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REE/ESIOS Indicators

EPF ingests 16 real-time indicators from Red Electrica de Espana (REE) through their ESIOS API. These cover electricity demand, generation by technology, cross-border flows, and market prices.

API Configuration

  • Base URL: https://api.esios.ree.es/indicators
  • Authentication: API token required (free registration at ESIOS)
  • Time aggregation: All requests use time_agg=average

Hourly Indicators

Price

IDColumnDescription
600day_ahead_priceOMIE day-ahead market price (EUR/MWh) — target variable
10211intraday_priceIntraday market price (EUR/MWh)

The day-ahead price (indicator 600) uses additional geo-filtering: geo_trunc="country" and filter_geo="Espana" to retrieve Spain-specific prices.

Demand

IDColumnDescription
1293real_demandReal-time peninsular demand (MW)
544demand_forecastShort-term demand forecast (MW)
545demand_daily_forecastDaily peninsular demand forecast (MW)

Generation by Technology

IDColumnDescription
551wind_generationPeninsular wind generation (MW)
1295solar_pv_generationPeninsular solar photovoltaic (MW)
1294solar_thermal_genPeninsular solar thermal (MW)
546hydro_generationPeninsular hydroelectric (MW)
549nuclear_generationPeninsular nuclear (MW)
550combined_cycle_genPeninsular combined cycle gas (MW)
547coal_generationPeninsular coal (MW)
1297cogenerationPeninsular cogeneration and waste (MW)
10038fuel_gas_generationFuel/gas generation (MW)

Cross-Border Interconnections

IDColumnDescription
10207france_interconnectionFrance exchange (MW, positive = import)
10208portugal_interconnectionPortugal exchange (MW)
10209morocco_interconnectionMorocco exchange (MW)

Generation Forecasts

A separate set of indicators provides REE’s own generation forecasts, stored in a dedicated table:

IDColumnDescription
541wind_forecastWind generation forecast (MW)
10034solar_forecastSolar generation forecast (MW)
544demand_forecastDemand forecast (MW)

These forecasts are used as forward-looking features for predictions at longer horizons where actual generation data is not yet available.

15-Minute Resolution

Since the OMIE MTU15 transition in October 2025, price indicator 600 provides genuine 15-minute price variation. Other indicators are also available at 15-minute resolution using time_trunc="fifteen_minutes".

The 15-minute table includes all generation and demand indicators but excludes the three interconnection indicators (10207, 10208, 10209) which remain hourly only.

Data Collection

Data is collected in two scenarios:

  1. Daily pipeline — Fetches the last 2 days of data to fill any gaps
  2. Historical backfill — Fetches data in date-range chunks for initial database population

All data is stored in a SQLite database with datetime_utc as the primary key. The collected_at timestamp tracks when each row was ingested.

How Indicators Become Features

Raw indicator values are not used directly as model features. Instead, they are transformed through feature engineering into derived signals:

  • Generation mix ratios: renewable_share, wind_share, solar_share, nuclear_share
  • Residual demand: total demand minus renewables minus nuclear
  • Thermal dispatch indicator: whether combined cycle generation is active
  • Net imports: sum of all interconnection flows
  • Demand ramps: rate of change in demand

See the Feature Engineering section for complete details.