Elexon Market Index API

Market Index prices filtered by time.

Operations 1

GET /balancing/pricing/market-index Market Index Data (MID) price time series #

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OpenAPI Specification

elexon-market-index-api-openapi.yml Raw ↑
openapi: 3.2.0
info:
  title: Insights.Api Market Index API
  version: '1.0'
  description: Market Index prices filtered by time.
servers:
- url: https://data.elexon.co.uk/bmrs/api/v1
tags:
- name: Market Index
  description: Market Index prices filtered by time.
paths:
  /balancing/pricing/market-index:
    get:
      tags:
      - Market Index
      summary: Market Index Data (MID) price time series
      description: 'This endpoint provides Market Index Data received from NGESO.


        Market Index Data is a key component in the calculation of System Buy Price and System Sell Price for each

        Settlement Period. This data is received from each of the appointed Market Index Data Providers (MIDPs) and

        reflects the price of wholesale electricity in Great Britain in the short term markets. The Market Index Data

        which is received from each MIDP for each Settlement Period consists of a Market Index Volume and

        Market Index Price, representing the volume and price of trading for the relevant period in the market operated

        by the MIDP. The Market Price (the volume weighed average Market Index Price) is used to derive

        the Reverse Price (SBP or SSP)."


        The two data providers available to query are N2EX ("N2EXMIDP") and APX ("APXMIDP").


        By default, the from and to parameters filter the data by time inclusively. If the settlementPeriodFrom or

        settlementPeriodTo parameters are provided, the corresponding from or to parameter instead filters on settlement

        date, allowing for searching by a combination of time and/or settlement date & settlement period.

        Note: When filtering via settlement date, from/to are treated as Dates only, with the time being ignored. For

        example, 2022-06-01T00:00Z and 2022-06-01T11:11Z are both treated as the settlement date 2022-06-01.


        All Dates and DateTimes should be expressed as defined within

        RFC 3339.


        Some examples of date parameter combinations are shown below.


        Filtering from start time to start time:


        /balancing/pricing/market-index?from=2022-06-01T00:00Z&to=2022-07-01T00:00Z


        Filtering from start time to settlement date and period:


        /balancing/pricing/market-index?from=2022-06-01T00:00Z&to=2022-07-01T00:00Z&settlementPeriodTo=1


        Filtering from settlement date and period to start time:


        /balancing/pricing/market-index?from=2022-06-01T00:00Z&to=2022-07-01T00:00Z&settlementPeriodFrom=1


        Filtering from settlement date and period to settlement date and period:


        /balancing/pricing/market-index?from=2022-06-01T00:00Z&to=2022-07-01T00:00Z&settlementPeriodFrom=1&settlementPeriodTo=1'
      parameters:
      - name: from
        in: query
        description: The "from" start time or settlement date for the filter.
        required: true
        schema:
          type: string
          format: date-time
          example: 2022-10-12T00:00Z
        example: 2022-10-12T00:00Z
      - name: to
        in: query
        description: The "to" start time or settlement date for the filter.
        required: true
        schema:
          type: string
          format: date-time
          example: 2022-10-13T00:00Z
        example: 2022-10-13T00:00Z
      - name: settlementPeriodFrom
        in: query
        description: The "from" settlement period for the filter. This should be an integer from 1-50 inclusive.
        schema:
          type: integer
          format: int32
      - name: settlementPeriodTo
        in: query
        description: The "to" settlement period for the filter. This should be an integer from 1-50 inclusive.
        schema:
          type: integer
          format: int32
      - name: dataProviders
        in: query
        description: The data providers to query. If no data provider is selected both will be displayed.
        schema:
          type: array
          items:
            type: string
          example:
          - N2EXMIDP
        example:
        - N2EXMIDP
      - name: format
        in: query
        description: Response data format. Use json/xml to include metadata.
        schema:
          enum:
          - json
          - xml
          - csv
          type: string
      responses:
        '200':
          description: Data retrieved
          content:
            text/plain:
              schema:
                $ref: '#/components/schemas/Insights.Api.Models.Responses.ResponseWithMetadata-1_Insights.Api.Models.Responses.Balancing.MarketIndexResponse'
            application/json:
              schema:
                $ref: '#/components/schemas/Insights.Api.Models.Responses.ResponseWithMetadata-1_Insights.Api.Models.Responses.Balancing.MarketIndexResponse'
            text/json:
              schema:
                $ref: '#/components/schemas/Insights.Api.Models.Responses.ResponseWithMetadata-1_Insights.Api.Models.Responses.Balancing.MarketIndexResponse'
            application/xml:
              schema:
                $ref: '#/components/schemas/Insights.Api.Models.Responses.ResponseWithMetadata-1_Insights.Api.Models.Responses.Balancing.MarketIndexResponse'
            text/xml:
              schema:
                $ref: '#/components/schemas/Insights.Api.Models.Responses.ResponseWithMetadata-1_Insights.Api.Models.Responses.Balancing.MarketIndexResponse'
            text/csv:
              schema:
                $ref: '#/components/schemas/Insights.Api.Models.Responses.ResponseWithMetadata-1_Insights.Api.Models.Responses.Balancing.MarketIndexResponse'
        '429':
          description: Too many requests
        '400':
          description: Error with query parameters - see response for details
        '500':
          description: Server error - please try again later
      operationId: getBalancingPricingMarketIndex
      x-operation-id-source: derived
components:
  schemas:
    Insights.Api.Models.Metadata.ApiResponseSourceMetadata:
      type: object
      properties:
        datasets:
          type:
          - array
          - 'null'
          items:
            type: string
          example:
          - DATASET
      additionalProperties: false
    Insights.Api.Models.Responses.ResponseWithMetadata-1_Insights.Api.Models.Responses.Balancing.MarketIndexResponse:
      type: object
      properties:
        data:
          type:
          - array
          - 'null'
          items:
            $ref: '#/components/schemas/Insights.Api.Models.Responses.Balancing.MarketIndexResponse'
        metadata:
          $ref: '#/components/schemas/Insights.Api.Models.Metadata.ApiResponseSourceMetadata'
      additionalProperties: false
    Insights.Api.Models.Responses.Balancing.MarketIndexResponse:
      type: object
      properties:
        startTime:
          type: string
          format: date-time
          example: '2022-09-26T13:00:00Z'
        dataProvider:
          type:
          - string
          - 'null'
          example: N2EXMIDP
        settlementDate:
          type: string
          format: date
          example: '2022-09-26'
        settlementPeriod:
          type: integer
          format: int32
          example: 3
        price:
          type: number
          format: double
          example: 678.12
        volume:
          type: number
          format: double
          example: 678.123
      additionalProperties: false