getIntradayContinuousEPEXSPOT: getIntradayContinuousEPEXSPOT

In wagnertimo/emarketcrawlR: Crawling energy market data at EPEX SPOT (intraday trading, intraday auciton, day-ahead auction)

Description

This function returns the price data of the EPEX SPOT Continuous Intraday Trading for a time period. In december 2011 the 15min products started in Germany // For the Intrady-Auction (important for Bilanzkreisverantwortliche) the 15min products were introducd in december 2014 In june 2013 the 15min products started in Swiss. France has only 1h and 30min products. At EPEX SPOT website there seem to be always two days in one table at the site. It is also only possible to get one day (or two in the table) at once. No time period option. The data is only retrievable via the html document example link for 2017-05-25 for german/austrian market: https://www.epexspot.com/en/market-data/intradaycontinuous/intraday-table/2017-05-25/DE

Usage

getIntradayContinuousEPEXSPOT(startDate, endDate, product = "60",
  country = "DE")

Arguments

startDate	- Set the start date for the price data period
endDate	- Set the end date for the price data period
product	- Sets which product should be crawled. There are hourly ("60"), 30min ("30") and 15min ("15") data. Default value is "60" for the hourly data.
country	- Defines the country from which the data should be crawled. Default value is "DE". There is also "FR" (France) and "CH" (Swiss)

Value

a data.frame with DateTime as POSIXct object and the cont. intra. trading prices

Examples

h <- getIntradayContinuousEPEXSPOT("2017-05-20", "2017-05-26", "60")

wagnertimo/emarketcrawlR documentation built on Aug. 20, 2019, 3:44 p.m.