aemo (version 0.4.3)

aemo_market_notices: NEM market notices

Description

Returns the MARKETNOTICEDATA feed from MMSDM. Market notices are AEMO's free-text log of market-relevant events: Lack of Reserve (LOR1/2/3) declarations, Reliability and Emergency Reserve Trader (RERT) activations, market suspensions, market directions, unit withdrawals, system security events, administered price declarations, and operator advisories.

Usage

aemo_market_notices(start, end, notice_type = NULL, region = NULL)

Value

An aemo_tbl with columns from MARKETNOTICEDATA: noticeid, effectivedate, typeid (notice category), originator, priority, reason (the notice text), externalreference, and where present regionid.

Arguments

start, end

Window (inclusive) applied to EFFECTIVEDATE.

notice_type

Optional character vector (e.g. "LOR1", "RERT", "PRICES SUBJECT TO REVIEW"). Case-insensitive substring match.

region

Optional NEM region code.

Details

Pair with aemo_constraints() and aemo_price() to sequence the causal chain of a price event. Rangarajan, Svec, Foley and Trück (2025, Energy Economics 141) use MARKETNOTICEDATA to order the intervention messages that mark entry to and exit from the June 2022 NEM suspension.

See Also

Other dispatch: aemo_bids(), aemo_constraints(), aemo_dispatch_units(), aemo_fcas_enablement(), aemo_gencon(), aemo_interconnector(), aemo_outages(), aemo_rooftop_pv(), aemo_spd_constraints()

Examples

# \donttest{
op <- options(aemo.cache_dir = tempdir())
try({
  # LOR declarations during the June 2022 NEM suspension
  n <- aemo_market_notices(
    start = "2022-06-13",
    end   = "2022-06-14",
    notice_type = "LOR"
  )
  head(n)
})
options(op)
# }