Commodity Contract Evolution

Contract Evolution Endpoint

This endpoint returns the contract evolution for a specified commodity contract. For each trading day, it provides the closing Bid, Offer, and Mid prices.

If requesting via our python package, the response is returned as a DataFrame with:

• Bid, Offer, and Mid as columns
• One row per trading day
• The trading day as the index

For example:

Required Parameters

To retrieve data, you must specify both:

• The instrument (commodity type)
• The contract (delivery product)

Supported Instruments

The following instruments are currently available:

• "Nbp"
• "NbpPoundPerMwh"
• "Eua"
• "UkaFutures"
• "UkPeak"
• "UkBaseload"

Each instrument supports a subset of the available contract types.

Supported Contracts

A full list of contract types across all instruments:

"Spot", "WithinDay", "DayAhead", "BalanceOfWeek", "Weekend", "WorkingDaysNextWeek",
"Week", "BalanceOfMonth", "Month", "Quarter", "Season", "Annuals", "CalendarYear"

⚠️

Note: Some instruments do not support all contract types. See the table below for a breakdown.

Instrument vs. Supported Contracts

Contract Periods

For contracts of type "Month", "Quarter", "Season", "Annuals", and "CalendarYear", you must specify a contract_period. This indicates the specific delivery period (e.g., which month or quarter) the contract refers to.

The table below outlines the required format for each contract_period type.

Note:
For contracts like "Spot", "DayAhead", "WithinDay", "Weekend", "Week", and "BalanceOfWeek", a specific contract_period is not required. Although there are technically multiple such contracts, only one is traded per day, making it unambiguous for the API.

contract_period Format by Contract Type

❗

Note: The formatting must exactly match the expected pattern (e.g., "Sep-25" not "September 2025").

📅 Date Range

There are two optional parameters: date_from and date_to.

• If neither is provided, the full dataset will be returned showing closing prices for all trading days on which the contract was traded.
• If only date_from is provided, the dataset will include all trading days from that date onward.
• If only date_to is provided, the dataset will include all trading days up to and including that date.
• If both are provided, the dataset will include all trading days within the specified range.

Using the LCPDelta Python Package

Synchronous

from lcp_delta import enact

enact_api_helper = enact.APIHelper(username, public_api_key)

# see 'BODY PARAMS' section below for details on corresponding parameter values
response_dataframe = enact_api_helper.get_contract_evolution(
    "UkBaseload",
    "Quarter",
    "Q225"
)

print(response_dataframe)

Asynchronous

from lcp_delta import enact
import asyncio

async def main():
    enact_api_helper = enact.APIHelper(username, public_api_key)

    # see 'BODY PARAMS' section below for details on corresponding parameter values
    response_dataframe = enact_api_helper.get_contract_evolution_async(
      "UkBaseload",
      "Quarter",
      "Q225"
		)

    print(response_dataframe)

asyncio.run(main())

Using the API Directly

Response

The response from this endpoint will be a JSON object with the following structure:

• messages: An array of system messages (typically empty if the request is successful).
• data: A 2D array where:
  • The first row contains column headers: Day, Bid, Offer, and Mid.
  • Each subsequent row contains the corresponding values for each trading day.

{
  "messages": [],
  "data": [
    ["Day", "Bid", "Offer", "Mid"],
    ["2024-07-01T00:00:00", 83.25, 83.45, 83.35],
    ["2024-07-02T00:00:00", 84.0, 84.2, 84.1]
  ]
}