Smarter algorithms for energy traders.
The opportunity
Power markets move fast. Renewables, congestion, and intraday volatility reward those who trade with foresight. Algorithms need clean, reliable signals to:
Place sharper bids in day-ahead markets
Manage intra-day imbalances
Capture spreads across borders
Backtest and refine strategies on trusted historical data
The signals that power your models
Delivered as historical data, real-time streams, and up to 72 hour forecasts via a single, Enterprise-ready API
Net and Total Load
demand profiles for positioning and imbalance risk
Day-ahead price forecasts
market curves for forward bidding
Power mix forecasts
anticipate wind, solar, and residual demand swings
Cross-border flow insights
spot congestion and price divergence across zones with our flow-tracing algorithms
How algorithms win with this data
Backtest & validate: Multi-year historical signals to build and stress-test models via API
Trade with precision: SLA-backed real-time updates for intraday execution
Predict spreads: Forecasted load, mix, and flows to anticipate price divergence
Reduce exposure: Intraday signals that help cut imbalance penalties
Built for algo desks and trading platforms
API-first, SLA-backed: integrate into trading systems with confidence
Historical forecast data: consistent data for robust backtesting of forecasts
Forecast + real-time: align strategy design and live execution
Global coverage: standardized signals across regions and markets
