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Finding Historical European Power Futures and Options Data

Article Quant Q&A · Author: sc-coder
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Summary

The document discusses how to obtain historical data for European electricity futures and options, prompted by a researcher seeking EEX contract histories for a model. It describes several possible routes: ask the exchange whether it can provide data, seek access through an academic or research affiliation, use a commercial market-data provider, or contact brokers that offer power-market data.

The answers do not identify a free, publicly available historical dataset. They indicate that exchange access may depend on the requester’s status, while broker and commercial-provider data are available at a cost. The discussion is anecdotal and gives no details on coverage, formats, licensing, prices, or data quality, so these sources would need to be checked for a specific research use.

Key ideas

  • Historical EEX power futures and options data may require contacting the exchange or a data provider.
  • Researchers and academics may be able to request data directly from the exchange.
  • Commercial providers and brokers are cited as sources, generally involving paid access.
  • The discussion does not establish that a free public historical dataset exists.

Tags

FuturesOptionsCommodities
Full text
# Historical energy market data for European power Futures and Options?


# Historical energy market data for European power Futures and Options?












I have been trying hard to find some historical futures and options electricity data for EEX offerings. I need the data for a model I am writing, however I have not found any free resources so far. It is quite straightforward to web scrape their current tables with data for each type of future/option contract, however I would be glad if someone have found a free source for their historical data on futures/options?

## Answer by ThatDataGuy (score 1)

https://quant.stackexchange.com/a/54352

You can also try asking the exchange. If you are a researcher or academic etc they might give you a copy for free. If you are part of a commercial org, the main data providers almost certainly have this data, so try to find someone who has access to a terminal etc.

## Answer by ZRH (score 0)

https://quant.stackexchange.com/a/76431

I have been trading power options for a long time, and outside buying data from EEX, the other source are brokers (ICAP, Prebon, Spectron and some others) offering data rather expensively.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.