nexa-marketdata

Work in progress. This library is under active development. APIs may change without notice.

A unified Python client for European power market data sources: Nord Pool, EPEX SPOT, ENTSO-E Transparency Platform, and EEX.

Handles 15-minute MTU resolution, rate limiting, response caching, timezone normalisation, and format differences across exchanges. Part of the Phase Nexa ecosystem.

Features

• Unified interface — one client, four exchanges
• MTU-aware — supports both hourly and 15-minute resolution (EU transition: 30 Sept 2025)
• Rate limiting — per-source limits respected automatically
• Caching — repeated historical requests served from local cache
• Timezone normalisation — all outputs in timezone-aware UTC or local exchange time
• Type-safe — strict mypy compliance, Pydantic v2 models
• No floats for money — all prices and volumes use Decimal

Status

Component
Nord Pool — day-ahead prices	✅
Core types & exceptions	✅
Unified NexaClient	🚧
ENTSO-E client	⬜
EPEX SPOT client	⬜
EEX client	⬜
Response caching	⬜
Rate limiting	⬜
Timezone normalisation	⬜

Installation

pip install nexa-marketdata

Or with Poetry:

poetry add nexa-marketdata

Quickstart

from nexa_marketdata import NexaClient
from nexa_marketdata.types import BiddingZone
import datetime, zoneinfo

client = NexaClient()

# Day-ahead prices for NO2 (Southern Norway)
prices = client.day_ahead_prices(
    zone=BiddingZone.NO2,
    start=datetime.date(2025, 1, 1),
    end=datetime.date(2025, 1, 7),
)
print(prices.head())

Configuration

Set API credentials as environment variables:

export NORDPOOL_USERNAME="your-username"
export NORDPOOL_PASSWORD="your-password"
export ENTSOE_API_KEY="your-key-here"

Or use a .env file (see .env.example).

Development

Prerequisites

• Python 3.11+
• Poetry
• Make

Setup

git clone https://github.com/phasenexa/nexa-marketdata.git
cd nexa-marketdata
poetry install
make ci

Common tasks

make test             # run tests with coverage
make lint             # ruff linting
make format           # ruff formatting
make type-check       # mypy
make ci               # full check suite (lint + format + types + tests)
make execute-notebooks  # re-execute example notebooks

Running tests

make test

Tests use recorded HTTP fixtures (VCR cassettes) — no live API calls required.

Contributing

See CONTRIBUTING.md for the full contribution guide.

Licence

MIT — see LICENSE.