A basic script that scraps market data from EPEX-SPOT
IMPORTANT NOTE (04/2020): historical data is not available anymore, so the script is also not working anymore.
In the provided example Python script:
- pandas is used to extract price and volume data over a month from the hourly day-ahead market in the French area.
- Data is then saved as a set of CSV files (one per day).
- Data can then be plot and processed in Matlab.