I have been trying hard to find some historical futures and options electricity data for EEX offerings. I need the data for a model I am writing, however I have not found any free resources so far. It is quite straightforward to web scrape their current tables with data for each type of future/option contract, however I would be glad if someone have found a free source for their historical data on futures/options?
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2 Answers
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You can also try asking the exchange. If you are a researcher or academic etc they might give you a copy for free. If you are part of a commercial org, the main data providers almost certainly have this data, so try to find someone who has access to a terminal etc.
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I have been trading power options for a long time, and outside buying data from EEX, the other source are brokers (ICAP, Prebon, Spectron and some others) offering data rather expensively.
