ICE

The following reports are available:

  • EOD Report - North American Gas
  • EOD Report - North American Power

If you would like more information or a sample of the reports, please contact: data@theice.com

The following Enterprise reports are available:

  • EOD Report - North American Gas
  • EOD Report - North American Power
  • EOD Report - North American Gas Enterprise
  • EOD Report - North American Power Enterprise
  • EOD Report - NGLs Enterprise
  • EOD Report - Oil

If you would like more information or a sample of the reports, please contact: data@theice.com

The reports contain three worksheets - price indices, market activity and tick data. The price indices worksheet contains data from actively traded Day Ahead markets during the morning's trading session. The data includes a volume weighted average price of consummated trades, the change against the previous day, the high, the low, the total volume, number of transactions and number of counterparties involved.

The market activity worksheet contains detailed data for all active time periods ranging from intraday to forward months and years. The data covers the period 2:31pm ET on the previous trading day to 2:30pm ET on the current trading day. The report includes data such as volume weighted average price (VWAP), the last traded price, the high, the low, the total volume traded and the last bid/offer shown on the screen between 1:00pm ET and 2:30pm ET.

The tick data worksheet details every trade that took place on the ICE during the day's trading session. The time the trade took place and whether a bid was hit or an offer was lifted is provided for each deal.