Data Centre

Our online Data Centre enables subscribers to access a comprehensive set of market data for the d-cypha SFE Australian Electricity Futures, Caps and Options products.

Data Centre Benefits
New Additional Data Centre Features
Data Centre Sample Files
Pricing Packages

Driven by the market's need for a high standard of relevant electricity futures pricing data, d-cyphaTrade has developed an online Data Centre, that can be used by energy market players to benchmark energy hedges and to assist in meeting Hedge Accounting Standards.

The Online Data Centre was launched on the d-cyphaTrade website on 30 April 2004, and has attracted many users who rely on this valuable information service for benchmarking hedge valuations, volatility assessment, technical analysis and value at risk (VAR) analysis.

Data Centre Benefits

Central data source containing a comprehensive set of electricity futures market data available in downloadable CSV file format, which can be easily manipulated by a number of analysis software.
Access to Online Strip Price Calculator
Access to Datamine
Daily Settlement and Open Interest Files for Futures, Caps & Options (available for 10 working days),
Historical Futures, Caps & Options data (including price and open interest figures) by quarter, state or load for any given period of time.
Implied Off-Peak prices, CAL & FIN Year prices, JAN-JUN, JUL-DEC prices and Inter-regional price data for all products.
Historical WEPI data.
Historical APS data.
Basic charting, which allows users to view movements in price over time for a particular contract.
A Trade Log which captures all electricity futures and options trades transacted on the SFE since the contracts were listed in September 2002, including: quarterly trades, strip trades, Block Trades and EFPs.

New Additional Data Centre Features

Last Intraday Update
Online Strip Price Calculator
Datamine for Key Statistics

1. Last Intraday Update

A new email alert is available which provides a snapshot of the final prices each day - including final bids, final offers, size and last trades. This data is available for both futures and options contracts and is emailed daily to recipients in 2 CSV format files. This data can be used to follow how settlement prices are derived and additionally for options you are able to determine how the premium and hence the volatility is set for each strike.

Last Intraday Update

2. Online Strip Price Calculator

d-cyphaTrade Data Centre subscribers can view the calculator in Basic and Advanced Mode.

a) Basic Calculator - Developed to automatically calculate quarterly futures prices resulting from trades in Calendar and Financial year Strip Products. This simple new tool automatically sources relevant Daily Settlement Prices and contract MWh to derive quarterly price allocations in accordance with the SFE Operational Policy algorithm.

Basic Online Strip Calculator

b) Advanced "Batch" Calculator - Provides the same functionality as the basic calculator with the added flexibility of being able to calculate multiple trades at a time. This batched output is also able to be exported as a CSV file into Excel.

Advanced Online Strip Calculator

3. Datamine for Key Statistics

The d-cyphaTrade Datamine is a tool developed to provide up-to-date statistics and volume analysis, broken down by state and product type. This tool calculates averages, traded MWh, face value of traded volume and differentiates between Block trade and EFP volume.

Simply enter the interested date range and the Datamine will generate the market statistics. All the above information is exportable into CSV file.