Good Morning,
Ansergy is pleased to announce an upgrade to its ISO market reports. The new report, called ISO Markets, can be found under the Markets group and replaces the two existing reports (EIM 5 Minute and EIM MW). The new report now includes the Hour Ahead market (HA) which uses the FFM ticks.
Access to ISO Markets is through our Summary Page where you can view the most recent prices (and energy flows) and also navigate to the other related reports.
In this view we filtered on RUN=CUR and are looking at the most recent prices for Day Ahead (DA), Hour Ahead (average of 4 15 minute ticks), and real time (average of 12 ticks), plus the energy flows for the members of the EIM market (MW). The table can also be filtered by hub or by Balancing Authority (BA).
In this view we filtered on Cal ISO for all historical dates. Please note all of these dates are for the same hour as the Current hour, which is the most recent hour. At the top of the page are four links to related reports which are described below in detail.
NOTE: The current process takes about 450 seconds to scrape the four sources, compile the reports, and upload to the server. Therefore the real-time ticks can be delayed by up to two minutes, the rest will be the most recent.
Interval Charts
In the interval View the RT and HA are not averaged by hour.
The chart type is Multi-Line Focus which allows the user to zoom into any period and includes the last 72 hours of Interval prices. Use the pull-down to select the location. We currently publish about 20 locations, others can be added upon request. In the above chart we plotted AZPS (Arizona Public Service) and included the EIM energy flows.
This is the same plot but the EIM MW has been disabled (clicking the MW legend). The chart is still skewed by the volatile RT market.
Unchecking RT results in a plot of DAM vs HAM.
Here we switched to NP15 and zoomed in to the last 7 hours and included all three markets. NOTE: there is no EIM energy split for most locations, only the five outside BAs and CISO post energy.
Hourly Charts
The hourly views aggregate the intervals into hourly (averages) and include all of the same items as Interval, but for a longer time horizon (21 days of hourly).
In this chart we plotted all days and all items for the Cal ISO (CISO). The energy flows skews the chart, so disable that to see just price:
The real-time market skews the plot. You can either zoom into the most recent period or disable RT:
In this example, we disabled RT and zoomed into the last two days. As with all Ansergy charts, the data is always available by clicking “Data” from the list of URLs at the top. From there you can filter and download.
Daily Charts
Daily includes the last sixty days aggregated by on and off peak. In this example we selected SP15 On Peak for the HAM and DAM markets.
Virtuals
At the request of a couple of clients we have added some simple analytics to compute the deltas between the Day Ahead and Hour Ahead markets by hour. There are no plots for this data set, all of the data is accessible through a table view.
Use the filters (checkboxes) to drill down to the periods of interest. In this example, we pulled the most recent ticks for all BAs. Note there is only one record for Current as this is comparing one hour for today.
In this example we filtered on RUN = M1 (last 28 days) and hour 16 for all BAs. We then sorted on DA% (the percent of time that the Day Ahead was greater than the Hour Ahead). PAC West saw its DA exceed the HA 96% of the days (for hour 16) and the average DA premium to HA was $10.19. The lowest location was ZP26 with a 71% DA win for an average of $4.08/mwh.
In this query we pulled NP15 and Run=W2 (last two weeks) and sorted on DA-HA (average delta between DAM and HAM). Hour 15 had the greatest average delta ($6.48/mwh) and beat HA 86% of the time. Also note that the HA market beat the DA market 79% of the time on hour 4 but the DA aveage was still higher ($1.48).
The Virtuals is an experimental report, if you want to share any feedback we would love to hear from you. We also have some new features we will be rolling out soon, including Dashboards and Alerts, which will work well with these new reports.
Happy Thanksgiving
Team Ansergy