Somebody could provide me of examples when the market did not clear?
Where are the clearing price and energy volume broadcasted to the broker? (Is it through the Orderbook?)
Thanks in advance.
I am not sure what you mean by "the market did not clear". If there was a case where bids and asks that could have been cleared were not, that's an error and I would like to know about it. But I know of no such cases.
In each timeslot, the wholesale market clears for each of the 24 open timeslots (1 hour to 24 hours in the future). For each of these clearings, a ClearedTrade message is generated and sent to all the brokers. You should be able to see them in your logs - they arrive as xml messages starting with "<trade id=...". Each one gives the timeslot, price, and traded quantity. The accompanying orderbook lists the uncleared bids and asks for that timeslot - the bids with prices too low to clear, and the asks with prices too high to clear.