e·Pool: Market Data Management System
This is a complete Market Data Management application, which provides end-to-end
functionality of downloading, cleaning, parsing, validating, storing and publishing to
downstream applications, price and other market data. Some interesting features:
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Multi-Commodity and Asset Support : Power, Gas, Fuels, Carbon, Forex, IR, etc. |
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Out of the Box connectors for Exchanges, Trading Platforms and other Information Providers. |
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Support for Data Delivery via FTP, Webservices, e-Mail, Weblinks, standard APIs, Customized data feeds etc. |
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Limits management - notification triggered on upper/lower limit breach. |
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Bootstrapping - Standard and/or User Defined Transformation Logic for Price Cascading |
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API Tool Kit for flexible Data Mining and Reporting via MS Excel or Third Party applications |
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Integration with downstream applications like ETRM, Settlement and Invoicing Systems, etc |
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Service based architecture enabling unattended runs. |
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Expose custom data via Webservice, XML, .csv, .dat or other proprietary formats. |
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Synthetic Pricing Module
This is an add-on module of e·Pool that enables building of complex formula based forward curves that are typically used in the energy markets. Formulæ can be combined with basic curves, to compute spreads or margin profiles.
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Flexible definition with unlimited number of component Formulæ. |
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User definable Price Observation periods, Averaging , Lag and Validity, for example, 6-0-3, 6-2-6 |
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Typical usage in computing spark/dark spreads, long term gas contracts, power purchase agreements, tolling agreements, etc. |
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Curve definitions can be created and stored for automatic computation on receipt of updates on component prices, and onward distribution to downstream processes and systems. |
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Prices can either be computed in the native commodity currency or converted into the base currency of the enterprise, based on the Spot FX and future IR rates. |
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