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cfd-comparison

v1.0.5

Published

For the GB power market, compare weighted average CFD prices to the (gas driven) Market Index Data Price

Downloads

60

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Links

Maintainers

kilowattskilowatts

Keywords

Readme

CFD Comparison

Raison d'être

This library retrieves two sets of prices for a historical settlement date in the GB power market.

[src/index.ts] -- getSettlementDate function returns object with an array of 46, 48, or 50 price pairs with two values:

  1. CFD - The weighted average strike price of all live generation from CFD plants in a settlement period. Strike prices are obtained from LCCC and are weighted according to the actual generation value (B1610) of the plant, provided by the Elexon Insights API. The mapping of CFD Plants to BmUnit Ids is done using data provided by LCCC. Note that in the theoretical event that there is no generation from any CFD plant in a settlement period, an undefined will be returned.

  2. MIDP - The Market Index Data Price, provided by Elexon from APX.