Independent Power Producers & Energy Traders

PJM Markets & Operations — LMP, Load, Fuel Mix and Reserves Data

Datadory delivers independent power producers & energy traders data covering PJM Interconnection's wholesale market and grid operations for the largest US RTO: day-ahead and real-time locational marginal prices with energy, congestion and loss components by bus, zone, hub and interface, hourly load, generation fuel mix with wind and solar output, reserve clearing results and scheduled interchange - delivered daily, weekly, or hourly.

API, files, or your warehouse. Daily, weekly, or hourly.

Where it covers
The PJM reliability footprint: all or parts of Delaware, Illinois, Indiana, Kentucky, Maryland, Michigan, New Jersey, North Carolina, Ohio, Pennsylvania, Tennessee, Virginia, West Virginia and the District of Columbia. Prices resolve down to individual buses and up through the twenty-two listed zones, trading hubs and external interfaces, so congestion between two points inside one zone stays observable instead of being averaged away.
How far back
Five-minute intervals on real-time feeds and hourly intervals everywhere else - day-ahead results, metered load, fuel mix and reserve clearing. Hourly real-time and day-ahead LMP archives reach back well beyond two years of queryable depth, while roughly six months of five-minute history holds online before older intervals retire to reduced-flexibility archive storage.
How fine
Per pricing node, zone, hub, interface, fuel type and load area, per five-minute or hourly interval - with load additionally tagged by both NERC region and market region in the same observation.

What is PJM Markets & Operations?

It is the operations-and-markets face of PJM Interconnection, the regional transmission organization that runs both the wires and the wholesale market across all or parts of thirteen states plus the District of Columbia - the largest such footprint in the country. The landing surface carries a live “Today’s Outlook” panel reading current RTO load in megawatts, forecasted peak, real-time RTO price, generation totals, renewables output and zonal prices side by side; behind it sit dozens of individually documented report families consolidated under one catalog entry.

Prices come first: day-ahead hourly locational marginal prices and real-time prices at both hourly and five-minute resolution, every total broken into system energy, congestion and marginal loss components, quoted per bus, zone, hub and external interface, and restated through a version flag rather than overwritten. Load follows - hourly metered values with an estimated variant and a preliminary cut, tagged by NERC region and market region simultaneously, plus seven-day and very-short-term forecasts. Supply is generation by fuel type with megawatts, percentage-of-total and an explicit renewable marker, with wind and solar output published in dedicated feeds. Reliability products round it out: Day-Ahead Scheduling Reserve clearing prices and cleared quantities, sync and non-sync reserve and regulation results, transfer limits against actual flows, actual versus scheduled interchange, forecasted generator outages and uplift by zone.

Two properties make this catalog entry unusual. First, scale: a single day of five-minute real-time prices across every node runs to millions of rows, which is why scoped pulls beat whole-archive drags. Second, honesty about revision: because price rows carry their version metadata, a backtest can reconstruct what traders knew when, not just how events settled.

What you can build with it

Basis and spread modeling. Take day-ahead and real-time prices decomposed into energy, congestion and loss at your specific nodes and you can price a merchant asset's basis against its hub, backtest how often congestion ate the spread, and stress the result against the real-time series instead of assuming the day-ahead settle held.

Scarcity and reserve research. Day-Ahead Scheduling Reserve clearing prices arrive next to the quantities that cleared, and sync-reserve, non-sync reserve and regulation clear separately - enough structure to study how scarcity propagates from reserves into energy prices without improvising proxies.

Load forecasting with honest error bars. Metered hourly load by NERC region, market region and load area sits in the same schema as the seven-day and very-short-term forecasts, so forecast error becomes a measurable, region-specific quantity rather than a story.

Renewables penetration and curtailment pressure. Fuel-mix percentages over time, with wind and solar output tracked separately and flagged renewable, chart exactly how fast gas displaced coal and where renewables now set the margin.

Congestion attribution. The congestion component at each node lines up against transfer limits and flows on the interfaces, turning “the wires were tight” into a dated, quantified event series.

East-west benchmarking. Normalized node-and-interval tables pair directly against the western tape in CAISO OASIS for cross-market studies.

Who uses it

Traders and quant researchers build basis, spark-spread and storage models directly on the nodal and hub price families via investors quants use cases. Data scientists train price and load models on versioned observations and labeled forecasts via data scientists use cases.

IPP analysts and originators benchmark candidate sites against realized hub and zonal prices, then read the reserve and outage feeds for the reliability backdrop their revenue depends on. Market researchers and consultants chart fuel mix, load growth and reserve trends into regional energy reports via market researchers use cases. Developers and product builders power eastern-interconnect applications on keyed deliveries; see developers builders use cases. Journalists, academics and students fact-check grid-stress and price-spike stories against official operational records rather than dashboard screenshots.

The common thread: all of them need the decomposed, versioned rows. Averaged zone charts hide both the congestion and the restatements that move the money.

Questions buyers ask

How much price history does the dataset cover?

Hourly real-time and day-ahead locational marginal price archives reach back well beyond two years of queryable depth, while roughly six months of five-minute real-time history stays online before older intervals retire into archive tiers with reduced query flexibility. Depth moves inversely with freshness, which is why long backtests want the deep tier rather than only the recent window.

How granular are the locational marginal prices?

Day-ahead prices settle hourly for each of the twenty-four hours of the following operating day; real-time prices exist at both hourly and native five-minute resolution. All of it resolves per pricing node - individual bus, transmission zone, trading hub or external interface - with the energy, congestion and loss components riding alongside every total.

What do the energy, congestion and loss components add over the headline price?

The total tells you what happened; the decomposition tells you why. Separating system energy from congestion and marginal losses lets you distinguish a fuel-driven move from a transmission-driven one at a specific node - the difference between a hedged position and an unhedged one, and the reason component-split rows ship standard here.

How does this compare with CAISO OASIS market data?

Same settlement-grade concept, different market design. PJM pairs its day-ahead and real-time markets with Day-Ahead Scheduling Reserve, sync and non-sync reserve and regulation constructs; CAISO layers flexible ramping products, greenhouse-gas pricing and a large western imbalance market on top of its own nodal structure. Analysts covering both typically normalize each into a common node-interval table first - which is exactly how deliveries arrive.

Does the dataset cover individual generator output?

No. Unit-level generator output, nodal load below the reported areas, capacity commitments, unmasked supply offers and facility coordinates are treated as confidential and never published, so the operational picture stops where reliability security begins. Generation appears as fuel-type totals plus dedicated wind and solar output series instead.

Can I get just my nodes rather than the whole footprint?

Yes. Because everything keys on node, zone and interval timestamp, a sample or an ongoing feed can be cut to a watchlist of buses, zones, hubs or load areas without dragging millions-of-row days along with it. Name the nodes and date ranges when you request a sample and it arrives already shaped.

Are price revisions handled, or do I inherit silent restatements?

Handled. Every LMP row carries a current-version flag and a version number counting its restatements, so a pull can reconstruct the revision chain instead of silently inheriting whatever the latest overwrite left behind. Settlement-quality history gets rebuilt deliberately, not guessed at.

Notes on this record

  • Every price decomposes three ways System energy, congestion and losses ride alongside the total on every nodal row - so a spike can be attributed to fuel, wires or physics before anyone starts guessing.
  • Five minutes is the native beat Real-time prices publish on five-minute dispatch intervals, the exact resolution battery dispatch and volatility models run on - no upsampling required.
  • Rows remember their revisions A current-version flag and a version counter travel with every price row, so settlement restatements become reconstructable history rather than silent overwrites.
  • One footprint, thirteen states deep From ComEd in northern Illinois to PEPCO around the capital, prices resolve to buses and load tags to both NERC and market regions - congestion between two points in one zone stays visible.

See the rows before you pay anything.

Name this dataset and we send real records from it — scoped to the fields you asked for.

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