Nonagon

Trade Intraday on Real-Time Data and Forecasts

Get live intraday market data, price forecasts updated every 5 minutes, and fundamental forecasts every 15 minutes, in one platform and API.

Your Real-Time Intraday Intelligence for Traders, Analysts, BRPs, and Asset Operators

Volue Intraday brings live market data, continuously updated price and fundamental forecasts, and auction data together in one place. 

Intraday power markets move fast, and rising renewables mean prices can swing within minutes. Raw exchange feeds are costly to engineer, and standard fundamental forecasts update just one to four times a day, too slow to trade on. 

Volue Intraday aggregates and normalizes intraday data for you, adds price forecasts every 5 minutes and fundamental forecasts every 15 minutes, and covers the Pan-European auctions, all through one API and the Intraday Live web app. 

KEY FEATURES

Live EPEX Market Data

Intraday Live shows real-time trades, VWAP indices (e.g., ID1, ID3, ID500), and order book depth across 10 European delivery areas.

Price Forecasts Every 5 Minutes

IntraDay Price Predict (IDPP) forecasts where the VWAP is heading for upcoming hourly products, up to 8 hours out, in Germany, France, and Belgium. Use it as a trend-direction signal. 

Fundamental Forecasts Every 15 Minutes

IntraDay Fundamental Forecasts (IDFF) refresh wind, solar, consumption, and residual load every 15 minutes, adjusted to the latest TSO actuals, across Europe and Japan.

Pan-European Auction Data

Full IDA1, IDA2, and IDA3 auction prices, volumes, capacities, and flows across all SIDC areas, plus a German IDA1 price forecast. Delivered as API curves.

Live EPEX Market Data

Intraday Live shows real-time trades, VWAP indices (e.g., ID1, ID3, ID500), and order book depth across 10 European delivery areas.

BENEFITS

Better-Timed Trades

Spot where prices are heading and time your entries, exits, and gate-closure positions with more confidence.

React as Markets Move

Catch wind shifts, outages, and load swings as they happen, well before the next daily forecast run.

Lower Imbalance Exposure

Watch system imbalance and near-term prices before gate closure to manage exposure and reduce penalties.

No Data Plumbing

Skip the pipelines and integration work of pulling raw EPEX feeds and stitching separate tools together.

A Base for Backtesting

Use historical price, volume, and forecast data through the API to build and test strategies in Python or Excel.

USE CASES

Power traders managing intraday positions on EPEX need to time trading decisions, but raw exchange data is hard to parse, and standard forecasts are too slow. Volue Intraday shows live trades, VWAP indices, and order book depth, and forecasts where the VWAP is heading every 5 minutes in Germany, France, and Belgium. You trade on a clear, current view instead of stitching feeds together.

Energy analysts feeding a trading desk need to see fundamental shifts as they happen, before gate closure. Volue Intraday refreshes wind, solar, consumption, and residual load every 15 minutes, adjusted to the latest TSO actuals, across Europe and Japan. You monitor how the picture changes through the day in one place, with track-record pages to check model performance.

Balance Responsible Parties need to anticipate system imbalance and near-term prices before gate closure to manage exposure. Volue Intraday brings live VWAP indices, system imbalance signals, and near-real-time fundamentals into one view. You see exposure building in time to act and reduce settlement penalties.

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