What do I need to do as a member to use multiple MTU resolutions in SDAC?
Nord Pool will introduce multi-resolution portfolios, allowing members to choose the MTU resolution in which they place bids. Members can submit orders with 15-minute, 30-minute, or 60-minute resolutions within the same portfolio, while standard portfolio limits for different order types still apply.
It is also possible to mix resolutions between single curve orders and block orders. For example, a member can place a 60-minute single curve order alongside a set of 15-minute block orders within the same portfolio.
However, only one single curve order is allowed per portfolio and bidding zone combination for a given auction. If a member wishes to place two single curve orders (e.g., one at 15-minute resolution and another at 60-minute resolution) for the same bidding zone in the same auction, they must use separate portfolios. Members can request additional portfolios by contacting Nord Pool Member Services at [email protected].
Market results, including traded volumes and prices, will be available separately for each MTU in the Auction system for all trading members.
Official prices from the Market Data API will be provided in 15-minute intervals. However, additional endpoints will be created to offer new price and system price indices in 60-minute and 30-minute intervals for users who need them. This update will be a non-breaking change for existing customers.