Get day-ahead prices
get_day_ahead_pricesDay-ahead clearing price for a bidding zone, in the zone's trading
currency (EUR for euro zones; the per-row currency column and the
response unit say which — GB=GBP, PL/RO/BG carry local-currency eras).
start/end default to UTC; start inclusive, end EXCLUSIVE.
For 'all of April 2026' use start=2026-04-01, end=2026-05-01
(end=2026-04-30 silently drops the final UTC day — and 1–2 local-time
hours of April for European zones in CET/CEST). The response's
period block shows the resolved window so you can verify
(a 30-day month is 720 hours).
tz: pass "local" to interpret start/end as wall-clock in the zone's
timezone, or an explicit IANA name like "Europe/Berlin". The server
converts to UTC at the boundary.
GB/UK: ENTSO-E's GB day-ahead price ended 2020-12-31, when GB left
European market coupling. For later windows use
get_series(endpoint="day_ahead_price_imrp", zone="GB", …) — the same
GB day-ahead auction, GBP/MWh, published ~D-2; a window past a series'
end answers with series_ended, naming the endpoint that carries it on.
If you're computing a generation-weighted price metric — capture
price, capture rate, value factor, merchant-PPA achieved price — use
get_derivation(slug="capture_price", …) instead. It runs server-side
over the full window and returns monthly rows; no row cap, no pagination.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| tz | No | ||
| end | Yes | ||
| zone | Yes | ||
| start | Yes | ||
| aggregation | No | raw |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||