xpertsystems/enr006-sample

ENR006是一个合成的批发能源市场交易数据集，由XpertSystems.ai的Synthetic Data Factory生成，专注于能源与气候垂直领域。该数据集包含六个表格，覆盖完整的交易生命周期：现货价格（包括日前LMP的三部分分解：能源、拥堵和损失）、期货/远期/互换/差价合约（含期权希腊值）、六个辅助服务市场（上调调节、下调调节、旋转备用、非旋转备用、黑启动、电压支持）、市场清算（含进出口和能源平衡）、场外双边购电协议（含信用风险敞口）以及每笔交易的执行分析（含Basel III一致风险指标，如VaR-95、VaR-99、CVaR-95、夏普比率）。数据集基于FERC Order 755/888/890、NERC可靠性标准、ISDA主协议、EEI主协议、Basel III FRTB、Schwartz (1997)均值回归理论以及EIA/PJM/CAISO/ERCOT 2023公开的LMP数据进行校准。样本预览包含2周（336小时）的每小时日前市场数据、500个期货合约、300个双边合约、2,000笔交易和1周的辅助服务清算记录，总计约13,000条记录。所有表格均提供CSV和Parquet格式，并通过node_id、participant_id、book_id和timestamp_utc进行关联。数据集适用于日前LMP预测、LMP分解建模、价格尖峰检测、期货曲线建模、期权希腊值校准、辅助服务协同优化、双边购电协议定价、信用风险建模、VaR回测、滑点建模、虚拟投标策略、监管标志检测、容量市场清算建模和需求响应清算等使用场景。

ENR006 is a synthetic wholesale energy market trading dataset, generated by XpertSystems.ais Synthetic Data Factory, focusing on the Energy & Climate vertical. The dataset consists of six tables spanning the full trading lifecycle: spot prices (including hourly Day-Ahead LMPs with three-part decomposition: energy, congestion, and loss), futures/forwards/swaps/CFDs with options Greeks, six ancillary services markets (REG_UP, REG_DOWN, SPINNING_RESERVE, NON_SPIN_RESERVE, BLACK_START, VOLTAGE_SUPPORT), market clearing with imports/exports and energy balance, OTC bilateral PPAs with credit exposure, and per-trade execution analytics with Basel III coherent risk metrics (VaR-95, VaR-99, CVaR-95, Sharpe ratio). It is calibrated against industry sources such as FERC Order 755/888/890, NERC reliability standards, ISDA Master Agreement, EEI Master Agreement, Basel III FRTB, Schwartz (1997) mean-reversion theory, and published LMP data from EIA/PJM/CAISO/ERCOT 2023. The sample preview includes 2 weeks (336 hours) of hourly Day-Ahead market data, 500 futures contracts, 300 bilateral contracts, 2,000 trades, and 1 week of ancillary services clearing, totaling approximately 13,000 records. All tables are provided in both CSV and Parquet formats and can be joined on node_id, participant_id, book_id, and timestamp_utc. The dataset is suitable for use cases including Day-Ahead LMP forecasting, three-part LMP decomposition modeling, price spike detection, futures forward curve modeling, options Greeks calibration, ancillary services co-optimization, bilateral PPA pricing, credit risk modeling, VaR backtesting, slippage modeling, virtual bidding strategies, regulatory flag detection, capacity market clearing modeling, and demand response clearing.