Tangerine

The Elexon BMRS is a data distribution application that provides industry data about Central Balancing and Settlement activities.

Part 1

Two of the core data series it provides track national energy imbalance for:

1. System prices
2. System volumes

Both of these series usually occur at a frequency of 48 times (settlement periods) within every calendar date (settlement day).

There are two types of system/imbalance price and volume:

1. Buy price and volume - when there is a shortfall
2. Sell price and volume - when there is an excess

Part 2

Create a Python CLI to interactively retrieve prices and volumes and store them in compressed columnnar Parquet files.