Nonagon

Value, Settle, and Backtest on One Price Reference

Get end-of-day settlement prices for power, gas, coal, and CO2, plus currency exchange rates, across Europe and Japan, in one consistent, API-delivered dataset.

Your Settlement-Price Dataset for Risk, Valuation, Quant, Back-Office, and Portfolio Teams

Volue Market Closing Prices is one consistent dataset of exchange settlement prices across power, fuels, CO2, and currencies. 

Daily valuation, settlement, and modeling all need official closing prices, but they settle on different exchanges, units, and currencies. Assembling one consistent series, plus the FX to convert it, is overhead, and gaps or format changes make it worse. 

Volue Market Closing Prices sources settlement prices from Euronext, EEX, Marex/Spectron, and TOCOM, with currency exchange rates from the European Central Bank and Nord Pool. It stores them as consistent daily instance curves, delivered via API, Excel Add-In, and Python client.

KEY FEATURES

Power, Fuels, CO2, and FX in One

Settlement prices for power futures, coal (API2), 10+ gas hubs, and the EU ETS (EUA), alongside historical FX rates. One source, instead of many separate exchange feeds. 

Straight From the Exchanges

Prices come directly from Euronext, EEX, Marex/Spectron, and TOCOM, with FX from the ECB and Nord Pool. Coverage spans power across Europe and Japan, plus the major European gas hubs. 

Consistent Daily Instance Curves

Updated once each trading day, with each settlement placed on the first delivery date. Clear, consistent naming with exchange-origin variants and convenience front-month series.

Settlement Prices Only

End-of-day settlement prices only, so the series stays clean and consistent for valuation, settlement, and modeling. 

Power, Fuels, CO2, and FX in One

Settlement prices for power futures, coal (API2), 10+ gas hubs, and the EU ETS (EUA), alongside historical FX rates. One source, instead of many separate exchange feeds. 

BENEFITS

Reliable Daily Mark-to-Market

Value positions and calculate P&L each day on official, exchange-sourced settlement prices.

One Cross-Commodity Reference

Work from one end-of-day reference across power, fuels, CO2, and FX, instead of reconciling many separate exchange feeds.

Fewer Valuation and Settlement Errors

Avoid the mistakes and rework that come from using unreliable or inconsistent prices.

Cleaner Backtests and Models

Use long, consistent price history to backtest strategies and build own curves and models.

USE CASES

Risk and valuation teams mark positions to market every day across multiple commodities, but stitching settlement prices and FX from many exchanges and formats slows that down. Volue Market Closing Prices gives you one daily settlement source, plus the FX to convert it, as clean daily series. You value every commodity from one source and report the same numbers across the desk.

Quant and model developers need long, consistent settlement-price history to backtest strategies and build price models, but multi-market history is often incomplete and inconsistent. Volue Market Closing Prices delivers consistent settlement-price series and FX through the API. You backtest and model on a dependable price history via Python client or Excel Add-In.

Back-office and settlement teams settle and report positions on official prices, and an unreliable source creates risk. Volue Market Closing Prices provides settlement prices and FX, updated once each trading day. You settle and report on a single, consistent end-of-day reference across markets and currencies.

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