nexa-marketdata

Work in progress. This library is under active development. APIs may change without notice.

A unified Python client for European power market data sources: Nord Pool, EPEX SPOT, ENTSO-E Transparency Platform, and EEX.

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Handles 15-minute MTU resolution, rate limiting, response caching, timezone normalisation, and format differences across exchanges. Part of the Phase Nexa ecosystem.

Features

• Unified interface — one client, four exchanges
• MTU-aware — supports both hourly and 15-minute resolution (EU transition: 30 Sept 2025)
• Rate limiting — per-source limits respected automatically
• Caching — repeated historical requests served from local cache
• Timezone normalisation — all outputs in timezone-aware UTC or local exchange time
• Type-safe — strict mypy compliance, Pydantic v2 models
• No floats for money — all prices and volumes use Decimal

Status

Component
Nord Pool — day-ahead prices (Market Data API)	✅
Nord Pool — day-ahead prices (Auction API fallback)	✅
Core types & exceptions	✅
Unified NexaClient	🚧
ENTSO-E client	✅
EPEX SPOT client	⬜
EEX client	⬜
Response caching	⬜
Rate limiting	⬜
Timezone normalisation	⬜

Installation

pip install nexa-marketdata

Or with Poetry:

poetry add nexa-marketdata

Quickstart

from nexa_marketdata import NexaClient
from nexa_marketdata.types import BiddingZone
import datetime

client = NexaClient()

# Day-ahead prices for NO2 (Southern Norway)
prices = client.day_ahead_prices(
    zone=BiddingZone.NO2,
    start=datetime.date(2025, 1, 1),
    end=datetime.date(2025, 1, 7),
)
print(prices.head())

Configuration

Set API credentials as environment variables:

# For Nord Pool Market Data API subscribers (preferred, no history cap):
export NORDPOOL_MARKETDATA_USERNAME="your-username"
export NORDPOOL_MARKETDATA_PASSWORD="your-password"

# For Nord Pool DA trading participants (Auction API, fallback):
export NORDPOOL_AUCTION_USERNAME="your-username"
export NORDPOOL_AUCTION_PASSWORD="your-password"

# At least one Nord Pool credential set OR the ENTSO-E key is required.
export ENTSOE_API_KEY="your-key-here"

Or use a .env file (see .env.example).

Source priority and limitations

If both Nord Pool credential sets are configured, the Market Data API is tried first (it has no history cap and returns data in a single call per day). The Auction API is used as a fallback for those without a Market Data subscription, but is limited to the past 7 days of data. ENTSO-E is the final fallback and covers all bidding zones.

At least one source must be configured for Nord Pool zones; ENTSO-E alone is sufficient for zones outside Nord Pool's coverage (e.g. BiddingZone.GB, BiddingZone.IT_NORD).

Note: BiddingZone.DE_LU (Germany-Luxembourg) is not currently resolvable via the Auction API and will fall through to ENTSO-E when only Auction credentials are configured.

Development

Prerequisites

• Python 3.11+
• Poetry
• Make

Setup

git clone https://github.com/phasenexa/nexa-marketdata.git
cd nexa-marketdata
poetry install
make ci

Common tasks

make test             # run tests with coverage
make lint             # ruff linting
make format           # ruff formatting
make type-check       # mypy
make ci               # full check suite (lint + format + types + tests)
make execute-notebooks  # re-execute example notebooks

Running tests

make test

Unit tests use mocked HTTP responses — no live API calls or credentials required.

Integration tests that call live APIs are excluded from the default run. To run them:

export ENTSOE_API_KEY="your-key-here"
poetry run pytest -m live

Contributing

See CONTRIBUTING.md for the full contribution guide.

Licence

MIT — see LICENSE.