One normalised history of energy and metals forward prices, so curve building does not start with a dozen differently formatted exchange files.
What's included
- Daily settlement prices for 1,400 futures contracts across power, natural gas, coal, EU carbon allowances, crude and refined products and base metals
- Monthly, quarterly and calendar-year curve points with open interest and volume where the venue publishes them
- Broker-assessed points for selected over-the-counter Nordic and German power products
- Contract metadata: delivery period, unit, currency, tick size and expiry calendar
How buyers use it
- Marking forward positions and building price curves for risk systems
- Pricing long-term supply contracts and PPAs against the forward curve
- Studying spreads such as clean spark and clean dark spreads with carbon included
- Feeding systematic strategies that trade term structure
Coverage and methodology
Settlement prices are licensed from European and US exchanges and loaded after each venue publishes its official settlement, usually by 19:00 CET. Contract codes are mapped to a single Vindmark schema with explicit delivery start and end dates, so rolling and continuous series can be built consistently. Some venues charge their own redistribution or non-display fees for professional use; Vindmark lists these per venue before contract signature. History begins in 2012 for most energy contracts and in 2015 for metals.