e·Pool: Market Data Management System

This is a complete Market Data Management application, which provides end-to-end
functionality of downloading, cleaning, parsing, validating, storing and publishing to
downstream applications, price and other market data. Some interesting features:

arrow Multi-Commodity and Asset Support : Power, Gas, Fuels, Carbon, Forex, IR, etc.
arrow Out of the Box connectors for Exchanges, Trading Platforms and other Information Providers.
arrow Support for Data Delivery via FTP, Webservices, e-Mail, Weblinks, standard APIs, Customized data feeds etc.
arrow Limits management - notification triggered on upper/lower limit breach.
arrow Bootstrapping - Standard and/or User Defined Transformation Logic for Price Cascading
arrow API Tool Kit for flexible Data Mining and Reporting via MS Excel or Third Party applications
arrow Integration with downstream applications like ETRM, Settlement and Invoicing Systems, etc
arrow Service based architecture enabling unattended runs.
arrow Expose custom data via Webservice, XML, .csv, .dat or other proprietary formats.

Synthetic Pricing Module

This is an add-on module of e·Pool that enables building of complex formula based forward curves that are typically used in the energy markets. Formulæ can be combined with basic curves, to compute spreads or margin profiles.

arrow Flexible definition with unlimited number of component Formulæ.
arrow User definable Price Observation periods, Averaging , Lag and Validity, for example, 6-0-3, 6-2-6
arrow Typical usage in computing spark/dark spreads, long term gas contracts, power purchase agreements, tolling agreements, etc.
arrow Curve definitions can be created and stored for automatic computation on receipt of updates on component prices, and onward distribution to downstream processes and systems.
arrow Prices can either be computed in the native commodity currency or converted into the base currency of the enterprise, based on the Spot FX and future IR rates.


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