Austria EPEX Day-Ahead (EPEX_AT_DA) Price API

You need reliable, machine-readable Austria EPEX Day-Ahead power prices for finance workflows—marking books, stress testing, or settlement checks—and you want to ship an integration that can fetch the latest EUR/MWh quote on demand. By the end of this post you will query the Energy API for the Austria EPEX Day-Ahead (EPEX_AT_DA) symbol, verify its listing via the symbols catalog, parse the official response fields you actually need, and plug the value into pricing and risk code with proper caveats about units, base currency, non-trading days, and caching.

What this integration delivers for finance

This walkthrough focuses on a single Energy symbol: Austria EPEX Day-Ahead, code EPEX_AT_DA, quoted in EUR/MWh. You will:

• Confirm EPEX_AT_DA is available via GET /api/v1/symbols.
• Fetch the latest Austria EPEX Day-Ahead price using the official curl.
• Parse the JSON fields that matter for mark-to-market: rate, currency, and date.
• Integrate with Python or JavaScript, with notes for caching and non-trading days.
• Avoid common base-currency pitfalls that can skew PnL.

If you need account access, use Register. Reference docs are here: Documentation.

Verify the symbol with GET /api/v1/symbols

Before wiring PnL, confirm the Energy symbol exists in the catalog. Call GET /api/v1/symbols with your api_key as a query parameter and search the response for the entry whose code is EPEX_AT_DA and name is Austria EPEX Day-Ahead. This validation step prevents downstream production issues when symbols are renamed or deprecated.

Key points:

• Method: GET
• Endpoint: /api/v1/symbols
• Auth: api_key query parameter (value: YOUR_API_KEY)

Tip for finance automation: run this catalog check in CI or at deploy time to fail fast if the symbol disappears or changes metadata. If you must snapshot references (e.g., for audit trails), store code, name, and unit (EUR/MWh) in your symbol dictionary.

Fetch the latest Austria EPEX Day-Ahead price (official curl)

Use the official latest endpoint and pass your API key as a query parameter. This returns the latest available price for EPEX_AT_DA and its associated date and currency fields. Do not add extra parameters (e.g., avoid base overrides unless you have a clear reason and proper controls).

curl -G "https://energy-api.com/api/v1/latest" --data-urlencode "symbols=EPEX_AT_DA" --data-urlencode "api_key=YOUR_API_KEY"

Official JSON you will receive

Below is the authoritative sample for the latest call to EPEX_AT_DA. Use these exact field names in your code and monitoring. The fields in rates, dates, and currencies are keyed by the symbol code.

{
"success": true,
"date": "2026-10-02",
"base": "EUR",
"rates": {
"EPEX_AT_DA": 198.6849
},
"dates": {
"EPEX_AT_DA": "2026-10-02"
},
"currencies": {
"EPEX_AT_DA": "EUR"
},
"base_filter_note": null
}

What you actually need:

• rates.EPEX_AT_DA → the latest Austria EPEX Day-Ahead price (numeric), unit EUR/MWh.
• dates.EPEX_AT_DA → the effective market date for that price (ISO 8601).
• currencies.EPEX_AT_DA → the currency (EUR). Use for consistency checks.
• base → may be EUR or MIXED; do not rely on it for valuation unless aligned with your workflow.

Why base may be MIXED and why it matters in PnL

Energy markets often return symbols quoted in their native currencies. The base field can be EUR or MIXED depending on the symbol set you query. For single-symbol calls like EPEX_AT_DA you should still treat the price as EUR/MWh and explicitly tag your valuation currency. If you later combine multiple symbols in one request (e.g., power plus emissions), avoid attempting to force a different base during retrieval; instead, perform currency conversion in your pricing layer with audited FX sources and timestamps aligned to your valuation clock.

Important constraint for multi-symbol pulls: do not pass base=USD when you also need TTF_GAS or EUA_CO2 in the same call. Keep the native quotes and convert downstream within your risk infra to avoid silent mismatches.

Copy-pasteable Python example

This snippet calls the same latest endpoint and extracts the three fields your finance code will typically use—rate, currency, and date. It also applies basic guards so you don’t corrupt PnL with missing or mismatched data.

import os
import sys
import json
import urllib.parse
import urllib.request

API_URL = "https://energy-api.com/api/v1/latest"
API_KEY = os.environ.get("ENERGY_API_KEY", "YOUR_API_KEY")
SYMBOL = "EPEX_AT_DA"

def fetch_latest(symbol):
params = {
"symbols": symbol,
"api_key": API_KEY
}
url = API_URL + "?" + urllib.parse.urlencode(params)
with urllib.request.urlopen(url, timeout=15) as resp:
data = json.loads(resp.read().decode("utf-8"))
return data

def parse_quote(payload, symbol):
# Validate the core structure
if not payload.get("success", False):
raise ValueError("API indicated failure")
rates = payload.get("rates", {})
dates = payload.get("dates", {})
currencies = payload.get("currencies", {})

# Extract required fields
price = rates.get(symbol)
effective_date = dates.get(symbol)
ccy = currencies.get(symbol)

# Defensive checks for finance pipelines
if price is None or effective_date is None or ccy is None:
raise KeyError("Missing one of required fields: rate/date/currency")
if ccy != "EUR":
raise ValueError(f"Unexpected currency for {symbol}: {ccy}")

return {
"symbol": symbol,
"price_eur_per_mwh": float(price),
"effective_date": effective_date,
"currency": ccy
}

if __name__ == "__main__":
try:
payload = fetch_latest(SYMBOL)
quote = parse_quote(payload, SYMBOL)
print(json.dumps(quote, indent=2))
except Exception as exc:
print(f"Error: {exc}", file=sys.stderr)
sys.exit(1)

JavaScript (Node.js) example

If your pricing or reconciliation toolchain is in Node.js, this example uses fetch, reads the same fields, and adds lightweight guards. Keep the symbol list minimal if you want consistent base and straightforward parsing.

import fetch from "node-fetch";

const API_URL = "https://energy-api.com/api/v1/latest";
const API_KEY = process.env.ENERGY_API_KEY || "YOUR_API_KEY";
const SYMBOL = "EPEX_AT_DA";

async function getLatest(symbol) {
const qs = new URLSearchParams({
symbols: symbol,
api_key: API_KEY
});
const res = await fetch(`${API_URL}?${qs.toString()}`, { method: "GET", timeout: 15000 });
if (!res.ok) {
throw new Error(`HTTP ${res.status}`);
}
const data = await res.json();
if (!data.success) throw new Error("API returned success=false");
return data;
}

function parseQuote(payload, symbol) {
const price = payload?.rates?.[symbol];
const date = payload?.dates?.[symbol];
const ccy = payload?.currencies?.[symbol];
if (price == null || !date || !ccy) throw new Error("Missing rate/date/currency");
if (ccy !== "EUR") throw new Error(`Unexpected currency ${ccy} for ${symbol}`);
return { symbol, price_eur_per_mwh: Number(price), effective_date: date, currency: ccy };
}

(async () => {
try {
const payload = await getLatest(SYMBOL);
const quote = parseQuote(payload, SYMBOL);
console.log(JSON.stringify(quote, null, 2));
} catch (err) {
console.error(err);
process.exit(1);
}
})();

Use the official JSON in tests and monitoring

For deterministic tests, pin against the official sample structure and field names. This lets you detect schema regressions or unexpected changes before they hit PnL. Here is the exact JSON again for snapshot tests and alert calibration:

{
"success": true,
"date": "2026-10-02",
"base": "EUR",
"rates": {
"EPEX_AT_DA": 198.6849
},
"dates": {
"EPEX_AT_DA": "2026-10-02"
},
"currencies": {
"EPEX_AT_DA": "EUR"
},
"base_filter_note": null
}

Field-by-field walkthrough for valuation integrity

For finance users aligning data to a valuation clock or settlement calendar, here’s how to treat each field:

• success: Quick check for request-level success. Fail fast if false.
• date: A general payload date. Do not assume it matches the symbol’s effective date; always read dates.EPEX_AT_DA.
• base: The response’s stated base. It may be EUR or MIXED depending on context. You should instead use currencies.EPEX_AT_DA for pricing currency and apply your own FX conventions.
• rates.EPEX_AT_DA: The numeric quote you’ll multiply by position volumes (MWh) to compute mark-to-market in EUR before FX conversion (if your book currency is not EUR).
• dates.EPEX_AT_DA: The effective market date to bind to your end-of-day or intraday cut. Store as ISO 8601 and align to your downstream time-bucketing rules.
• currencies.EPEX_AT_DA: The quote’s currency. Validate this equals EUR in audit logs for traceability.

Caching, retries, and non-trading day behavior

Power day-ahead auctions observe weekends and holidays. The latest endpoint returns the most recent available fix, which on non-trading days may be the prior business day’s value. In finance terms, this means your EOD process must:

• Attach the effective date from dates.EPEX_AT_DA to every stored quote.
• Avoid assuming calendar-day continuity; do not forward-fill without explicit controls.
• Cache responses by symbol+effective_date to prevent accidental overwrites.

From an SRE perspective: implement idempotent retries on network timeouts. Because results are deterministic for a given effective date, set short-lived caches (e.g., minutes) for intraday dashboards and longer caches for backfills keyed by the effective date.

Avoid base and multi-symbol pitfalls

Many finance pipelines fetch multiple energy symbols simultaneously. Keep in mind:

• Do not pass base=USD when you also need TTF_GAS or EUA_CO2. Keep native quotes.
• When combining dissimilar symbols, you may observe base=MIXED; never parse valuation currency from base. Always use currencies.EPEX_AT_DA.
• Perform FX conversion in your pricing stack with explicit valuation timestamps and independently sourced FX rates, not at fetch time.

Second official JSON example for pipeline validation

This complete example is intentionally identical to what the live endpoint returns in the official sample. Use it to validate your parsing functions and to ensure your guards do not depend on incidental ordering of fields.

{
"success": true,
"date": "2026-10-02",
"base": "EUR",
"rates": {
"EPEX_AT_DA": 198.6849
},
"dates": {
"EPEX_AT_DA": "2026-10-02"
},
"currencies": {
"EPEX_AT_DA": "EUR"
},
"base_filter_note": null
}

End-to-end workflow for finance teams

1) Symbol verification in CI

Query /api/v1/symbols with your api_key and assert that a record exists with code EPEX_AT_DA and unit EUR/MWh. Store this in a symbol registry artifact used by pricing and reporting jobs.

2) Latest quote retrieval at EOD

Call /api/v1/latest with symbols=EPEX_AT_DA and your api_key. Do not add base overrides. Parse rates.EPEX_AT_DA, dates.EPEX_AT_DA, currencies.EPEX_AT_DA. Validate currency is EUR.

3) Valuation and PnL

Compute EUR MTM as position_mwh * rates.EPEX_AT_DA. If your book currency differs, apply audited FX on the valuation timestamp. Do not infer currency from base when converting.

4) Storage and audit

Persist symbol, effective_date, currency, raw price, request URL, and a checksum of the response for reproducibility. This enables spot checks during audit or dispute resolution.

Security and authentication

Authentication uses the api_key query parameter. In CI, set it via environment variables or a secret manager and inject at runtime. Never hardcode real secrets in source repositories; in examples here we use the placeholder YOUR_API_KEY. For local development, export ENERGY_API_KEY and let your code default to that when present.

Error handling and sanity checks

Implement these pragmatic guards:

• HTTP status not 2xx → retry with backoff, then fail closed.
• success=false → alert and skip booking to avoid contaminating PnL.
• Missing rates/dates/currencies for EPEX_AT_DA → quarantine record and open a ticket.
• Currency not EUR → treat as schema anomaly; do not convert or book it.

Monitoring signals that actually help

Track the following in your observability stack:

• Latency and error rate of /api/v1/latest requests.
• Staleness gap: now - dates.EPEX_AT_DA, to flag non-trading day or delayed data.
• Outlier detection on rates.EPEX_AT_DA compared with rolling windows; alert on z-score but do not auto-block booking without human review.

Cost and call hygiene

The Starter tier is $19.99/mo with a 7-day trial covering 50 calls. Keep request counts efficient by:

• Batching symbols only when needed; for a single EPEX_AT_DA pull, keep it one symbol to simplify parsing.
• Using short TTL caches in dashboards to avoid hammering the endpoint.
• Scheduling off-peak backfills if your infra allows.

Frequently asked questions

Q: How do I confirm Austria EPEX Day-Ahead is available before coding?
A: Call GET /api/v1/symbols with api_key=YOUR_API_KEY and verify an entry with code EPEX_AT_DA and name Austria EPEX Day-Ahead. Store it in your symbol map so changes surface as diffs.

Q: Which exact fields should my PnL engine read?
A: Read rates.EPEX_AT_DA (EUR/MWh price), dates.EPEX_AT_DA (effective date), currencies.EPEX_AT_DA (EUR). Do not rely on base for valuation currency.

Q: Can I request the data in USD by setting base=USD?
A: Avoid base overrides, especially when combining symbols like TTF_GAS or EUA_CO2. Fetch native quotes and convert in your pricing layer with your FX policy.

Q: How do weekends and holidays affect the latest response?
A: The endpoint returns the most recent available fixing. Always tag records with dates.EPEX_AT_DA and design your pipeline not to assume daily continuity.

Q: What is the unit for Austria EPEX Day-Ahead?
A: EUR/MWh. Multiply by MWh exposure to get EUR MTM before any FX conversion.

One more official JSON for local testing

Use this exact payload to smoke test your serializers and ensure field paths and types are wired correctly.

{
"success": true,
"date": "2026-10-02",
"base": "EUR",
"rates": {
"EPEX_AT_DA": 198.6849
},
"dates": {
"EPEX_AT_DA": "2026-10-02"
},
"currencies": {
"EPEX_AT_DA": "EUR"
},
"base_filter_note": null
}

Next steps

Enable your finance stack to fetch, validate, and book Austria EPEX Day-Ahead prices with confidence. Create your account and start integrating today: Register. For endpoint details and field references, see the Documentation.