, Daniel Köhler, Mathias

Ponnwitz
004 Clarify & added new fields after the first few 22.07.2019 Daniel Köhler
tests
005 Review and format 23.07.2019 Simon Jackson
006 Review 26.07.2019 Daniel Köhler
007 Review and format 02.09.2019 Simon Jackson
008 Review 03.09.2019 Daniel Köhler
009 Added Best Bid, Best Ask to getQuote & 14.11.2019 Daniel Köhler
getIntraday.
Added DeliveryDate as parameter for

getIndex for APDD index.
Updated examples to reflect the current

syntax.

2. Glossary
Term Description
A
API Application Programming Interface
C
CSV Comma-separated values
E
EEX European Energy Exchange
Endpoint A URL address which services the API requests
J
JSON JavaScript Object Notation
M
MDS Market Data Services
Method An operation that takes parameters to create a specific request for data
T
TPE Transparency Platform of EEX
U
URL Uniform Resource Locator
UTC Universal Time Coordinated
X
XML eXtensible Markup Language
Table 1: Glossary of Terms

3. Introduction
3.1 Scope
The scope of this document is to provide a programmer who is familiar with web service Application
programming interface (web API) with the information required to retrieve market data via
programmatically.
3.2 Overview
The API User Guide provides information about how to retrieve EEX market data of in a
programmatic way. This service provides real time updates of the market data available from EEX.
The web service API returns XML and JSON responses. In order to access the API users will require
credentials. These are available from EEX as part of a subscription package.
3.3 Subscription
The API solution allows users to receive real-time or delayed market data and transparency data. Get
connected to EEX Group DataSource with fast and robust data directly from the source. Please find
all information regarding ordering, prices and available modules of the API on our website.
How to subscribe:
https://www.eex.com/en/market-data/market-data-download/subscription/subscription-process
Contact:
Information Services
T +49 341 2156-288
datasource@eex-group.com

4. Included Market Data
EEX Group DataSource offers the following APIs for market data:
 Power Futures
 Natural Gas (Spot and derivatives)
 Environmental Markets (Spot and derivatives)
 Metals Futures
 Agricultural Futures
 Freight Futures
 Indices data
4.1 Market Data Types

The data types available and are listed below – full details of the returned data for these symbols and
the parameters that can be used, can be found in section 5.5.
Time-series data:
 Daily Data
 Intraday Data
 History Data
 Latest Quotes
 Meta Data

5. Market Data API

Criterion Description
URL All API calls will be made to:
 https://api1.datasource.eex-group.com
Data Domain
The API provides access to the Market Data (Time Series) stored in the EEX Database.
This covers the following data areas:
 Power;
 Natural Gas;
 Ferrous Metals
 Freight
 Biomass
 Environmental Agriculturals
 Indices
Access
Access to the API is only possible if a client has a subscription package purchased from
EEX. Furthermore, API customers will be permissioned for specific subscribed
Products/Modules:
API Real Time Data (Product / Permission):
 Power Futures / API_RT_POWER_FT
 Natural Gas / API_RT_NG
 Environmentals / API_RT_ENVI
 Ferrous Metals / API_RT_Metal
 Freight / API_RT_FREIGHT
 Agriculturals / API_RT_AGRA
 EGIX / API_RT_EGIX
 Ecarbix / API_RT_ECarbix
 ELIX / API_RT_ELIX
 APDD NCG / API_RT_APDD_NCG
 APDD GPL / API_RT_APDD_GPL
 NGP TTF / API_RT_NGP_TTF
API Delayed Data (Product / Permission):
 Power Futures / API_DD_POWER_FT
 Natural Gas / API_DD_NG
 Environmentals / API_DD_ENVI
 Ferrous Metals / API_DD_Metal
 Freight / API_DD_FREIGHT
 Agriculturals / API_DD_AGRA
 Biomass / API_DD_Biomass

Availability
Market Data and the API are available for customers 24/7. The return formats provided
are XML and JSON.
Source of Data EEX Group trading and clearing systems
Data Depth
Depending on the request parameters, the API will return real time data updates and
historical data. It is expected that the real time API will have the latest EEX data
available and is the quickest medium to receive prices, ideally moments after a price is
known in the source system. The delayed API is the same as the real time API but with
a delay of available data of 20 minutes.
Table 2: API Basics
5.1 Request method

The API is a synchronous interface. It supports one method of requesting data:
 Https Get
Any date or filter parameters are a part of the URL query string that is submitted
In general, the request string is built as follows:
https://api1.datasource.eex-group.com/<method>? followed by “Parameter Name”=”Parameter

Value”, where each pair of parameter name and value are separated by an ampersand (“&”)
Seven methods are supported:

 getPermission
 getProduct
 getDerivatives
 getSpot
 getIndex
 getHistory
 getQuote
 getIntraday

As the Get request is a URL string, special characters will need to be escaped. Escaping means to
replace the special character with the escape symbol. For instance to replace the space in ’a link’,
you have to use this ‘a%20link’ in the URL. The most common of these special characters including
their respective translation can be found in the table below.
Character Escape Symbol Character Escape Symbol
Space %20 , %2C
! %21 / %2F
# %23 : %3A
$ %24 ; %3B
& %26 = %3D
‘ %27 ? %3F
( %28 @ %40
) %29 [ %5B
* %2A ] %5D
+ %2B
Table 3: URL Escape Characters
This is not a comprehensive list. There are many resources on the internet that provide lookups for
translation of URLs or specific special characters.
5.2 EndPoint
The endpoint for the service is:
 https://api1.datasource.eex-group.com
Please note, the endpoint supports html requests only. Furthermore, https (secure http) addresses
are supported.
5.3 Authentication
Authentication uses Basic access authentication. This is a user and password pair.

5.4 Definition of API Formats
The following formats will be used for the data fields of the API.
Term Description Example
<datetime> Time format – information of a point in time. Please note that all points in 2017-01-17T01:00:00Z
time are in UTC.
<string> Alphanumeric string – used for text information. Nuclear
<decimal> The decimal data type is used to specify a numeric value including the zero. 100,9
<boolean> The boolean data type is used to specify a true or false value. True
<integer> The integer data type is sued to specify a numeric value without a fractional 99
component.
<float> The float data type stores double-precision floating-point numbers with up 34,15
to 17 significant digits.
<time> Time format – information of a point in time. Please note that all points in 15:05:00
time are in UTC.
<date> Time format – information of a point in time. Please note that all points in 2010-03-01
time are in UTC.
<real> The real data type is used in to represent an approximation of a real number. 128,91
<period> The period data type is an anchored duration. It represents a set of 2017-08
contiguous time granules within that duration, and will consist of a beginning
and ending bound.
Table 4: URL Escape Characters
5.5 Definition of API Data Fields

This is a full list of the data fields and their types for reference.
Fieldname Format Description Example
AuctionName <string> Name of the auction EU
AuctionPrice <float> Price result of the 12,36

auction
AuctionTime <time> Time of the day the 15:05:00

auction was held
AuctionVolume <integer> Volume auctioned 735450

AveragePrice <float> Average hour price of 34,15

a delivery day
LotSize <integer> Volume traded for the 18100

contract in the
product’s commodity
unit
CreationTime <datetime> Time of creation of the 2010-03-01T08:13:31Z

file
CountryRevenue <integer> Revenue per country AT:318600

of the auction
CoverRatio <float> Cover ratio of the 3,46

auction
DeliveryDate <date> Day of delivery of the 2010-03-01

traded commodity
DeliveryEnd <date> Delivery end date of a 2014-03-01

contract
DeliveryPeriod <period> Delivery period of a 2010-01

future contract
DeliveryStart <date> Delivery start date of a 2014-03-01

contract
Execution <string> Status of the execution Y

of the block bids.
FrontContract <period> Front contract of the 2017-08

index (yyyy-mm)
Hour <string> Specific Hour 04-05
HighPrice <real> Highest prices of the 128,91

trading day
Index <string> Specific Index like

Power Spot Auction
Index
(Phelix/France/Swissix
Day Base/Peak),
ELIX, EGIX, ECarbix
IndexType <date> Indicates if it is the

arithmetic average

price of all daily values

for a given front month
contract or the daily
index (day or month)
LastPrice <real> Price of the last trade 45,95

on the trading day
LimitPrice <real> Limit price for the block 22,27

bid.
LongName <string> Plain text of the Phelix-DE Base Month

product code Future
LowPrice <real> Lowest price of the 12,07

trading day
MarketArea <string> Name of the market CH

area (Detailed
information may be
found in the contract
specification).
Maturity <period> Maturity of the 2017-04

contracts/products
(Displays Month in
which the delivery
starts.)
MaturityType <string> A filter and return item D = Day Contracts

which denotes the WE = Weekend
periodicity of a Product Contracts
W = Week contracts
M = month contracts
Q = quarter contracts
S = season contracts
Y = year contracts
MaximumBid <float> Maximum bid of the 6,00

auction
MeanPrice <float> Mean price of the 5,54

auction
MedianPrice <float> Median price of the 5,54

auction

MinimumBid <float> Minimum bid of the 5,54

auction
NumberofTrades <integer> Total number of trades 25

per trading day
OpenInterestContracts <integer> Open Interest as 234568

number of contracts
OpenInterestLots(previousday) <integer> Open Interest as

number of
contracts/lots (Amount
of traded lots).
The number is a value

of the previous day
due to technical
reasons.
OpenInterestVolume <integer> Open Interest lots 234568

multiplied by lot size.
OpenPrice <float> Price of the first trade 42,67

at an exchange market
or the first registered
traded price within
business hours of ECC
for trade registration
(OTC).
IndexPrice <float> Market based 42,38

reference price. The
price is calculated
TradePrice <float> Match price of a trade 42,87
Product <string> Code of the product /E.DB18N19
Root <string> Code of a chain of EEX H9BQ

short codes
SettlementPrice <float> A settlement price is 42,67

determined for each
individual contract
which can be traded
continuously or Trade
Registration on EEX
Power Derivatives and

on the EEX
Derivatives and Spot
Markets every day.
StandardDeviationofBidVolumePerBidder <integer> Standard Deviation 15

derived from the Bid
Volume Per Bidder
Strike <integer> Strike price of the 9000

option
TradeID <string> Identifier of a trade 30840
TradeType <string> Indicates the type of a TRADEREG or

Trade (either EXCHANGE
Exchange or Trade
registration)
TradedLots <integer> Number of traded 58

contracts/lots
TradeDate <date> Date of Trading 2014-09-20
TradeTimestamp <datetime> Date and time of the 2017-06-14T16:45:00Z

trade
TradedVolume <integer> Traded Contracts 4200

multiplied by contract
volume
TimestampHighPrice <datetime> Timestamp of trade 2017-06-14T13:45:00Z

with the highest price
of the day
TimestampLowPrice <datetime> Timestamp of trade 2017-06-14T11:45:00Z

with the lowest price of
the day
TimestampLastPrice <datetime> Timestamp of last 2017-06-14T16:45:00Z

trade of trading day
TimestampOpenPrice <datetime> Timestamp of first 2017-06-14T10:45:00Z

trade at an exchange
market or the first
registered traded price
wihtin business hours
of EEC for trade reg.
(OTC)

TotalAmountofBids <integer> Total amount of bids of 8174000

the auction
TotalNumberofBids <integer> Total number of 16

bidders of the auction
TotalNumberofSuccessfulBidders <integer> Number of successful 12

bidders of the auction
TotalRevenue <float> Total revenue of the 11050700

auction
OptionType <string> Type of the option: call C

(C) or put (P)
Underlying <string> Underlying contract of F1BQ

the product (Detailed
information may be
specification)
UnitofPrices <string> Contains information EU

on currency ( Detailed
information may be
specification )
UnitofVolumes <string> Contains information MWh

on measuring unit
(Detailed information
may be found in the
contract specification)
ValidTrade <string> Traded version of the Yes or No

trade (If valid then
"yes"
if invalid then "no")
Volume <integer> Volume traded for the 537189

contract
Table 5: Definition of API Data Fields
5.6 Market Data API functions, Available Fields, Usage and Return Format
The following chapter will list all available data types and the fields that the API can return. The
heading for each section is the function call as passed into the API.

5.6.1.1 getPermissions
‘getPermissions returns all symbols permissioned for the user with the metadata associated with the
products. This includes historical products.
Parameters
Name Optional Description
Fields Yes A list of fields to return - available fields are listed below. If no
field is selected, all fields get returned
Return Format Yes If no return format is added, the default return format is XML
JSON - return format is json
XML – return format is xml
Commodity Yes Identifier or a comma separated list of identifiers for the

commodity required
Valid Arguments are;
POWER – Power Futures
NATGAS – Natural Gas Futures
AGRI – Agricultural Futures
METALS – Metal Futures
EMISSIONS – Emissions Futures
BIOMASS – Biomass Futures
FREIGHT – Freight Futures
Table 7: Definition of getPermissions Parameters
Available Fields
 Root
 FrontContract
 LongName
 MarketArea
 Commodity
 Maturity
 Product
 Underlying
Usage and Return Sample

https://api1.datasource.eex-group.com/getPermissions/json?commodities=EMISSIONS
…
{
"Product": "-E.OEUAZ19P000000018",
"Maturity": "2019-12",
"LongName": "European Carbon Option",
"Root": "OEUA",
"Underlying": "FEUA",
"FrontContract": "2019-11",
"Commodity": "EMISSIONS",
"MarketArea": ""
},
…
5.6.1.2 getproduct
‘getproduct returns the metadata associated with a specific symbol or list of symbols.
Parameters
Root No Precise identifier or a comma separated list of identifiers for the

list of required products
Table 8: Definition of getproduct Parameters
Available Fields
 DeliveryEnd
 DeliveryPeriod
 DeliveryStart
 TradingStart
 TradingEnd
 ExpiryDate
 FrontContract
 LongName

 MarketArea
 Maturity
 Product
 Commodity
 Strike
 Type
 Underlying
 UnitofPrices
 UnitofVolumes
https://api1.datasource.eex-group.com/getProduct/xml?root=DEBM
<Results>
<Result>
<Row>
<Field Name="Product">/E.DEBMF20</Field>
<Field Name="Root">DEBM</Field>
<Field Name="LongName">German Base Month Future</Field>
<Field Name="MarketArea"/>
<Field Name="Commodity">POWER</Field>
<Field Name="DeliveryPeriod">MONTH</Field>
<Field Name="DeliveryStart">2020-01-01</Field>
<Field Name="DeliveryEnd">2020-01-31</Field>
<Field Name="Maturity">2020-01</Field>
<Field Name="Underlying">DEBM</Field>
<Field Name="Type">Future</Field>
<Field Name="FrontContract">2020-01-01T00:00:00</Field>
<Field Name="Strike">0.010000</Field>
<Field Name="ExpiryDate">1900-01-01T00:00:00</Field>
<Field Name="UnitofPrices">EUR</Field>
<Field Name="UnitofVolumes">MWh</Field>
</Row>
…
5.6.1.3 getDerivatives
This function returns price or trade results data for a specific day for a specific commodity. It can be
filtered by Market Area/Country where applicable.
Parameters
Commodity Yes Identifier or a comma separated list of identifiers for the symbols
required

POWER – Power Futures
AGRI – Agricultural Futures
METALS – Metal Futures
BIOMASS – Biomass Futures
FREIGHT – Freight Futures
In order to select Products to return – either a Commodity, list of

products or Root(s) must be defined. If Commodity is defined this
will take precedence and the list of Product(s) will be ignored
Root Yes Precise identifier or a comma separated list of identifiers for the
products required
Products Yes Identifier or a comma separated list of identifiers for the products
required
ReturnType No Filters are RESULTS or TRADES. Results are the pricing fields
for the selected Products, Trades are the list of trades for the
selected products.
ProductType No Valid filters are FUTURES or OPTIONS
MarketArea Yes Market Area – example TTF for Natural Gas. If no market area is
supplied or market area is not applicable all instruments for the
commodity group will be returned
TradeDate No A date in the format ‘YYYY-MM-DD’ representing the trading date
MaturityType Yes Filters for maturity. Valid inputs are:
D = Day Contracts
WE = Weekend Contracts
W = Week contracts
M = month contracts
Q = quarter contracts

S = season contracts
Y = year contracts
Table 9: Definition of getDerivatives Parameters
Available Fields and Usage
Results
 Root
 LongName
 Product
 Maturity
 Type
 Strike
 DeliveryStart
 DeliveryEnd
 OpenPrice
 TimestampOpenPrice
 HighPrice
 TimestampHighPrice
 LowPrice
 TimestampLowPrice
 LastPrice
 TimestampLastPrice
 SettlementPrice
 UnitofPrices
 LotSize
 TradedLots
 NumberofTrades
 TradedVolume
 OpenInterestLots
 OpenInterestVolume
 UnitofVolumes
 MarketArea
 MaturityType
https://api1.datasource.eex-
group.com/getDerivatives/json?returnType=results&productType=futures&tradeDate=2019-07-
26&root=DEBM

…
{
"Product": "\/E.DEBMX19",
"LongName": "German Base Month Future",
"Root": "DEBM",
"Maturity": "2019-11",
"MaturityType": "MONTH",
"MarketArea": "",
"Type": "OffExchange",
"Strike": "0.010000",
"DeliveryStart": "2019-11-01",
"DeliveryEnd": "2019-11-30",
"OpenPrice": "",
"TimestampOpenPrice": "1900-01-01T00:00:00Z",
"HighPrice": "",
"TimestampHighPrice": "1900-01-01T00:00:00Z",
"LowPrice": "",
"TimestampLowPrice": "1900-01-01T00:00:00Z",
"LastPrice": "55,35",
"TimestampLastPrice": "2019-07-25T10:38:06Z",
"SettlementPrice": "53,61",
"UnitofPrices": "EUR",
"LotSize": 720,
"TradedLots": "",
"NumberofTrades": 0,
"TradedVolume": "",
"OpenInterestLots": 134,
"OpenInterestVolume": "96480",
"UnitofVolumes": "MWh"
},
…
Trades
 Root
 Product
 Long Name
 Maturity
 DeliveryStart
 DeliveryEnd
 Underlying
 MarketArea
 MaturityType
 Type
 Strike
 TradeTimeStamp
 TradeID
 Valid
 Price
 UnitofPrices

 LotSize
 TradedLots
 TradedVolume
 UnitofVolumes
 TradedType
group.com/getDerivatives/json?returnType=trades&productType=futures&tradeDate=2019-07-
26&root=DEBM&fields=root,longname,maturity,price,tradedlots,TradeTimeStamp
{ "results": [
{ "result": [
{
"root": "DEBM",
"longname": "German Base Month Future",
"maturity": "2019-08",
"price": "40,9",
"tradedlots": 10,
"TradeTimeStamp": "2019-07-26T06:02:23Z"
},
…
5.6.1.4 getSpot
This function returns spot results data for a specific day for gas and emissions. Results or trades can
be retrieved based on the parameters used
Parameters
Commodity No Identifier or a comma separated list of identifiers for the symbols

required
In order to select Products to return – either a Commodity or

Root(s) must be defined. If Commodity is defined this will take
precedence and the list of Product(s) will be ignored

products required
Products Yes Precise identifier or a comma separated list of identifiers for the
products required
ReturnType No Filters are RESULTS or TRADES. Results are the pricing fields
for the selected Products, Trades are the list of trades for the
selected products.
MarketArea Yes Market Area/Country – TTF for Natural Gas. If no market area is
supplied or market area is not applicable all instruments for the
commodity group will be returned
TradeDate No A date in the format, depending on the time resolution of the time
series requested (e.g. ‘YYYY-MM-DD’).
Fields Yes A list of fields to return - available fields are listed below

Table 10: Definition of getSpot Parameters
Available Fields
Gas Results
 MarketArea
 Product
 Root
 LongName
 DeliveryStart
 DeliveryEnd
 OpenPrice
 TimestampOpenPrice
 HighPrice
 TimestampHighPrice
 LowPrice
 TimestampLowPrice
 LastPrice
 TimestampLastPrice
 SettlementPrice
 UnitofPrices

 NumberofTrades
 TradedLots
 TradedVolume
 UnitofVolumes
group.com/getSpot/xml?returnType=results&commodity=NATGAS&marketarea=GPL&tradeDate=20
19-11-12
…
<Row>
<Field Name="Product">#E.GPL_GND1</Field>
<Field Name="MarketArea">GPL</Field>
<Field Name="Root">GND1</Field>
<Field Name="LongName">DAY 1 MW</Field>
<Field Name="DeliveryStart">2019-11-13T05:00:00Z</Field>
<Field Name="DeliveryEnd">2019-11-14T05:00:00Z</Field>
<Field Name="OpenPrice">14,75</Field>
<Field Name="TimestampOpenPrice">2019-11-13T08:13:10Z</Field>
<Field Name="HighPrice">15,7</Field>
<Field Name="TimestampHighPrice">2019-11-13T22:27:00Z</Field>
<Field Name="LowPrice">14,625</Field>
<Field Name="TimestampLowPrice">2019-11-13T08:13:10Z</Field>
<Field Name="LastPrice">15,35</Field>
<Field Name="TimestampLastPrice">2019-11-13T01:07:05Z</Field>
<Field Name="SettlementPrice">15,128</Field>
<Field Name="UnitOfPrices">EUR</Field>
<Field Name="TradedLots">50</Field>
<Field Name="NumberOfTrades">389</Field>
<Field Name="TradedVolume">353712</Field>
<Field Name="UnitOfVolumes">MWh</Field>
</Row>
…
Gas Trades
Available Fields
 Product
 Root
 LongName
 MarketArea
 TradeTimeStamp
 DeliveryStart
 DeliveryEnd
 TradeID

 ValidTrade
 Price
 UnitofPrices
 LotSize
 TradedLots
 TradedVolume
 UnitofVolumes
 TradedType
group.com/getSpot/xml?returnType=trades&commodity=NATGAS&marketarea=GPL&root=GND1&tr
adeDate=2019-07-16
<Results>
<Result>
<Row>
<Field Name="Product">#E.GPL_GND1</Field>
<Field Name="Root">GND1</Field>
<Field Name="LongName">DAY 1 MW</Field>
<Field Name="TradeTimestamp">2019-07-16T07:12:16Z</Field>
<Field Name="TradeID">418448100</Field>
<Field Name="ValidTrade"/>
<Field Name="Price">13,025</Field>
<Field Name="LotSize">24</Field>
<Field Name="UnitOfVolumes">MWh</Field>
<Field Name="TradedType">ExchangeContinuous</Field>
</Row>
…
Emission Trades
Available Fields
 Product
 Root
 LongName
 TradeTimestamp
 MarketArea
 DeliveryPeriod
 TradeID

 ValidTrade
 Price
 UnitofPrices
 TradedVolume
 UnitofVolumes
 TradedType
group.com/getSpot/xml?returnType=trades&commodity=emissions&root=SEME&tradeDate=2019-
07-16
<Results>
<Result>
<Row>
<Field Name="Product">/E.SEMEZ21</Field>
<Field Name="Root">SEME</Field>
<Field Name="LongName">EU Allowance</Field>
<Field Name="MarketArea">EU</Field>
<Field Name="TradeTimestamp">2019-07-16T09:35:55Z</Field>
<Field Name="DeliveryPeriod"/>
<Field Name="TradeID">2718720</Field>
<Field Name="ValidTrade"/>
<Field Name="UnitOfVolumes">tCO2</Field>
<Field Name="TradedType">ExchangeContinuous</Field>
</Row>
…
5.6.1.5 getAuction
This function returns emission auction results data for a specific day.
Parameters
TradeDate No A date in the format, depending on the time resolution of the time
series requested (e.g. ‘YYYY-MM-DD’).
Table 11: Definition of getauction Parameters
Available Fields

 Time
 AuctionName
 Contract
 Status
 AuctionClearingPrice
 MinimumBid
 MaximumBid
 Mean
 Median
 UnitOfPrices
 AuctionVolume
 TotalVolumeOfBidsSubmitted
 NumberOfBidsSubmitted
 NumberOfSuccessfulBids
 AverageNumberOfBidsPerBidder
 AverageBidSize
 AverageVolumeBidPerBidder
 StandardDeviationOfBidVolumePerBidder
 AverageVolumeWonPerBidder
 StandardDeviationOfVolumeWonPerBidder
 CoverRatio
 TotalNumberOfBidders
 NumberOfSuccessfulBidders
 TotalRevenue
 CountryRevenue
https://api1.datasource.eex-group.com/getAuction/xml?tradeDate=2019-08-12
<Results>
<Result>
<Row>
<Field Name="Time">09:00:17</Field>
<Field Name="AuctionName">EUA Primary Auction 3. Phase</Field>
<Field Name="Contract">T3PA</Field>
<Field Name="Status"/>
<Field Name="AuctionClearingPrice">27,7</Field>
<Field Name="MinimumBid">25</Field>
<Field Name="MaximumBid">30</Field>
<Field Name="Mean">27,7361</Field>
<Field Name="Median">27,69</Field>

<Field Name="AuctionVolume">1387500</Field>
<Field Name="TotalVolumeOfBidsSubmitted">4130000</Field>
<Field Name="NumberOfBidsSubmitted">83</Field>
<Field Name="NumberOfSuccessfulBids">40</Field>
<Field Name="AverageNumberOfBidsPerBidder">3.772727</Field>
<Field Name="AverageBidSize">49759.036145</Field>
<Field Name="AverageVolumeBidPerBidder">187727.272727</Field>
<Field Name="StandardDeviationOfBidVolumePerBidder">316975.469630</Field>
<Field Name="AverageVolumeWonPerBidder">73026.315790</Field>
<Field Name="StandardDeviationOfVolumeWonPerBidder">97826.709527</Field>
<Field Name="CoverRatio">2.976577</Field>
<Field Name="TotalNumberOfBidders">22</Field>
<Field Name="NumberOfSuccessfulBidders">19</Field>
<Field Name="TotalRevenue">38433750</Field>
<Field Name="CountryRevenue">NL</Field>
</Row>
</Result>
</Results>
5.6.1.6 getIndex
This function returns index levels for a specific day
Parameters
IndexType No The Index for which results should be returned. Valid tokens are
 ECARBIX
 EGIX
 KWK
 APDD
 AG
 MONTHLY
 NGP
 ELIX
(Please note: AG is Agriculture Indices)
MarketArea Yes Where applicable (for instance EGIX) a market area(s) can be
passed to limit the returned products
TradeDate No A date in the format ‘YYYY-MM-DD’
DeliveryDate No A date in the format ‘YYYY-MM-DD’.

Please note: DeliveryDate is only used as parameter for APDD

index.
Fields Yes A list of fields to return - available fields are listed below

Table 12: Definition of GetIndex Parameters
Available Fields
Agricultural Index
- Longname
- Product
 ReferenceWeek
 Market Area
 Price
 UnitofPrices
https://api1.datasource.eex-group.com/getIndex/xml?indexType=ECARBIX&tradeDate=2019-06-28
<Results>
<Result>
<Row>
<Field Name="LongName">Potato-Index</Field>
<Field Name="Product">$E.FAPP</Field>
<Field Name="ReferenceWeek">Week 26/19</Field>
<Field Name="UnitofPrices"/>
</Row>
</Result>
</Results>
ECARBIX Index
 Longname
 Product

 IndexType (as in Day, Month, Year)
 Price
 Volumes
 UnitofPrices
 UnitofVolume
 TradeDate
https://api1.datasource.eex-group.com/getIndex/xml?indexType=ECARBIX&tradeDate=2019-06-28
<Results>
<Result>
<Row>
<Field Name="LongName">ECarbix Month Index</Field>
<Field Name="Product">#E.ECARBIX.M</Field>
<Field Name="IndexType">Month</Field>
<Field Name="Volumes">53558500</Field>
<Field Name="UnitofVolume">tC02</Field>
<Field Name="TradeDate">2019-06-28</Field>
</Row>
<Row>
<Field Name="LongName">ECarbix Day Index</Field>
<Field Name="Product">#E.ECARBIX.D</Field>
<Field Name="IndexType">Day</Field>
<Field Name="Volumes">3251000</Field>
<Field Name="UnitofVolume">tC02</Field>
</Row>
</Result>
</Results>
EGIX Indices
 LongName
 IndexType (as in Day, Month)
 MarketArea
 FrontContract
 Price
 Volumes
 UnitofPrices
 UnitofVolume

 TradeDate
group.com/getIndex/xml?indexType=EGIX&marketarea=GPL&tradeDate=2019-08-01
<Results>
<Result>
<Row>
<Field Name="IndexType">Day</Field>
<Field Name="FrontContract">2019-09-01</Field>
</Row>
<Row>
<Field Name="IndexType">Month</Field>
<Field Name="FrontContract">2019-09-01</Field>
</Row>
</Result>
</Results>
KWK Index
 Period
 Price
 UnitOfPrices
 TradeDate
https://api1.datasource.eex-group.com/getIndex/json?indexType=KWK&TradeDate=2018-11-21
{
"results":{
"status":"OK",

"items": [
{
"indextype": "QUARTER",
"period": "Q4 2018",
"price": 52.6,
"unitofprices": "EUR/MWh"
}
]
}
APDD
 MarketArea
 Timestamp
 MarginalBuyPrice
 MarginalSellPrice
 WeightedAveragePrice
 UnitOfPrice
 Volume
 DeliveryStart
 DeliveryEnd
 UnitofVolume
https://api1.datasource.eex-group.com/getIndex/?IndexType=APDD&DeliveryDate=2019-11-
06&MarketArea=NCG
<Results>
<Result>
<Row>
<Field Name="MarketArea">NCG</Field>
<Field Name="Timestamp">2019-11-07T02:00:06Z</Field>
<Field Name="MarginalBuyPrice">14,4</Field>
<Field Name="MarginalSellPrice">12,15</Field>
<Field Name="WeightedAveragePrice">13,984</Field>
<Field Name="UnitofPrice">EUR</Field>
<Field Name="Volume">817725</Field>
<Field Name="UnitofVolume">MWh</Field>
</Row>
</Result>
</Results>
5.6.1.7 getHistory
getHistory returns a price across a range of days for a list of tickers and items.

Parameters
Root No Identifier or a comma separated list of identifiers for the products

required
Product Yes Precise identifier or a comma separated list of identifiers for the
products required
Start Yes A date in the format, depending on the time resolution of the time
series requested (e.g. ‘YYYY-MM-DD hh:mm’).
Is equal to the first output TimeStamp.
If a start date is specified an end date must be specified.

Otherwise the DaysBack parameter can be set. One or the other
is required. If both are supplied the Start and End date will take
precedence.
End Yes A date in the format, depending on the time resolution of the time
series requested (e.g. ‘YYYY-MM-DD hh:mm’).
Is equal to the last output TimeStamp.
DaysBack Yes Synonymous with the START/ END pair, with the proviso that
END is the current date. So 3, would count 3 days back from
today.
Fields Yes Fields are dependent on the type of instrument to be retrieved,

see the fields available in functions detailed in 5.6.1.2 to 5.6.1.14
Table 13: Definition of getHistory Parameters
Available Fields
The available fields are determined by the Product codes requested. The fields available in the
functions GetDerivatives, GetSpot, GetIndex will be available.
group.com/getHistory/xml?root=DEBM&fields=Root,Longname,Maturity,Price,TradedLots&daysBack
=1
<Results>

<Result>
<Row>
<Field Name="Longname">German Base Month Future</Field>
<Field Name="Maturity">2020-01</Field>
</Row>
…
getQuote
getquote returns the current latest price information for specific code or list of codes, it returns only
the latest live price information. The most recently stored value is returned for each field requested
Parameters
Product No Identifier or a comma separated list of identifiers for the products

required
products required

see the fields available in functions detailed in 5.6.1.2 to 5.6.1.14
Table 14: Definition of qetQuote Parameters
Available Fields
 Product
 Root
 BestBidPrice
 BestBidVolume
 BestAskPrice
 BestAskVolume
 Open
 High
 Low
 Close
 Last
 NetChange
 Volume
 UnitofPrices
 UnitofVolumes

https://api1.datasource.eex-group.com/getQuote/json?product=%23E.TTF_GND1
{ "results": [
{ "result": [
{
"Product": "#E.TTF_GND1",
"Root": "GND1",
"BestBidPrice": "5,025",
"BestBidVolume": "10",
"BestAskPrice": "",
"BestAskVolume": "",
"open": "14,8",
"High": "15,2",
"Low": "14,4",
"close": "14,513",
"Last": "15,025",
"NetChange": "0",
"Volume": 55945,
}
]}
]}
getIntraday
getIntraday returns intraday pricing over a range of time in a single day for a list of products and
items.
Parameters
Root Yes Identifier or a comma separated list of identifiers for the products
required. Either a list of root or a list of products must be supplied
Products Yes Identifier or a comma separated list of identifiers for the products
required

see the fields available in functions detailed in 5.6.1.2 to 5.6.1.14.
This only works for products that trade throughout the day
Table 15: Definition of getIntraday Parameters

: Available Fields
 Root
 Product
 LongName
 MarketArea
 DeliveryStart
 DeliveryEnd
 TradeTimestamp
 Price
 Volume
 NumberofTrades
 BestBidPrice
 BestBidVolume
 BestAskPrice
 BestAskVolume
 UnitofPrices
 UnitofVolumes
https://api1.datasource.eex-group.com/getIntraday/xml?root=DEBM&start=2019-11-
11%2015:55&end=2019-11-11%2016:00
<Results>
<Result>
<Row>
<Field Name="Product">/E.DEBMF20</Field>
<Field Name="LongName">German Base Month Future</Field>
<Field Name="BestBidPrice">45,6</Field>
<Field Name="BestBidVolume">5</Field>
<Field Name="BestAskPrice">45,8</Field>
<Field Name="BestAskVolume">10</Field>
<Field Name="DeliveryStart">2020-01-01</Field>
<Field Name="DeliveryEnd">2020-01-31</Field>
<Field Name="TradeTimeStamp">2019-11-11T15:56:02Z</Field>
<Field Name="Volume">7440</Field>
<Field Name="NumberofTrades">10</Field>
<Field Name="UnitofVolumes">MWh</Field>
</Row>
…

6. API Samples for Java and C#
6.1 Java Example Request

Below is the same example request written using Java.
package com.eex.test;
import java.io.DataOutputStream;
import java.io.IOException;
import java.net.HttpURLConnection;
import java.net.MalformedURLException;
import java.net.URL;
import java.util.Scanner;
import sun.misc.BASE64Encoder;
public class EEXRequest {
// Main method
public static void main(String[] args) {
EEXRequest client = new EEXRequest();

if (args.length >= 3) {
try {
client.execute(args[0], args[1], args[2]);
} catch (Exception e) {#
e.printStackTrace();
}
} else {
System.out.println("Usage : EEXRequest <URL> <user>
<password>");
// Example https://api1.datasource.eex-
group.com/getIntraday/xml?root=DEBM&start=2019-11-11%2015:55&end=2019-11-
11%2016:00 user1 password123
}
}
public void execute(String serverURL, String user, String password) throws

MalformedURLException, IOException {
// If you need to go through proxy by setting system properties
// Proxy server
// System.getProperties().setProperty("proxySet", "true");
// System.getProperties().setProperty("proxyHost", proxy);
// System.getProperties().setProperty("proxyPort", proxyPort);

// Proxy server credientials if needed
//
System.getProperties().setProperty("proxy.authentication.username",
proxyUsername);
//
System.getProperties().setProperty("proxy.authentication.password",
proxyPassword);
// Construct request
URL httpFile = new URL(serverURL);
HttpURLConnection connection =
(HttpURLConnection)httpFile.openConnection();
connection.setRequestMethod("GET");
connection.setRequestProperty("Content-Type", "application/x-www-form-
urlencoded");
// Add credential to the request.

BASE64Encoder enc = new sun.misc.BASE64Encoder();
String encodedUsernameAndPassword = enc.encode((user + ":" +
password).getBytes());
connection.setRequestProperty("Authorization", "Basic " +
encodedUsernameAndPassword);
//Send request
connection.setUseCaches(false);
connection.setDoInput(true);
connection.setDoOutput(true);
DataOutputStream wr = new
DataOutputStream(connection.getOutputStream());
wr.flush();
wr.close();
// Read response and write to screen

Scanner scanner = new Scanner(connection.getInputStream());
String responseBody = scanner.useDelimiter("\\A").next();
System.out.println(responseBody);
6.2 C# Example Request

Below is an example using C# to interact with the API.
using System;

using System.IO;
using System.Net;
using System.Net.Http;
using CsvHelper;
using CsvHelper.Configuration;
public class Event {

public string Symbol { get; set; }
public string LineType { get; set; }
public string Country { get; set; }
public string CompanyID { get; set; }
public string ProdConsID { get; set; }
public string UnitID { get; set; }
public string ControlArea { get; set; }
public string Source { get; set; }
public string Type { get; set; }
public string EventID { get; set; }
public DateTime NUMStartDate { get; set; }
public DateTime NUMEndDate { get; set; }
public string NUMCapacity { get; set; }
public string NonavailabilityReason { get; set; }
public string Remarks { get; set; }
public DateTime TimeStamp { get; set; }
public string Status { get; set; }
public DateTime PublicationTimeStamp { get; set; }
public DateTime ModificationTimeStamp { get; set; }
public string Commodity { get; set; }
public string Facility { get; set; }
public override string ToString() {

return base.ToString();
}
}
class Program {
static void Main(string[] args) {
var client = new HttpClient(new HttpClientHandler { Credentials = new
NetworkCredential("user", "password") });
var resp = client.GetAsync("https://api1.datasource.eex-
group.com/getIntraday/xml?root=DEBM&start=2019-11-11%2015:55&end=2019-11-
11%2016:00").Result;
if (!resp.IsSuccessStatusCode) {
Console.Error.WriteLine(resp.StatusCode + ": " +
resp.ReasonPhrase);
Environment.Exit(1);
}
using (var csv = new CsvReader(new

StreamReader(resp.Content.ReadAsStreamAsync().Result), new Configuration {
ShouldSkipRecord = arr => arr[0] == "Error" })) {

csv.Read();
csv.ReadHeader();
while (csv.Read()) {
var record = csv.GetRecord<Event>();
Console.WriteLine(record);
}
}
}
}
The same rules apply to the parameters– Basic Example.
6.3 API Responses

API repsonses are available in two formats:
a) JSON
b) XML
Example responses for each type to be find in the following section.
6.3.1 JSON sample return
https://api1.datasource.eex-group.com/getIntraday/json?root=DEBM&start=2019-11-
11%2015:55&end=2019-11-11%2016:00
{ "results": [
{ "result": [
{
"Root": "DEBM",
"Product": "\/E.DEBMF20",
"MarketArea": "",
"BestAskPrice": "45,8",
"BestAskVolume": "10",
"DeliveryEnd": "2020-01-31",
"TradeTimeStamp": "2019-11-11T15:56:02Z",
"Price": "45,7",
"Volume": 7440,
},
{
"Root": "DEBM",
"Product": "\/E.DEBMF20",
"MarketArea": "",

"BestAskPrice": "45,8",
"BestAskVolume": "10",
"DeliveryEnd": "2020-01-31",
"TradeTimeStamp": "2019-11-11T15:56:15Z",
"Price": "45,7",
"Volume": 3720,
}
]}
]}
This is one example record from the retrieved response. It is standard JSON containing name/value
pairs for the returned data.
6.3.2 XML sample return

https://api1.datasource.eex-group.com/getIntraday/xml?root=DEBM&start=2019-11-
11%2015:55&end=2019-11-11%2016:00
<Response status="OK">
<Item symbol="/E.DEBMH19" date="2/13/2019 12:00:00
PM" open="42" high="42.2" low="41.75" volume="641" settle="42.87" last="42.05" ope
ninterest="135504"/>
</Response>
This is standard XML representing the fields returned in the response.

7. Appendices
List of market areas that can be passed into API field marketarea
Market Area Code
CEGH
CEGH/GPL
CEGH/NCG
CEGH/TTF
ELT
ETF
ETF/GPL
ETF/NCG
ETF/TTF
GPL
GPL L/H
GPL/NCG
GPL/TTF
GSC
GTG
GUD
NBP
NCG
NCG L/H
NCG/TTF
NCGHM
NCGHN
NCGHS
NCGLE
NCGLW
NWG
ONT
OTE
OTE/CEGH
OTE/GPL
OTE/NCG
OTE/TTF
PEG
PVB
TRG
TTF

VRE
ZEE
ZEE/NBP
ZTP
ZTP/GPL
ZTP/NCG
ZTP/TTF


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EEX Market Data - API

EEX Market Data - API User Guide Page 3

0001 Initial Draft 02.02..2019 Simon Jackson

0002 Review 19.03.2019 Daniel Köhler, Mathias Ponnwitz

0003 Review 03.04.2019 Simon Jackson, Daniel Köhler, Mathias

005 Review and format 23.07.2019 Simon Jackson

006 Review 26.07.2019 Daniel Köhler

007 Review and format 02.09.2019 Simon Jackson

008 Review 03.09.2019 Daniel Köhler

Added DeliveryDate as parameter for

Updated examples to reflect the current

EEX Market Data - API User Guide Page 4

EEX Market Data - API User Guide Page 5

EEX Market Data - API User Guide Page 6

4.1 Market Data Types

EEX Market Data - API User Guide Page 7

EEX Market Data - API User Guide Page 8

API Real Time Data (Product / Permission):

 Power Futures / API_RT_POWER_FT

 Natural Gas / API_RT_NG

 Ferrous Metals / API_RT_Metal

 APDD NCG / API_RT_APDD_NCG

 APDD GPL / API_RT_APDD_GPL

 NGP TTF / API_RT_NGP_TTF

API Delayed Data (Product / Permission):

 Power Futures / API_DD_POWER_FT

 Natural Gas / API_DD_NG

 Ferrous Metals / API_DD_Metal

EEX Market Data - API User Guide Page 9

5.1 Request method

In general, the request string is built as follows:

https://api1.datasource.eex-group.com/<method>? followed by “Parameter Name”=”Parameter

Seven methods are supported:

EEX Market Data - API User Guide Page 10

Character Escape Symbol Character Escape Symbol

Space %20 , %2C

& %26 = %3D

EEX Market Data - API User Guide Page 11

Term Description Example

<string> Alphanumeric string – used for text information. Nuclear

5.5 Definition of API Data Fields

Fieldname Format Description Example

AuctionName <string> Name of the auction EU

AuctionPrice <float> Price result of the 12,36

AuctionTime <time> Time of the day the 15:05:00

AuctionVolume <integer> Volume auctioned 735450

EEX Market Data - API User Guide Page 12

AveragePrice <float> Average hour price of 34,15

LotSize <integer> Volume traded for the 18100

CreationTime <datetime> Time of creation of the 2010-03-01T08:13:31Z

CountryRevenue <integer> Revenue per country AT:318600

CoverRatio <float> Cover ratio of the 3,46

DeliveryDate <date> Day of delivery of the 2010-03-01

DeliveryEnd <date> Delivery end date of a 2014-03-01

DeliveryPeriod <period> Delivery period of a 2010-01

DeliveryStart <date> Delivery start date of a 2014-03-01

Execution <string> Status of the execution Y

FrontContract <period> Front contract of the 2017-08

Hour <string> Specific Hour 04-05

HighPrice <real> Highest prices of the 128,91

Index <string> Specific Index like

IndexType <date> Indicates if it is the

EEX Market Data - API User Guide Page 13