Skip to main content
The GET /market/prices endpoint lets you retrieve the historical settled prices published by OMIE for any session and date range Nexenergie has on record. Prices cover the day-ahead market as well as intraday sessions 1 through 3, and are indexed by date and hour so you can build precise time-series queries for analysis, backtesting, or model training.

Endpoint

Query Parameters

string
default:"day-ahead"
The market session to query. Must be one of:
  • day-ahead — OMIE day-ahead auction
  • intraday-1 — Intraday session 1
  • intraday-2 — Intraday session 2
  • intraday-3 — Intraday session 3
string
required
Start of the date range to query, inclusive. Format: YYYY-MM-DD.
string
required
End of the date range to query, inclusive. Format: YYYY-MM-DD. The range between date_from and date_to must not exceed 90 days per request.
integer
Filter results to a specific hour of the day. Accepts integers from 0 (midnight) to 23 (11 PM). When omitted, all 24 hours are returned for each date in the range.
integer
default:"1"
Page number for paginated results. Starts at 1.
integer
default:"100"
Number of records to return per page. Maximum value is 1000.

Request Example

Response

A successful request returns HTTP 200 OK with a paginated JSON object.
integer
Total number of records matching the query across all pages.
integer
The current page number returned.
integer
The number of records included in this page.
array
Array of price records matching the query filters.

Example Response

Error Responses

Historical prices are published by OMIE only after market settlement has concluded. Prices for the current day may be incomplete or unavailable for recent hours — allow sufficient settlement time before querying today’s data.
Use this endpoint to backtest your strategies against historical cleared prices and compare them to Nexenergie’s forecasts over the same period. Pairing market/prices with forecasts/day-ahead on the same date range gives you a direct view of forecast accuracy.