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label nexa-marketdata
icon database
order 100
description Unified Python client for European power market data. Nord Pool, EPEX SPOT, ENTSO-E, and EEX.

nexa-marketdata

Unified API client for European power market data sources. One interface for Nord Pool, EPEX SPOT, ENTSO-E Transparency Platform, and EEX.

[!badge variant="info" text="Python 3.10+"] [!badge variant="light" text="MIT License"] [!badge variant="warning" text="In Development"]

pip install nexa-marketdata

GitHub | PyPI

Why this exists

The European power market data landscape is fragmented. Every exchange has its own API, its own data format, its own quirks. The community alternatives (entsoe-py, kipe/nordpool) are volunteer-maintained and frequently break when APIs change.

nexa-marketdata provides a single, well-tested client that handles:

  • Multiple exchanges through a consistent interface
  • 15-minute MTU data natively (not bolted on as an afterthought)
  • Rate limiting so you do not get banned from ENTSO-E at 03:00
  • Timezone normalisation across bidding zones
  • Caching to avoid redundant API calls
  • Proper error handling with meaningful exceptions, not silent failures

Quick start

from nexa_marketdata import EntsoE

# Initialise with your ENTSO-E API key
client = EntsoE(api_key="your-api-key")

# Fetch day-ahead prices for Germany-Luxembourg
prices = client.day_ahead_prices(
    bidding_zone="DE-LU",
    start="2025-10-01",
    end="2025-10-02"
)

# Returns a list of MarketData objects with 15-minute resolution
for p in prices:
    print(f"{p.start} {p.price:>8.2f} EUR/MWh")

Supported data sources

Exchange Day-Ahead Prices Intraday Prices Generation Load Cross-Border Flows
ENTSO-E Yes Yes Yes Yes Yes
Nord Pool Yes Yes - - -
EPEX SPOT Yes Yes - - -
EEX Yes - - - -

Key features

Consistent data model

All data is returned as MarketData objects regardless of source. No more parsing different JSON structures from different exchanges.

@dataclass
class MarketData:
    start: datetime       # Interval start (UTC)
    end: datetime         # Interval end (UTC)
    value: float          # Price or volume
    unit: str             # EUR/MWh, MW, etc.
    bidding_zone: str     # e.g. "NO1", "DE-LU", "FR"
    resolution: Resolution # FIFTEEN_MIN, HOURLY, etc.
    source: DataSource    # ENTSO_E, NORD_POOL, etc.

Automatic resolution handling

The library handles the hourly-to-15-minute transition transparently. Request data for a period that spans the September 2025 MTU change, and you get correctly aligned intervals.

Built-in caching

from nexa_marketdata import EntsoE, FileCache

client = EntsoE(
    api_key="your-api-key",
    cache=FileCache(path="./cache", ttl=3600)
)

Premium: Hosted Data Proxy

[!badge variant="warning" text="Coming Soon"]

For teams that need higher reliability, historical backfill, and no rate limit headaches:

  • Cached proxy with sub-second response times
  • Historical data backfill API (2015 onwards)
  • 99.9% uptime SLA
  • Priority support

Pricing starts at EUR 49/month per seat. Learn more.