File Schema
The HeroData Extractor should provide with the following generic information in a file schema for price assessments:
HERO Transaction Date YYYYMMDD
Commodity : example, Gas
Market Code: example: UKPowerGregorian, UKPowerEFA, GermanPower, TTF, NBP (note: for Gas markets should be Terminal level, such as PEG Nord vs. TRS)
Type of Assessment (optional): example closing day, intra-day
Location (optional – intended for LNG Import/Export Locations at a later date; null/blank for other markets): example: Mexico
Loadshape (optional) (for Power markets only)
Period : example, Day-ahead (strings as received by HERO in file imports)
PeriodStartDate:
PeriodEndDate;
Bid Code (optional): example:CSDB88
Bid (optional): example, 1.235
Offer Code (optional): example: CSDO88
Offer (optional): example, 1.675
Difference Code (optional): example, CSDD88
Difference (optional): example, 0.067
Mid Point Code (optional): example, TEHDPEB118
Mid Point (optional): example, 1.25
Price Code (optional): LMDCRP7
Price (optional): 25000
Change Code (optional): example, CSDC88
% Change (optional): example: 0.625
Volatility Index Code (optional): example: CSDVI88
Volatility Index (optional). This will be populated for markets for which we calculate Volatility Index. For other markets it will be blank. Example, 0.532
Data Used (optional): example: T
IsEstimate (optional): example 0
Note: All price fields expected with full precision as available in HERO