Day-Ahead Shadow Prices & Binding Constraints

Binding transmission constraint and contingency pairs from ERCOT's Day-Ahead Market solution, one row per constraint, contingency, and delivery hour, including the limiting facility, its from and to stations, the constraint limit, flow, and violation in MW, and the shadow price.

Congestion & Constraints data

Download data

Native record

event_time x constraint_id x contingency_name

hourly (DAM) publication cadence

Evidence

Cleared day-ahead market

A market outcome, not a physical observation

Time basis

Point-in-time records

UTC · event_time

Overview

A row establishes that the named constraint bound in the cleared day-ahead solution for that hour and its marginal system cost. It does not, by itself, identify which settlement point or hub the constraint affected, or establish that the constraint bound in real time; the first requires shift-factor or direct attribution evidence, and real-time binding is recorded in the SCED shadow prices. The official source is ERCOT report NP4-191-CD.

Query contract

Preserve one canonical row per (event_time, constraint_id, contingency_name) before aggregating.

Analysis rules

Group only after preserving the declared grain: event_time, constraint_id, contingency_name.

Schema15

Column

Type

event_timeDateTime64(6, 'UTC')

constraint_idLowCardinality(String)

constraint_nameNullable(String)

contingency_nameLowCardinality(String)

limiting_facilityNullable(String)

constraint_limit_mwNullable(Float64)

constraint_value_mwNullable(Float64)

violation_amount_mwNullable(Float64)

shadow_priceNullable(Float64)

from_stationNullable(String)

to_stationNullable(String)

dst_flagNullable(Bool)

emil_idNullable(String)

doc_idNullable(Int64)

ingested_atDateTime64(6, 'UTC')

Sample data

event_time	constraint_id	constraint_name	contingency_name	limiting_facility	constraint_limit_mw	constraint_value_mw	violation_amount_mw	shadow_price	from_station	to_station	dst_flag	emil_id	doc_id	ingested_at
2026-09-19 05:00:00.000000	1107	NLARSW_PILONC1_1	DDNEDBP5	∅	139	139	∅	0.191	NLARSW	PILONCIL	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1106	DKEC_JATN1_1	SROTROB9	∅	36	36	∅	0.078	JATN	DKEC	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1105	CHERRT_CHERRY1_1	BASE CASE	∅	30	30	∅	0.021	CHERRYCR	CHERRTAP	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1104	RIOHND_ERIOHND_1	MKNGSTE5	∅	190	190	∅	0.011	RIOHONDO	MV_RIOHO	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1103	CROSSO_PALOUS1_1	SWOLPAL8	∅	175	175	∅	0.901	PALOUSE	CROSSOVE	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1102	138_FTS_LNC_1	SLEOSGA8	∅	248	248	∅	0.037	FTST	LEONCRK	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1101	COCS_FTST1_1	SBROALP9	∅	59	59	∅	0.022	COCS	FTST	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1100	PALOAL_TITAN_1_1	SSTILOM8	∅	202	202	∅	0.318	TITAN_SU	PALOALTO	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1099	RIO_GRAN_138_	DHUTGIL8	∅	90	90	∅	8.079	RIO_GRAN	RIO_GRAN	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1098	LENSW_PUTN2_1	SCLCGTN8	∅	87	87	∅	1.157	PUTN	LENSW	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1097	STCO_STER1_1	DBAKCED5	∅	38	38	∅	2.241	STER	STCO	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1096	BAKRFLD_CEDCAN_1	SBAKCED5	∅	1793	1793	∅	0.039	CEDACA	BAKESW	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1095	CHISMGRD_TLINE_1	BASE CASE	∅	241	241	∅	0.017	HCKSW	CHISMGRD	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1094	MIDW_OZONA1_1	SWOLPAL8	∅	30	30	∅	0.871	OZONA	MIDW	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1093	6830__B	SGRMGRS8	∅	46	46	∅	0.261	CRDSW	OLNEY	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1092	MH_PP_1	SSTILOM8	∅	259	259	∅	0.596	MILHWY	SILASRAY	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1091	1560__A	STNSTCO8	∅	238	238	∅	0.033	PREST	RENTP	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1090	BENTS_FRTER_1B_1	SBENS_M8	∅	213	213	∅	3.229	FRONTERA	S_MISSIN	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1089	6615__A	XBSP89	∅	70	70	∅	0.207	CARBN	BSPSW	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1088	BW_KELLAM_RC_1	BASE CASE	∅	66	66	∅	0.243	BENWH_RC	KELAM_SL	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1087	6635__G	SCLCGTN8	∅	31	31	∅	21.314	MRVLY	ESTLD	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1086	LAKENA_SAMATH1_1	SWOLPAL8	∅	38	38	∅	13.191	LAKENASW	SAMATHIS	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1085	950__B	XVE2N58	∅	238	238	∅	2.028	SARDIS	WXHNW	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1084	BANDER_AT3	XBAN89	∅	40	40	∅	5.837	BANDER	BANDER	false	∅	∅	2026-09-19 01:14:12.351061
2026-09-19 05:00:00.000000	1083	LPLMK_LPLNE_1	SBWDDBM5	∅	218	218	∅	6.315	LPLMK	LPLNE	false	∅	∅	2026-09-19 01:14:12.351061

Coverage

100.0% complete0 gap days3,548 days with data

Show coverage history

Coverage: 100.0%Days with data: 3,548Gaps: 0

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Related congestion & constraints data

Related congestion & constraints data
Dataset	Description
Constraint Shift Factor RunsERCOT · nightly (one row per completed run)	One row per COMPLETED nightly estimation of ERCOT constraint shift factors, and the only record that a run finished. Resolve the latest usable run here — computed_at = (SELECT max(computed_at) FROM atg.ercot_constraint_sensitivity_runs) — and never off max(computed_at) of the sensitivities themselves, because a run writes its rows in blocks that all carry the new timestamp and an unfinished or abandoned run would otherwise look like the newest one. Each row also carries how much evidence that run had: interval_coverage is the fraction of published dispatch intervals that survived admission, intervals_refused_unexplained counts intervals showing congestion with no constraint recorded as binding (an unobserved binding set), constraint_feed_lag_minutes is how far the constraint feed trailed the price feed, and constraints_seen / constraints_in_fit / constraints_reported show how many constraints bound, how many were good enough to control for, and how many earned a published estimate.
Constraint Shift Factors (Estimated)ERCOT · nightly (60-day rolling estimation window)	Estimated sensitivity of every ERCOT pricing location's price to every binding transmission constraint: one row per constraint, contingency, and location, recomputed nightly over a rolling 60-day window. This is what answers 'which nodes drive this constraint' and 'which constraints is this node exposed to'. Covers ERCOT's transmission constraints with their contingency and both named terminals, over 1,123 settlement points. shift_factor is in the ISO's orientation — POSITIVE means an incremental MW injected at that node increases loading on the constraint and the node is paid below system lambda while it binds; NEGATIVE means generation there relieves the constraint and earns a premium. These are ESTIMATES recovered from the price identity LMP = energy - sum(shift_factor x shadow_price), not a published PTDF matrix. They are measured RELATIVE TO THE MARKET'S REFERENCE — the identity yields SF(node) - SF(reference), so a single absolute value should be quoted as 'relative to the system reference' rather than as the node's PTDF, while DIFFERENCES between nodes are exact because the reference term cancels. Three further differences from a published matrix: they describe a NODE (a generator at that node inherits its location's value, and two units at one node are indistinguishable), they reflect the topology actually in effect across the window including outages rather than a stated base case, and every one carries a std_error from a 200-draw block bootstrap that resamples whole days. Read std_error before quoting shift_factor: an estimate whose absolute value is not at least twice its standard error is not distinguishable from zero. estimation_status says why a row has no number — 'thin_support' (in the fit, so it is controlled for, but under 12 binding intervals or under 3 distinct binding days), 'no_support' (under 3 binding intervals; not a regressor), or 'collinear' (it bound in lockstep with another constraint, so the two cannot be separated). Where from_station and to_station are populated they identify the monitored element and are NOT the constrained direction — the sign of shift_factor is what says which way. Every read must pin computed_at to one run, and must resolve that run through the companion atg.<iso>_constraint_sensitivity_runs ledger rather than off max(computed_at) here — rows are written in blocks that all carry the new timestamp, so an unfinished or abandoned run would otherwise look like the newest. Mixing runs averages a node across different network topologies.
CRR Monthly Auction ResultsERCOT · monthly auction posting	Cleared ERCOT monthly Congestion Revenue Right auction awards, one row per source-to-sink CRR and time-of-use block, including awarded MW and the auction shadow price per MWh. This is public auction evidence for who acquired a path and at what clearing price. It does not contain realized day-ahead congestion settlements, fees, later trades, the holder's full portfolio, or net profit, so auction cost must not be described as payout or profitability. The official source is ERCOT report NP7-803-M.
ERCOT Day-Ahead Binding ConstraintsERCOT · hourly (DAM)	Which transmission facilities bound in ERCOT's day-ahead market and what each one cost, one row per interval and constraint. 2.94M rows, 2017-01 to the next delivery day. Columns: event_time, constraint_name, shadow_price_usd_mwh, plus contingency, from_station and to_station, limit_mw and flow_mw. The shadow price is the marginal cost of the binding limit — what the market would have saved from one more megawatt of capability on that element. This is the table that answers WHY congestion appeared; a price spread between two locations shows that they separated but not which facility separated them.