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Market Trials DAM/RUC/SASM

Market Trials DAM/RUC/SASM. Weekly Update. May 14, 2010. Antitrust Admonition. ANTITRUST ADMONITION

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Market Trials DAM/RUC/SASM

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  1. Market TrialsDAM/RUC/SASM Weekly Update May 14, 2010 http://nodal.ercot.com 1

  2. Antitrust Admonition ANTITRUST ADMONITION ERCOT strictly prohibits Market Participants and their employees who are participating in ERCOT activities from using their participation in ERCOT activities as a forum for engaging in practices or communications that violate the antitrust laws. The ERCOT Board has approved guidelines for members of ERCOT Committees, Subcommittees and Working Groups to be reviewed and followed by each Market Participant attending ERCOT meetings. If you have not received a copy of these Guidelines, copies are available at the Client Relations desk. Please remember your ongoing obligation to comply with all applicable laws, including the antitrust laws. DISCLAIMER All presentations and materials submitted by Market Participants or any other Entity to ERCOT staff for this meeting are received and posted with the acknowledgement that the information will be considered public in accordance with the ERCOT Websites Content Management Operating Procedure. http://nodal.ercot.com 2

  3. Agenda • DAM/ RUC/SASM summary • QSE Activities for Next Week • General Reminders/Updates • Environment Report • Outages • Known Issues • FAQ • Special Topics • Fixed/Variable/Curve • Common COP Issues • Get Notification Web Service • Question and Answers / General Discussion • Appendix ERCOT asks that Market Participants log into the WebEx session using their company name and then their name. This will allow ERCOT to take roll-call offline. http://nodal.ercot.com 3

  4. Market Trials 2010 Roadmap http://nodal.ercot.com 4

  5. SASM Overview for May 7 SASM overview • SASM market was opened at 9:49 am for the reason ‘AS Undeliverable’. This undeliverability scenario was created by the operator and assigned to one QSE for Hour 15-18 (REGUP -100MW, REGDN-100MW and RRS-200MW ). • AS procured from existing unexpired AS Offers • RRS MCPC $3.50 for all hours, RegUp is $5.00, and RegDn is $2.50. • No self-arrangement allowed in this scenario (no AS Obligations are sent) • If this was an actual AS undeliverability, HRUC would see the undeliverability, the Operator would call the affected QSE to see if it could move the AS to a different Resource. If not, ERCOT would open the SASM to replace it. http://nodal.ercot.com 5

  6. HRUC Overview for May 7 HRUC overview • ERCOT ran HRUC on May 7 at 10:18 am and made 82 Resource commitments. • Similar results to the DRUC for the same Operating Day that we discussed on last week’s call. • Number of issues created solution that was not operationally approved http://nodal.ercot.com 6

  7. Submission Overview for May 11 Submission overview • 192 QSEs participated for Op Day 5/12 • Cleared 24,010 - 31,711 MW per hour • Four major Load Zone prices ranged from $3.42 to $49.68. http://nodal.ercot.com 7

  8. Submission Overview for May 11 http://nodal.ercot.com 8

  9. Submission Overview for May 11 http://nodal.ercot.com 9

  10. Submission Overview for May 11 http://nodal.ercot.com 10

  11. Submission Overview for May 11 Submission overview • Energy Bids from QSEs – 80% of Load was requested. http://nodal.ercot.com 11

  12. Submission Overview for May 11 Submission overview • AS Offers • 25 QSEs submitted • AS Self-Arrangement from QSEs • 26 QSEs sent in AS Self-Arrangement • Energy Only Offers – 73 QSEs submitted EOOs • PTP Obligation Bids • 37 QSEs submitted PTP Bids • Averaged 3,054 MW hourly bid, 2,402 hourly award http://nodal.ercot.com 12

  13. Submission Overview for May 11 Notes from May 11 DAM: • Database connection issues caused Phase 2 to be delayed and run more than once (issue resolved and Phase 2 completed around 8 am). • AS Obligation calculation also needed to be reran for the same reason (around 8 am) • There was an AS insufficiency for hour 1 for RRS – AS requirement was reduced by approx. 60 MW. Done during post-processing, so this did not follow normal business procedure. • Process/procedure for AS insufficiency will be reviewed based on potential timing issues with completing multiple constrained DAMs • CPLEX (optimization) timed out so solution was not optimal • Would have rerun DAM but did not have time • Configuration parameter was adjusted for Thursday’s DAM to increase time to timeout • DAM published late (1:56 pm) http://nodal.ercot.com 13

  14. DRUC Overview for May 11 DRUC overview • ERCOT ran DRUC late (3:00pm) due to the delayed DAM completion on May 11 • Published 163 Resource commitments. • Not operationally approved based on operator experience. • Results were published to exercise market and ERCOT downstream systems (as described last week) • RUC clearing engine software results were consistent with input data • Status update on these issues will be discussed later http://nodal.ercot.com 14

  15. HRUC Overview for May 12 HRUC overview • ERCOT ran HRUC on May 12 at 9 am and made 99 Resource commitments. • Similar results to the DRUC for the same Operating Day • Note that 79 of the 99 resources committed were also committed for the DRUC, meaning the COP was not updated to reflect ‘ONRUC’ status http://nodal.ercot.com 15

  16. SASM Overview for May 12 SASM overview • ERCOT planned to open the SASM for Hour 15-18, which doesn’t work with a start time of 3:00 pm • SASM market was opened at 3:04 pm and closed at 3:39 pm. The study period was from Hour 19 to Hour 21. AS Plan was increased by 200 MW for RRS, 150 MW for NSRS, 100 MW for RegUp and 100 MW for RegDn in each hour. • No self-arrangement was submitted, so the total amount of the increased AS Plan was procured from existing unexpired AS Offers http://nodal.ercot.com 16

  17. Submission Overview for May 13 Submission overview • 198 QSEs participated for Op Day 5/14 • Cleared 27,607 - 38,396 MW per hour • Four major Load Zone prices ranged from $15.76 to $43.52. http://nodal.ercot.com 17

  18. Submission Overview for May 13 http://nodal.ercot.com 18

  19. Submission Overview for May 13 http://nodal.ercot.com 19

  20. Submission Overview for May 13 http://nodal.ercot.com 20

  21. Submission Overview for May 13 Submission overview • Energy Bids from QSEs – 120% of Load was requested. http://nodal.ercot.com 21

  22. Submission Overview for May 13 Submission overview • AS Offers • 27 QSEs submitted • AS Self-Arrangement from QSEs • 32 QSEs sent in AS Self-Arrangement • Energy Only Offers – 85 QSEs submitted EOOs • PTP Obligation Bids • 44 QSEs submitted PTP Bids • Averaged 5,408 MW hourly bid, 3,830 MW hourly award http://nodal.ercot.com 22

  23. DRUC Execution Overview for May 13 DRUC execution overview: • 64 Resources committed for Operating Day May 14 • Not operationally approved based on operator experience. • Results were published to exercise market and ERCOT downstream systems (as described last week) • RUC clearing engine software results were consistent with input data • Status update on these known issues will be discussed later Reminder that ERCOT running SASM and HRUC today as planned for Operating Day 5/14 – results will be discussed on next week’s call. http://nodal.ercot.com 23

  24. Next Week’s Activities Next week – Op Days are 5/19, 20, 21 DAM executing on 5/18, 19, 20 • DAM moving to 3 x week • No changes to guardrails for DAM from this week’s activities. • Load Bids requested as noted • We will continue to evaluate for potential AS insufficiency and reduce the AS Plan prior to clearing if necessary to avoid an AS insufficiency • COPs should reflect zonal throughout the week. The change from this week is that we are requesting no COP updates as a result of nodal market processes. Purpose: • One, to minimize confusion for the system-wide LFC test being conducted next week • Two, to evaluate RUC solution with COPs that reflect zonal operations • QSEs with Resources - reminder that LFC test will occur during this week and please ensure that your energy offer curves follow the LFC testing process http://nodal.ercot.com 24

  25. Next Week’s Activities DRUC executing on 5/18, 19, 20 after DAM HRUC and SASM executing on 5/19, 20, 21 • HRUC and SASM • HRUC will be executed on Wednesday, Thursday and Friday at 4 pm (target Operating Hours will be the balance of the Op Day) • SASM will be opened if needed based on system conditions http://nodal.ercot.com 25

  26. Next Week’s Activities Next week • Reminder that we transfer zonal outages to nodal every week on Monday • This transfer represents approximately 85% of the actual zonal outages • Again, next week ERCOT may do workarounds outside the normal business process to sidestep any issues that arise. Furthermore, we may approve the results of the RUC software even if the result is operationally unreasonable. The purpose of this is to exercise settlement and billing determinants related to RUC. http://nodal.ercot.com 26

  27. General Reminders/Updates • Network Model Update • Last data load was 5/10 • An updated settlement points and MP short name list was posted for the 5/10 load at http://nodal.ercot.com/readiness/markettrials/index.html • Next scheduled loads are 5/19 and 5/24 • Phase 5 Handbook for DAM/RUC/SASM • http://nodal.ercot.com/readiness/markettrials/dam/index.html • As mentioned on the kick off, please review the scripted operational scenarios in June described in the DAM Handbook. Send any suggested operational scenarios to markettrials@ercot.com by Monday, May 17thfor consideration to be added to the schedule. http://nodal.ercot.com 27

  28. General Reminders/Updates Credit system will be integrated with DAM by May 14 (May 18 DAM execution first affected by new credit limits). • Please dial-in to the COMS market call at 1 pm with any detailed questions about credit • Remember that bids/offers in excess of the Counter-Party credit limit will not be accepted by DAM • Also, Counter-Party digital certificates with the role CRR_Extracts assigned are needed to download credit reports from the MIS • NOTE: Normally collateral must be posted by noon to be considered in the DAM the next day. For next week, we are extended this to 3 pm http://nodal.ercot.com 28

  29. Support Metrics Market Participant Inbound Questions * This week, 35 out of 295 questions were responded to outside of the 24 hour time frame. http://nodal.ercot.com 29

  30. Day-to-day operations summary: Planned / Unplanned Outages Outages • Planned Outages • 05/14/10 12:00 pm – 05/17/2010 6:00 pm • Application patch installations are being planned during this time period. Users may experience a brief outage accessing the market system via Market Manager or external web services. • Unplanned Outages • 05/11/2010 4:45 am – 05/11/2010 7:45 am • System performance issues were experienced resulting in missed SCED executions and delay in DAM pre-processing tasks. Users may have also experienced delay with market transaction submissions during this time period. http://nodal.ercot.com 30

  31. Environment Report-Known Issues Full DAM/RUC/SASM known issues list will post every Friday night at http://nodal.ercot.com/readiness/markettrials/dam/index.html New DAM/RUC/SASM known issues • During the creation of award reports, some awards are improperly truncated instead of rounded. For example, an award of 4.9999 MW, which should have rounded to 5, was instead truncated to 4.9 when creating the award report. • When submitting an offer or bid without specifying the multihour block flag, it is supposed to default to ‘false’. Currently, it is defaulting to ‘true’ if hour 2 is included in the submission. • Currently, the COP consistency check event is alerting for inconsistencies between different online status (ON vs. ONREG) for JOUs. After the fix, the event will evaluate for online vs. offline vs. out only. http://nodal.ercot.com 31

  32. Environment Report-Known Issues Status update of recurring DAM/RUC software issues: • Issue with DAM/RUC software caused by special scenario created with certain outage data – split network/islanding of resources • Manual workaround is in place for ERCOT Operators • Emergency patch to fix issue is targeted by 5/17 • Decimal combination issue within DAM subroutines • Manual workaround has delayed DAM results • Emergency patch to fix issue is targeted by 5/17 • Bid/IDs with special characters issue • Validation rule added in External Interfaces Specification v1.19L, scheduled 5/28 • Please avoid these in your submission until then • Outage issue with regard to closed breakers • Potential fix identified, delivery date TBD • We are still evaluating possible workarounds • Data issues are also currently being worked by ERCOT teams to correct • Model load scheduled on 5/19 fixes many data issues • COP change for next week to focus on zonal operations • Continuing to look at other data issues with line ratings, load distribution factors, breaker statuses http://nodal.ercot.com 32

  33. FAQ Q: Do Energy Trade quantities need to be divided by 4 since the trade is at the 15-min interval level? A: No, quantities are in MW, not MWh, so the quantity does not need to be altered. Settlements makes the appropriate calculations. http://nodal.ercot.com 33

  34. Special Topic –Fixed/Variable/Curve More fixed offers/bids are submitted than predicted – 1/2 of the submissions. • Reminder of the submission types and the clearing behavior • Fixed: The quantity offered/bid must be completely awarded or not awarded at all. • Variable: Any amount between zero and the offered/bid can be awarded, for the same price. • Curve: A curve is constructed between the price/quantity pairs entered and any quantity along the curve can be awarded. http://nodal.ercot.com 34

  35. Special Topic –Common COP issues Notes from May 11 DRUC: • 39 Resources were OFF prior to the DAM ->received DAM TPO awards -> did not update COP and stayed OFF after the DAM -> committed in the DRUC • 2 were ON prior to the DAM -> received DAM TPO awards -> changed COP to OFF -> committed in the DRUC (one was a wind resource) Overall common COP issues ERCOT has observed: • No COP submitted at all. • Resource cannot be used by the market system • COPs need to be submitted for all hours of next 7 days • COP not updated with Wind Generation Resource Production Potential (WGRPP) • Capacity ERCOT sees may not be correct • HSL should be equal to WGRPP for the next 48 hours • COP with OFFNS/ OUT/EMR for resources online in zonal • Can cause violated constraints • Should be either ONLINE or OFF • OFF resources with zero start-up cost • Results in lots of commitments for Resources with small shift factor impact on the constraint • Care should be taken in this scenario. Zero startup cost offers on OFF Resources are likely to be RUC-committed and would then be subject to RUC clawback. • Conflicting COP submission for CC • Can cause ERCOT to be unable to use the capacity • Conflicting COP submission for JOU • Can cause ERCOT to be unable to use the capacity • COP with 0 HSL with ON status • RUC will mark as decommit http://nodal.ercot.com 35

  36. Special Topic –Web Service for Get Notifications ERCOT added a new web service to retrieve notifications in the last release (v1.19K) • It provides the ability to query for Bid, Resource Parameter, and VDI acceptance and rejection notifications • The ErcotGetNotifications.xsd currently has a different target name space from the other xml schema files • ErcotGetNotifications.xsd has http://www.ercot.com/schema/2010-01/nodal/ews/notifications/message • The other schema files have http://www.ercot.com/schema/2007-06/nodal/ews • A market participant has requested that we change the target name space to match the others • No feedback was received this week so we will proceed with this change in the next version of the External Interfaces Specification (after v1.19L) http://nodal.ercot.com 36

  37. Summary of DAM/RUC/SASM market trials Past few weeks of trials for DAM/DRUC/HRUC/SASM have had the objectives of ramping-up: - Ensuring connectivity and successful communications with markets (bids/offers/awards) - Exercising the mechanics of markets based on operational and market data - Responding to market questions on clearing behavior (hundreds of emails) - Tuning of software At this point no significant core application issues have been discovered (i.e., clearing engines and optimizations) ERCOT will begin transitioning to focus on quality of solution. To do so…. - ERCOT is focusing on operational data (breaker status, load distribution factors, ratings, RARF data, TSP data) - Need MPs to focus on realistic Resource data (i.e., COPs) and Resource Offers (start-up costs) - ERCOT will develop tools/scripts to measure and report data quality and solution What will change? - Focus on quality will supersede timelines (i.e., may re-run DAM/RUC late to get better solution) - In short-term need COPs to reflect actual plans (to compare with zonal) - More communication between ERCOT and MPs to address submission issues - This call will start to transition from reporting results to reporting issues and resolution path http://nodal.ercot.com 37

  38. Q&A Q&A / Open Forum http://nodal.ercot.com 38

  39. Appendix Appendix • Pre- and post-DAM reports • Special Topics http://nodal.ercot.com 39

  40. Other Note: • All transactions will be supported. • Trade submission and confirmation (Energy, Capacity and AS Trades) may be exercised at this time. • DAM notifications will be active. • Phase 2 Validation process will be active and supported. • QSE transactions that do not follow the guidelines are subject to cancellation at ERCOT’s discretion. • ERCOT may run DAM on non-supported days. No QSE participation is requested, and ERCOT staff will not be available to answer questions regarding the outputs of these non-supported processes. • CRR information from the market trials auction will be integrated into the market system. CRR Offers (by NOIEs) must contain CRR IDs from this auction in order to be valid. http://nodal.ercot.com 40

  41. Supplemental Materials http://nodal.ercot.com 41 Slide 41

  42. Report Postings Posted by 6 am: • Ancillary Services (AS) Plan • Load Ratio Shares (these will be static based on Zonal production data as of October 16, 2009) * • AS Obligations * • Wind Generation Resource Power Potential (WGRPP) forecast * and Aggregated WGRPP forecast • List of all Settlement Points and the mapping to Electrical Buses • Load forecasts for ERCOT system, Weather Zones and Load Zones • Load forecast distribution factors • Distribution Loss Factors and forecasted Transmission Loss Factors • Weather assumptions * Denotes MIS Certified reports http://nodal.ercot.com 42

  43. Report Postings Posted after each DAM: • Awards (AS Offers, Energy Offers, DAM Energy-Only Offers, DAM Energy Bids, CRR Offers, and PTP Obligation Bids) * • DAM Clearing Price for Ancillary Services (MCPC) • Day-Ahead hourly Settlement Point Prices (SPPs) • Day-Ahead hourly Locational Marginal Prices (LMPs) • Shadow Prices • Quantity of AS Offers • Aggregated AS Offer Curve • Total quantity of energy (in MWh) bought and sold in DAM See DAM Handbook for a list of all DAM/RUC/SASM reports available starting in Phase 4.0 - http://nodal.ercot.com/readiness/markettrials/dam/index.html. See MIS Handbook for a comprehensive list of reports available - http://nodal.ercot.com/readiness/markettrials/mis/index.html. * Denotes MIS Certified reports http://nodal.ercot.com 43

  44. Special Topics Phase 2 Validation reports and process • Phase 2 validation re-evaluates all submitted transactions at 7 am in the day-ahead with updated information, such as AS Obligation, CRR ownership, credit limits, etc. • If there is a validation error, ERCOT will cancel the transaction • We send a notification that a Phase 2 report is available for a particular transactions type, and notification containing the cancellation for the transaction. • You can query for the Phase 2 report via web service or on the Reports page of the Market Manager in order to view the reason for the cancellation. • Correct and resubmit prior to 10 am. • Note that submissions are locked out during the Phase 2 process, which is currently taking about 15 minutes to complete. http://nodal.ercot.com 44

  45. Special Topics Day-Ahead Self Commitment DAM clearing engine treats your TPO differently if you submit Startup and Minimum Energy (SU/ME) costs as $0 vs. NULL • If you submit with SU/ME as $0, DAM engine treats this as a normal offer where the QSE is not requesting SU/ME to be covered. HSL/LSL constraints will be respected. Also, if you are selected for an online Ancillary Service, you will also be awarded at least LSL on your offer curve. • If you submit with SU/ME as NULL, DAM engine is signaled to ignore the HSL/LSL constraints for the resource. In this scenario, the offer curve submitted will start at 0 MW and go to the max MW quantity desired – again, DAM will ignore LSL/HSL constraints. If the offer curve submitted doesn’t start at 0 MW, it will be extended to 0 MW by DAM. If the resource is selected for Ancillary Services, no requirement to also award TPO at LSL (since no LSL constraint honored in this case). http://nodal.ercot.com 45

  46. Special Topics Day-Ahead Self Commitment The purpose of the NULL: It allows a QSE to use part of a Resource to serve its own load, and then offer in the rest to the DAM and enable the offer to be co-optimized with its AS Offer. Example: A Resource has 100 MW LSL and 400 MW HSL, and the QSE has already committed 300 MW of the Resource through some other mechanism. The QSE wishes to offer the remaining 100 MW, which would otherwise be ignored due to the 100 MW LSL. Then going into real-time, so QSEs will need to update their TPO to cover the full capacity of the resource, from LSL to HSL, rather than from 0 MW. To do that if the resource is awarded in the DAM, the QSE must provide a reason code, which is DSCM. This functionality came about due to TPTF subgroup on the issue. It has not yet been added to the protocols but will during our protocol traceability/cleanup effort. http://nodal.ercot.com 46

  47. Special Topics Bid/Offer efficiencies • ERCOT has identified efficiencies in Bid/Offers submission with regard to the format of submission • This applies to all transaction that use a Bid ID or an Offer ID (Energy Only Offers, Energy Only Bids, PTP Obligation Bids, and CRR Offers) • Preference is for QSEs to submit the same Bid/Offer ID for each hour in the submission, versus submitting a different Bid/Offer ID for every hour. The market system treats the submission the exact same way, regardless of which format is used • Using the preferred format will optimize DAM system performance • For xml examples detailing this issue, please view a document that will be posted along with this presentation on the calendar page at http://www.ercot.com/calendar/2010/04/20100409-MT • This was discussed at NATF 4/6, we send an email to the nodal technical contacts that we have on file for all QSEs, and we will add it to the External Interfaces Specification http://nodal.ercot.com 47

  48. Special Topics JOUs and COP consistencies • In DAM, if the different owners of the jointly-owned unit have submitted conflicting COP statuses for the current day, online statuses will overwrite offline statuses when DAM is determining the initial condition of the unit (i.e., is the unit online or offline at the start of the next operating day). • In RUC, if the different owners have conflicting COP statuses for the next operating day: • If any owner has OUT status for any hour then the unit is considered OUT. • If all owners have submitted a COP, and at least one of them has an online status in a particular hour then the resource status for the unit is online (unless any owner has OUT) http://nodal.ercot.com 48

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