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

Open in Data

One row per: event_time x constraint_id x contingency_name; Hourly (DAM) 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.

Access

Download: Query it in SQL, download it, or read it with an API key. Download data
Full history: Delivered to Snowflake, Databricks or your own storage on a schedule by Data services.
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Schema

15 columns

Column	Type
`event_time`	`DateTime64(6, 'UTC')`
`constraint_id`	`LowCardinality(String)`
`constraint_name`	`Nullable(String)`
`contingency_name`	`LowCardinality(String)`
`limiting_facility`	`Nullable(String)`
`constraint_limit_mw`	`Nullable(Float64)`
`constraint_value_mw`	`Nullable(Float64)`
`violation_amount_mw`	`Nullable(Float64)`
`shadow_price`	`Nullable(Float64)`
`from_station`	`Nullable(String)`
`to_station`	`Nullable(String)`
`dst_flag`	`Nullable(Bool)`
`emil_id`	`Nullable(String)`
`doc_id`	`Nullable(Int64)`
`ingested_at`	`DateTime64(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
2026-11-04 06:00:00.000000	917	CAPELL_MERK1_1	SMCEABS8	∅	38	38	∅	70.478	CAPELLA	MERK	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	916	300__A	DSALKLN5	∅	1339	1339	∅	1.651	TMPSW	TMPCR	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	915	CORONA_AT4	SSANFER8	∅	49	49	∅	18.502	CORONA	CORONA	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	914	589T589_1	SWRDYN8	∅	220	220	∅	11.603	EL_CAMPO	RICEBI	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	913	FORTMA_YELWJC1_1	STREMAD8	∅	151	151	∅	7.053	FORTMA	YELWJCKT	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	912	ASHERT_LIPTON1_1	SBIGASH8	∅	122	122	∅	6.218	LIPTON	ASHERTON	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	911	PUTN_69T1	SOAKNIC8	∅	99	99	∅	640.459	PUTN	PUTN	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	910	LAKENA_SAMATH1_1	SCROPAL8	∅	38	38	∅	576.007	LAKENASW	SAMATHIS	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	909	FORTMA_YELWJC1_1	XMAS89	∅	151	151	∅	117.705	FORTMA	YELWJCKT	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	908	MASN_XF1L	SFORYEL8	∅	89	89	∅	9.11	MASN	MASN	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	907	ESCOND_GANSO1_1	SBRAHAM8	∅	122	122	∅	63.143	ESCONDID	GANSO	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	906	ESCOND_GANSO1_1	SBRAPIN8	∅	122	122	∅	62.154	ESCONDID	GANSO	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	905	FTST_SOLSTI1_1	SLEOSGA8	∅	231	231	∅	2.874	SOLSTICE	FTST	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	904	BCVPSA03_A	DGBY_KG5	∅	478	478	∅	4.207	PSA	BCV	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	903	670T670_1	DAUSLOS5	∅	274	274	∅	59.586	GIDEON	BUTLER	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	902	BLESSING_1382	DELNHST5	∅	428	428	∅	10.814	BLESSING	BLESSING	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	901	6635__G	STUDLEN8	∅	35	35	∅	834.437	MRVLY	ESTLD	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	900	BLESSING_1382	DELMNHK5	∅	428	428	∅	7.258	BLESSING	BLESSING	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	899	SGVSW_MR2L	STRSWTR5	∅	750	750	∅	30.967	SGVSW	SGVSW	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	898	CELANE_N_SHAR1_1	MTGULAP5	∅	256	256	∅	0.009	N_SHARPE	CELANEBI	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	897	1545__A	SPRSTCO8	∅	271	271	∅	0.004	FLTSW	PRSSW	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	896	DOWOAS18_A	DWPWFWP5	∅	1314	1314	∅	2.998	DOW	OAS	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	895	GN_PZ_08_A	DOASWAP5	∅	387	387	∅	7.402	GN	PZ	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	894	BW_KELLAM_RC_1	BASE CASE	∅	66	66	∅	0.015	BENWH_RC	KELAM_SL	false	∅	∅	2026-11-03 03:14:07.402226
2026-11-04 06:00:00.000000	893	BIGLAK_PHBL_T1_1	SOZNFRI9	∅	38	38	∅	5.955	BIGLAKE	PHBL_TAP	false	∅	∅	2026-11-03 03:14:07.402226

Coverage

Complete: 100.0%
Gap days: 0
Days with data: 3,594

Show coverage history

Coverage: 100.0%Days with data: 3,594Gaps: 0

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Related data

Related congestion & constraints data
Dataset	Description
Constraint Shift Factor RunsERCOT · hourly (one row per completed run)	One row per COMPLETED hourly 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 · hourly (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 hourly 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. ERCOT method_version='public-recent-prior-v1' retains a 60-day public-price prior and updates it with seven days of public observations, with an hourly refresh and one-hour input buffer. No official factors or network models enter the estimator. Independently identified factors with at least three binding intervals but fewer than 12 intervals or three binding days have estimation_status='provisional': shift_factor is populated, std_error and node_r2 are NULL, n_resamples is zero, and actual support counts are preserved. Explicitly label these early estimates and exclude them from confidence-ranked results. 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 each row with estimation_status='estimated' 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.