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UK Gas Market Information

Timothy Wong

2020-10-26

The National Grid publishes live market information through Market Information Provision Initiative (MIPI) API. It hosts a large volume of data (over 13,500 data items)1 and is used extensively on a daily basis.

Calling the API

The function dataItemExplorer calls the MIPI API and returns data from the Data Item Explorer. The first argument dataitems is a character vector of data items where multiple values are accepted. It must match with the data items provided on the Data Item Explorer. This function also requires fromdate and todate which specify the date range to return data from. The return type is a data.frame object.

response <- dataItemExplorer(dataitems = c("Storage Injection, Actual",
                                           "Storage Withdrawal, Actual"),
                             fromdate = "2020-01-01",
                             todate = "2020-06-30")
head(response, 10)

Using batch mode

The National Grid API has certain limit of the size of the query. As a result, we need to implement batch mode if the query it too large. The batchsize argument can be configured to limit the size of each API call. It will loop through all dates iteratively and return all results.

response <- dataItemExplorer(dataitems = c("Storage Injection, Actual",
                                           "Storage Withdrawal, Actual"),
                             fromdate = "2020-01-01",
                             todate = "2020-06-30",
                             batchsize = 20)

Visualising the API response

Since the return type is a data.frame object, users can use standard plotting packages such as ggplot2 to visualise the response.

library(ggplot2)
qplot(x = ApplicableFor,
      y = Value,
      data = response,
      colour = PublicationObjectName,
      geom = "line") + 
  theme(legend.position = "bottom")

  1. According to the National Grid↩︎

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They may not be fully stable and should be used with caution. We make no claims about them.