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NGI Data Specifications & Automation Guide

NGI Data Specifications & Automation Guide

Updated December 20, 2021

What is an NGI Datafeed?

Along with distributing natural gas data via the published newsletter emails and PDFs (NGI’s Daily GPI, NGI’s Bidweek Survey, etc.), most NGI datasets are also available via API or web download. These datasets are provided as individual packages that correspond to the issue date of the newsletter in which they were published. Throughout this document, these packages are referred to as datafeeds. Below is the list of currently available datafeeds:

  • Bidweek Survey (Bidweek series)
  • Daily Gas Price Index (Daily series)
  • Forward Look (Forward series)
  • LNG Arbitrage Curves (Arb Curves series)
  • LNG DES Prices (DES Prices series)
  • LNG Flow Data (LNGFlows series)
  • LNG Landed Costs (Landed Costs series)
  • LNG Landed Prices (Landed Prices series)
  • LNG Netback Prices (Netbacks series)
  • LNG Shipping Costs (Shipping Costs series)
  • LNG Slope to Brent Crude Price (Slopes series)
  • LNG Vessel Rate Curves (Vessel Rate Curves series)
  • Mexico Bidweek Prices (Mexico Bidweek series)
  • Mexico Daily Prices (Mexico Daily series)
  • Mexico Forward Prices (Mexico Forward series)
  • MidDay Price Alert (MidDay series)
  • Shale Price Index (Shale series)
  • Weekly Gas Price Index (Weekly series)

What do the Datafeeds Represent?

Bidweek Survey (Bidweek series): Monthly Bidweek pricing composed of transactions completed during the last five business days of each month for gas to be delivered for the entire following month. Updated monthly.

Daily Gas Price Index (Daily series): Daily spot market prices for traded for next-day flow. Updated daily.

Forward Look (Forward series): Natural gas forward prices by point with monthly contracts going out 10 years. These prices are provided in both basis- and fixed-price form. Updated daily.

LNG Arbitrage Curves (Arb Curves series): Forward monthly arbitrage spreads from Sabine Pass to Europe and Asia going out 12 months. Updated daily.

LNG DES Prices (DES Prices series): Forward monthly delivered ex ship (DES) prices going out three months. Updated daily.

LNG Flow Data (LNGFlows series): Rolling seven-day history of pipeline deliveries of natural gas to each of the major U.S. LNG export facilities broken out by feeder pipeline. Updated daily.

LNG Landed Costs (Landed Costs series): Forward monthly landed costs from Sabine Pass to Europe and Asia going out 12 months. Updated daily.

LNG Landed Prices (Landed Prices series): Landed prices of LNG delivered to various countries from Sabine Pass. Updated daily.

LNG Netback Prices (Netbacks series): Forward monthly netback prices going out 12 months. Updated daily.

LNG Shipping Costs (Shipping Costs series): Forward monthly shipping cost curves from the Gulf of Mexico to various delivery benchmarks like TTF and NBP going out 12 months. Updated daily.

LNG Slope to Brent Crude Price (Slopes series): Asia slope to Brent crude oil price. Updated daily.

LNG Vessel Rate Curves (Vessel Rate Curves series): Forward monthly vessel rates going out 12 months. Updated daily.

Mexico Bidweek Prices (Mexico Bidweek series): Estimated monthly prices for gas delivered from the U.S. to locations on the U.S./Mexico border and into Mexico itself. These prices are calculated by taking U.S. Bidweek Survey prices and adding on the cost of transporting the gas via pipeline to each of the points. Updated monthly.

Mexico Daily Prices (Mexico Daily series): Estimated daily prices for gas delivered from the U.S. to locations on the U.S./Mexico border and into Mexico itself. These prices are calculated by taking U.S. Daily Gas Price Index prices and adding on the cost of transporting the gas via pipeline to each of the points. Updated daily.

Mexico Forward Prices (Mexico Forward series): Estimated forward prices for gas delivered from the U.S. to locations on the U.S./Mexico border and into Mexico itself. Price curves go out 10 years (120 monthly bullets). These prices are calculated by taking U.S. Forward Look prices and adding on the cost of transporting the gas via pipeline to each of the points. Updated daily.

MidDay Price Alert (MidDay series): Preliminary daily spot market prices composed of deals done on exchange. The MidDay Price Alert seeks to provide an early (2:30 PM ET) indication of where NGI’s Daily Gas Price Index prices will be at the end of the day while also providing price information for ICE-traded locations deemed to illiquid or granular to be included in the Daily Gas Price Index. Updated daily.

Shale Price Index (Shale series): Day-ahead, delivered-to-pipeline spot market prices that aim to represent the price of production for each of the U.S. unconventional plays listed. Updated daily.

Weekly Gas Price Index (Weekly series): These prices are simple averages of prices published in the NGI’s Daily Gas Price Index across each day in a given week. For more information on how NGI handles weeks that split across two different months, please see our price methodology. Updated weekly.

How do I subscribe to an NGI datafeed?

NGI datafeeds are subscription services that are either included with or can be added on to your existing NGI subscriptions. To request access to a new NGI datafeed please reach out to sales@naturalgasintel.com.

How do I access an NGI datafeed I’m already subscribed to?

There are two ways of downloading/scraping NGI datafeeds:

  1. API (Preferred Method): We provide a fully-documented REST API which you can access at api.ngidata.com. API passwords/keys are different from the one you use to access naturalgasintel.com and but are tied to the same email. To retrieve your API password/key, please reach out to ngidata@naturalgasintel.com and we’d be happy to assist you.
  2. Web: All datafeeds can be downloaded from this site by navigating to their individual pages. You can find links to download the datafeeds you have access to by clinking on the “hamburger” menu at the top left and looking under My Data Services.

How do I access the API?

The API lives at api.ngidata.com and all the technical documentation for connecting and accessing data can be found there. While the API is most useful for setting up automated data retrieval, you can also use it to pull data directly into Excel so that you always have the latest prices updating automatically. To learn more about setting up an API-to-Excel connection, check out our guide here.

What Do the Datafeed Files Look Like?

Examples are provided in Excel format with examples listed below. To make integration easy, our API offers these datafeeds as flat, text versions of the Excel files (TSV or CSV formats) or JSON format. To see what our data look like via API, please refer to the full API documentation at api.ngidata.com.

Example Bidweek series datafeed file

Example Daily series datafeed file

Example Forward Look series datafeed file

Example LNG Arb Curves series datafeed file

Example LNG DES series datafeed file

Example LNG Flows datafeed file

Example LNG Landed Costs series datafeed file

Example LNG Landed Prices series datafeed file

Example LNG Netbacks series datafeed file

Example LNG Shipping Costs series datafeed file

Example LNG Slopes series datafeed file

Example LNG Vessel Rate Curves series datafeed file

Example Mexico Bidweek Prices datafeed file

Example Mexico Daily Prices datafeed file

Example Mexico Forward Prices datafeed file

Example MidDay series datafeed file

Example Shale series datafeed file

Example Weekly series datafeed file

When Do New Datafeed Files Become Available?

The release of each new datafeed is dependent on the series to which it belongs. For example, new Daily series datafeeds become available each business day, while Bidweek files are for full month flow and become available the first business day of each month.

With the exception of holidays, you should expect NGI datafeed series to follow this schedule:

Bidweek Series: Published the first business day of each month by 6:30 PM Eastern Time.

Daily Series: Published each business day by 6:30 PM Eastern Time.

Forward Series: Published each business day by 11:00 AM Eastern Time.

LNG Arb Curves Series: Published each business day by 5:30 PM Eastern Time.

LNG DES Prices Series: Published each business day by 5:30 PM Eastern Time.

LNGFlows Series: Published each business day by 12:30 PM Eastern Time.

LNG Landed Costs Series: Published each business day by 5:30 PM Eastern Time.

LNG Landed Prices Series: Published each business day by 5:30 PM Eastern Time.

LNG Netbacks Series: Published each business day by 5:30 PM Eastern Time.

LNG Shipping Costs Series: Published each business day by 5:30 PM Eastern Time.

LNG Slopes Series: Published each business day by 5:30 PM Eastern Time.

LNG Vessel Rate Curves Series: Published each business day by 5:30 PM Eastern Time.

Mexico Bidweek Prices (Mexico Bidweek Series): Published the first business day of each month by 6:30 PM Eastern Time.

Mexico Daily Prices (Mexico Daily Series): Published each business day by 6:30 PM Eastern Time.

Mexico Froward Prices (Mexico Forward Series): Published each business day by 11:00 AM Eastern Time.

MidDay Series: Published each business day by 2:30 PM Eastern Time.

Shale Series: Published each business day by 6:30 PM Eastern Time.

Weekly Series: Published the first business day of each week by 6:30 PM Eastern Time.

Holiday Calendar: To make it easy to keep track of when holidays may impact datafeed file availability NGI provides a publishing calendar with holiday observances which you can find here.

Field Definitions for the Bidweek, Daily, MidDay, Shale & Weekly Series

Average: The average price of the trades surveyed.

Deals: The number of trades that compose each price. NGI counts both the buy and sell side of a deal.

Delivery End Date: The last day the gas is nominated to flow.

Delivery Start Date: The first day the gas is nominated to flow.

High: The highest price of trades at a location.

Issue Date: The issue date of the newsletter in which this pricing information appears.

Location: Name of the pricing point. This can fields can change over time whereas its corresponding Pointcode will remain the same.

Low: The lowest price of trades at a location.

Pointcode: An alpha-numeric code for a location. The pointcode will not change for a particular location over time whereas the name of the location may change as pipelines change ownership or are re-branded (e.g. Arkla became Noram, became Reliant, became CenterPoint, and is now Enable).

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.

Region: The region section that the pricing point appears in as published in the corresponding NGI PDF publication (ex. NGI’s Daily Gas Price Index)

Survey End: The last day in which trading occurred for the survey period. For the Weekly GPI, this will usually be the last business day of the preceding week. For Bidweek Survey, this will be the last day of bidweek trading. This field is only included in series where more than one day of trading is being surveyed, which is why it does not appear in the Daily GPI series.

Survey Start: The first day in which trading occurred for the survey period. For the Weekly GPI, this will usually be the first business day of the preceding week. For Bidweek Survey, this will be the first day of bidweek trading. This field is only included in series where more than one day of trading is being surveyed, which is why it does not appear in the Daily GPI series.

Trade Date: The trading day on which gas was surveyed.

Volume: The sum of the volume of the deals included in our survey, expressed in thousands of MMBtus/day.

Field Definitions for the Mexico Bidweek Prices (Mexico Bidweek Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Pointcode: An alpha-numeric code for a location. The pointcode will not change for a particular location over time whereas the name of the location may change over time.

Location: Name of the pricing point.

Exchange Rate: The Peso/$U.S. exchange rate used in converting tariff rates on the day the prices were calculated.

US Low: Low price in $U.S/MMBtu. This value will be the same as the US Average Price while Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, the low price will represent the price of the lowest deal included in the average.

US High: High price in $U.S/MMBtu. This value will be the same as the US Average Price while Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, the high price will represent the price of the highest deal included in the average.

US Average Price: The average price in $U.S./MMBtu.

MX Low: Low price in Pesos/Gj. This value will be the same as the MX Average Price while Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, the low price will represent the price of the lowest deal included in the average.

MX High: High price in Pesos/Gj. This value will be the same as the MX Average Price while Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, the high price will represent the price of the highest deal included in the average.

MX Average Price: The average price in Pesos/Gj.

MMBtu Volume: The volume of traded gas included used to produce prices shown in MMBtu. These values will be empty wile Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, this field will begin to show values.

Gj Volume: The volume of traded gas included used to produce prices shown in Gj. These values will be empty wile Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, this field will begin to show values.

Deals: The number of deals done at this location used in the creation of the price. These values will be empty wile Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, this field will begin to show values.

Survey End: The last day in which trading occurred for the survey period.

Survey Start: The first day in which trading occurred for the survey period.

Field Definitions for the Mexico Daily Prices (Mexico Daily Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Trade Date: The trading day on which gas was surveyed.

Flow Start Date: The first day the gas is nominated to flow.

Flow End Date: The last day the gas is nominated to flow.

Pointcode: An alpha-numeric code for a location. The pointcode will not change for a particular location over time whereas the name of the location may change over time.

Location: Name of the pricing point.

Exchange Rate: The Peso/$U.S. exchange rate used in converting tariff rates on the day the prices were calculated.

US Low: Low price in $U.S/MMBtu. This value will be the same as the US Average Price while Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, the low price will represent the price of the lowest deal included in the average.

US High: High price in $U.S/MMBtu. This value will be the same as the US Average Price while Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, the high price will represent the price of the highest deal included in the average.

US Average Price: The average price in $U.S./MMBtu.

MX Low: Low price in Pesos/Gj. This value will be the same as the MX Average Price while Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, the low price will represent the price of the lowest deal included in the average.

MX High: High price in Pesos/Gj. This value will be the same as the MX Average Price while Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, the high price will represent the price of the highest deal included in the average.

MX Average Price: The average price in Pesos/Gj.

MMBtu Volume: The volume of traded gas included used to produce prices shown in MMBtu. These values will be empty wile Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, this field will begin to show values.

Gj Volume: The volume of traded gas included used to produce prices shown in Gj. These values will be empty wile Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, this field will begin to show values.

Deals: The number of deals done at this location used in the creation of the price. These values will be empty wile Mexico prices remain calculated. Once these prices begin to be set using a weighted-average-cost-of-gas methodology, this field will begin to show values.

Field Definitions for the Mexico Forward Prices (Mexico Forward Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Trade Date: The trading day on which gas was surveyed.

Pointcode: An alpha-numeric code for a location. The pointcode will not change for a particular location over time whereas the name of the location may change over time.

Location: Name of the pricing point.

Contract: Monthly contract for which prices are shown. Prices are published for 120 monthly contracts for each point to produce a forward curve going out 10 years.

Exchange Rate: The Peso/$U.S. exchange rate used in converting tariff rates on the day the prices were calculated.

Price: The price for a given contract at a given location, shown in $U.S./MMBtu.

Price MX: The price for a given contract at a given location, shown in Pesos/Gj.

Field Definitions for the Forward Series

The Forward series contains natural gas forward prices by point with monthly contracts going out ten years into the future. Prices are provided in both basis-to-Henry Hub (basis price) format and total-cost-of-gas (fixed price) format. Fixed prices are calculated as the sum the basis price and the Henry Hub futures price for the corresponding contract month.

In the Excel version of the datafeed, basis prices and fixed prices are separated by tab. Each tab is arranged with the list of all published locations in the first column. Columns for each monthly contract then follow in each subsequent column:

Location: The name of the forward location.

Contract Months (ex. Sep-19): The delivery months for each point going out ten years.

Field Definitions for the LNG Arbitrage Curves (Arb Curves Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Data Type: Denotes the series.

Pointcode: Alphanumeric identifier for the individual spread.

Contract Month: Month for which the spread values apply.

Variable Arb Spread: Variable arbitrage spread values.

Total Arb Spread: Total arbitrage spread values.

Name: Plain English name for the spread. Ex. “Sabine Pass to Asia Arbitrage Spreads”

Field Definitions for the LNG DES Prices (DES Prices Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Data Type: Denotes the series.

Pointcode: Alphanumeric identifier for the individual location.

Contract Month: Month for which the spread values apply.

Price: DES price for the contract month.

Name: Plain English name for the price/location. Ex. “DES Price – Mexico East”

Field Definitions for the LNGFlows Series

The LNG Flows series captures a rolling seven-day history of pipeline deliveries of natural gas to each of the major U.S. LNG export facilities broken out by feeder pipeline. For a visual representation of these data please see our LNG Tracker map (example below).

Flow Date: The date on which the gas is flowing on the actual pipeline and being delivered to the LNG facility.

Pointcode: A unique identifier for each of the pipeline Locations. While the Location could be renamed over time as pipelines are bought and sold, you can expect the Pointcode to remain the same.

Location: The name of the pipeline location. Ex. Sabine Pass Creole represents deliveries via the Creole Trail pipeline into the Sabine Pass LNG export facility.

Scheduled Quantity: The amount of gas being delivered in dekatherms.

Op Cap: The stated operational capacity of the pipeline location.

Field Definitions for the LNG Landed Costs (Landed Costs Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Data Type: Denotes the series.

Pointcode: Alphanumeric identifier for the individual cost curve.

Contract Month: Month for which the spread values apply.

Variable Landed Cost: Variable landed cost for the contract month.

Total Landed Cost: Total landed cost for the contract month.

Name: Plain English name for the price/location. Ex. “Sabine Pass to Asia Landed Costs”

Field Definitions for the LNG Landed Prices (Landed Prices Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Data Type: Denotes the series.

Pointcode: Alphanumeric identifier for the individual location/price.

Country: Month for which the spread values apply.

US Price: Price in U.S. units of measure.

US UOM: Unit of measure for U.S. price. Ex. USD/MMBtu

Name: Plain English name for the price/location. Ex. “Sabine Pass to Belgium Landed Price”

Field Definitions for the LNG Netback Prices (Netbacks Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Data Type: Denotes the series.

Pointcode: Alphanumeric identifier for the individual netback.

Contract Month: Month for which the spread values apply.

Price: Netback price for the contract month.

Name: Plain English name for the price/location. Ex. “Japan/Korea from GoM Netback Price”

Field Definitions for the LNG Slope to Brent Crude Price (Slopes Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Data Type: Denotes the series.

Pointcode: Alphanumeric identifier for the individual netback.

Price: Netback price for the contract month.

Name: Plain English name for the price/location. Ex. “Asia LNG Slope to Brent Crude”

Field Definitions for the LNG Vessel Rate Curves (Vessel Rate Curves Series)

Issue Date: The issue date of the newsletter in which this pricing information appears.

Data Type: Denotes the series.

Pointcode: Alphanumeric identifier for the individual netback.

Contract Month: Month for which the spread values apply.

Price: Netback price for the contract month.

Name: Plain English name for the price/location. Ex. “LNG Vessel Rate – West of Suez”

Corrections & Error Resolution

NGI occasionally corrects values in our data series if there is an error that materially affects the prices that is identified within three business days. These corrections are applied instantaneously to our API. We recommend that those automating the collection of our data recheck each file once per day during the three business days following publication to ensure they capture any potential changes to the file. While such changes are very rare, this would ensure that all captured data is accurate and complete.

Historical Data

Historical data are also available from NGI, for some locations dating back as far as 1988. To learn more about subscribing to historical data please contact sales@naturalgasintel.com.

Questions?

Please reach out to ngidata@naturalgasintel.com and we’ll be glad to help.