NGI Price Data Automation and Retrieval

Data from NGI is available in tab-separated format for four data series. The four data series are from NGI's Daily Gas Price Index (Daily series), NGI's Weekly Gas Price Index (Weekly series), NGI's Bidweek Survey (Bidweek series), and NGI's Shale Price Indices (Shale series).

Example files, directory structure and naming conventions:

For the Daily series: http://www.naturalgasintel.com/ext/resources/Data-Feed/Daily-GPI/2013/10/20131021td.txt

For the Weekly series: http://www.naturalgasintel.com/ext/resources/Data-Feed/Weekly-GPI/2013/01/20131021wt.txt

For the Bidweek series: http://www.naturalgasintel.com/ext/resources/Data-Feed/Bidweek/2013/10/20131001bw.txt

For the Shale series: http://www.naturalgasintel.com/ext/resources/Data-Feed/Shale/2013/01/20131021sd.txt

For the Daily series the fields are:

  • Pointcode – an alpha numeric code for the delivery location. The delivery location, as it appears in the publication, is specified in the “pricing point” field(see below). The pointcode will not change for a particular location over time whereas the “pricing point” may change as pipelines change ownership or are re branded (e.g. Arkla became Noram, became Reliant, and is now CenterPoint)
  • Issue Date – the issue date of NGI's Daily Gas Price Index in which this pricing information appears.
  • Trade Date – the trade date gas was surveyed.
  • Region – the region section that the pricing point appears in as published in NGI's Daily Gas Price Index
  • Pricing Point – the name of the location as it appears in NGI's Daily Gas Price Index. Note that this name may change over time and should not be used as a key field in your application. The Pointcode above does not change and would be more appropriate for a key field.
  • Low – the low of trades included in our survey.
  • High – the high of trades included in our survey.
  • Average – the weighted average of trades.
  • Volume – the sum of the volume of the deals included in our survey, expressed in thousands of MMBtus/day.
  • Deals – a count of the transaction reports included in our survey.
  • Delivery Start Date – the first day the gas is nominated to flow.
  • Delivery End Date – the last day the gas is nominated to flow.

For the Weekly series the fields are:

  • Pointcode – same as the daily series
  • Issue Date – The publication date of NGI's Weekly Gas Price Index. This will always be a Monday.
  • Survey Start – the first date in which trading occurred for the survey period. This will be the first business day of the preceding week.
  • Survey End – the last date in which trading occurred for the survey period. This will be the last business day of the preceding week.
  • Bidweek – this is a flag to let you know if this is bidweek series data or weekly series data. For the weekly series this will always be “N”
  • Region – same as the daily series
  • Pricing point – same as the daily series
  • Low – the low of trades included in our survey.
  • High – the high of trades included in our survey.
  • Average – the average
  • Volume – the sum of the volume of the deals included in our survey, expressed in thousand MMBtus/day.
  • Deals – a count of the transaction reports included in our survey.

For the Bidweek series the fields are:

  • Pointcode – same as the weekly series
  • Issue Date – The publication date of NGI's Bidweek Survey. This will always be the first calendar day of the month and corresponds to the delivery month for the survey.
  • Survey Start – The first trade date surveyed.
  • Survey End – The last trade date surveyed.
  • Bidweek – this is a flag to indicate if this is bidweek series data and will always be “Y”.
  • Region – same as the weekly series
  • Pricing point – same as the weekly series
  • Low – the observed low*
  • High – the observed high*
  • Average – the average*
  • Volume – the sum of the volume of the deals included in our survey, expressed in thousand MMBtus/day.
  • Deals – a count of the transaction reports included in our survey.

For the Shale series the fields are:

  • Point Code – an alpha numeric code for the delivery location. The delivery location, as it appears in the publication, is specified in the “Pricing Point” field (see below). The pointcode will not change for a particular location over time whereas the “Pricing Point” may.
  • Region – the region section that the pricing point appears in as published in NGI’s Shale Price Indices
  • Pricing Point – the name of the location as it appears in NGI’s Shale Price Indices. Note that this name may change over time and should not be used as a key field in your application.
  • Low – the low of trades included in our survey.
  • High – the high of trades included in our survey.
  • Average – the weighted average of trades.
  • Volume – the sum of the volume of the deals included in our survey, expressed in thousands of MMBtus/day.
  • Deals – the count of the transaction reports included in our survey.
  • Trade Date – the trade date gas was surveyed.
  • Delivery Start Date – the first day the gas is nominated to flow.
  • Delivery End Date – the last day the gas is nominated to flow.
  • Issue Date - the issue date of NGI's Shale Price Indices in which this pricing information appears.

Availability:

With each issue of the corresponding publication NGI publishes a flat, tab separated file containing the Natural Gas price data from that publication. The daily series is available no later than 3 a.m. EDT each business day, where a business day is defined as any day the Intercontinental Exchange is trading physical natural gas. The weekly series is available every Monday by 3 a.m. EDT, regardless if that Monday happens to be a holiday. The bidweek series is available no later than the afternoon of the first business day of the month.

Automating Download of Data files:

The current files for the four data series are available on our web site. We have provided a Python Script (Updated 9/27/2016) that allows you to select your file (e.g. Daily, Weekly, Bidweek, or Shale) and download it by setting the command line flags.

Example usage:

     python DataAssistant.py -u your@username.com -p yourPassword -s daily -d 20160927

Corrections and Error Resolution:

Occasionally a correction will be made to the prices in the Daily, Weekly, Bidweek or Shale series. These corrections can automatically be applied to your data sets by loading and processing the errata files for each of those series. The errata files are available at the following urls:

Historical Data:

Historical data is also available from NGI, for some locations dating back as far as 1988. To find out more about receiving access to either this historical data or any of the data feeds on this page please go to our NGI Gas Price Data page.