Yes Energy News and Insights

How to Optimize ERCOT Virtual and Point-to-Point Block and Curve Trading Strategy for Power Markets

Written by Daniel Cullen | Feb 13, 2024

Concerned about your ERCOT virtual and point-to-point (PtP) portfolios and trades being too risky or not diverse enough? As an energy trader, it can be challenging to align and optimize your portfolio to fully leverage ISO trade definitions and available functions.

The Electricity Reliability Council of Texas (ERCOT) market offers a unique set of functions for day-ahead traders to optimize their trading strategies and manage risk effectively with fixed quantity block, variable quantity block, and curve trade functionality. 

What Are Block Trades? 

Block trades enable traders to bid or offer for a fixed or variable quantity of electricity at specific prices for a continuous block of hours. 

Fixed quantity block trades enable a trader to provide a set megawatt (MW) quantity that is either accepted or rejected in its entirety, whereas variable quantity block trades enable a trader to set a limit on the MW quantity that can be accepted with the potential for a lower MW quantity to be awarded by ERCOT.

This type of trade is useful when a trader anticipates that the price of electricity will be consistently high or low over a certain period of time with the ability to set either as a fixed quantity block or variable quantity block. 

Source: ERCOT Day-Ahead Market Operations

Trades can also be further designated to be for multi-hour blocks to extend the timeframe for which the specified bid/offer and MW quantity are applied. By designating multi-hour blocks, each hour is treated as a separate trade and thereby ERCOT can award different quantities. Conversely, by not designating multi-hour blocks, all hours of the trade are awarded the same quantity by ERCOT.

Source: ERCOT Day-Ahead Market Operations

What Are Curve Trades? 

Curve trades enable traders to bid or offer for a varying quantity of electricity at different price levels over a period of time. The quantity of electricity bid or offer changes in response to the market price.

Source: ERCOT Day-Ahead Market Operations

Benefits of a Solution for Block and Curve Trades

Using the available functionality of fixed quantity, variable quantity, and curve trades in the ERCOT day ahead (DA) market ensures that your portfolio is optimized to deliver results based on your trading strategy. 

This provides a competitive edge because you can better manage risk and tailor your trades according to your strategy. It also helps to avoid portfolios and trades that may be suboptimal or unbalanced from a risk perspective. 

Source: Submission Services UI

Source: Submission Services API

  • We also accept the ERCOT Award XML format.
  • For ERCOT, you can upload with the block bids toggle checked by including the column header "multihourblock" with the value "Y" (screenshot below).

Yes Energy Can Help!

Submission Services takes the guesswork out of DA virtual and spread trade submission. It ensures you align to and fulfill ISO requirements with embedded block and trade functionality built directly into the submission process. We deliver this all to your front office through a visual portfolio analysis dashboard and an easy-to-integrate data API.

Our team of market experts stays up to date on ISO developments and ensures our solutions are proactively updated as required. This is all part of our providing exceptional performance in trade execution and validation. Put our knowledge and expertise to work for you so that you can keep the focus on maximizing your returns in the DA market.

Learn more about Submission Services today, or schedule a demo to see how this tool can enhance your trading.

About the Author: Daniel Cullen has more than 10 years' experience in commodity and power markets. The majority of that experience focused on the development and delivery of performance and risk solutions. At Yes Energy, he serves as the product manager for Submission Services, Position Management, and FTR Positions Dataset.