OASIS Energy Interoperation TC

  • 1.  Groups - Energy Interoperation TC Weekly Teleconference modified

    Posted 04-21-2010 14:59
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  • 2.  RE: [energyinterop] Groups - Energy Interoperation TC WeeklyTeleconference modified

    Posted 04-21-2010 22:17 
    In reference to the interaction diagrams, Bill and I talked a bit about the applicability of these to the transactional energy side of EI. Clearly, a price is communicated on both sides: on the DR event side as a notice of price based on a pre-executed contract. On the market side it is also a price, but may be delivered simultaneously with the contract execution. Then, DR events include a bunch of other services per Bill's notes (and not including a bunch of intra-domain services as came up on the call). And transactional energy includes all the bidding services already in OpenADR (but not including CreateBid and DeleteBid, Bill, as that also is intra-domain), plus whatever else is missing for offers and options trading. 

One incongruence that I see is that in OpenADR price is passed as a sub-element of event. How does that mesh with transactional energy?

Thanks,
David


    
                                                
    
					
                                                    

        
                                                
				
    
                                                
    
                                                    
                                                        
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  • 3.  RE: [energyinterop] Groups - Energy Interoperation TC WeeklyTeleconference modified

    Posted 04-21-2010 22:32 
    David,

When we designed OpenADR we started out from the point of view that DR Events and RTP transactions were different beasts which is reflected in our use case diagrams.  When we started to look more carefully though at the data requirements for both we found that many of the same attributes of a RTP signal were also reflected in our definitions of a DR event, namely schedules and time slots for when the information is valid.  We therefore decided to use the same structure for both - i.e. the notion of a "signal" (event in OpenADR) that can carry different types of information wherein price is one type. That being said, I can definitely envision a scenario where the prices are continuously streamed, much like a stock ticker, and in that case there could be a divergence from what we originally did in OpenADR.


-ed koch



    
                                                
    
					
                                                    

        
                                                
				
    
                                                
    
                                                    
                                                        
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  • 4.  RE: [energyinterop] Groups - Energy Interoperation TC Weekly Teleconference modified

    Posted 04-22-2010 00:26 
    That is in fact the case in the ISO-NE energy market as well as in the PJM
energy market.  The new NYISO DR management platform, now in development,
also anticipates this as I understand it.  Of course the other markets
remain. We anticipate that at some point, price streams will drive demand
management activity, but in more of a passive fashion than today.  Meanwhile
"active DR", with an overt signal, will be more in a creature of regulation
and reliability.  Long way 'round to say both systems will co-exist.

Phil Davis


    
                                                
    
					
                                                    

        
                                                
				
    
                                                
    
                                                    
                                                        
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