Market operations data

Choose the market and measurement before aggregating:

Market	Starting calls
Day-ahead / GÖP	dam-clearing, dam-volume, dam-bid, dam-offer
Intraday / GİP	idm-qty, idm-volume, idm-log, wap
Bilateral / İA	bi-long, bi-short
Balancing / DGP	bpm-up, bpm-down, bpm-orders-w-avg

These expose published data, not permissions or tools for submitting/canceling orders. Use eptr2 describe <key> to discover accepted parameters; do not assume similarly named transaction/contract-list endpoints exist.

from eptr2 import EPTR2

eptr = EPTR2(use_dotenv=True, recycle_tgt=True, strict_params=True)
clearing = eptr.call("dam-clearing", start_date="2026-07-01", end_date="2026-07-01")
print(clearing.columns.tolist())
print(clearing.head())

A trade value in TL is not a matched quantity in MWh. Do not sum every numeric column: timestamps, IDs, bid/ask sides, prices, and totals can coexist. Avoid adding both sides of the same matched trade. Verify transaction quantity units before converting lots to MWh.

For organization-specific analyses, resolve the organization and pass its ID only to endpoints that accept it. Gate-closure and publication schedules can change; verify them for the requested period instead of treating this skill as a market-rule source.

Read examples.md for discovery and a bounded raw-response query.