The Elexon BMRS is a data distribution application that provides industry data about Central Balancing and Settlement activities.
Two of the core data series it provides track national energy imbalance for:
- System prices
- 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:
- Buy price and volume - when there is a shortfall
- Sell price and volume - when there is an excess
Create a Python CLI to interactively retrieve prices and volumes and store them in compressed columnnar Parquet files.