Quantify Energy Exposure with Reliable Commodity Data

Why EnergypriceAPI?

• Historical Time-Series Data: Access deep historical pricing to backtest hedging strategies, model VaR scenarios, and understand how your portfolio would have performed under past market conditions.
• Multi-Commodity Exposure: Track WTI, Brent, natural gas, and gasoline simultaneously — essential when your organization has exposure across multiple energy inputs.
• Rate-of-Change Monitoring: Compare current prices against historical baselines to spot unusual movements early and adjust positions before exposure grows.

In a market shaped by geopolitical disruptions and supply volatility, systematic risk quantification is more important than ever.

Data Infrastructure for Risk Teams

• Backtest with Confidence
  Historical pricing data across all supported commodities lets you validate hedging models against real market conditions — not hypothetical scenarios.
• Monitor Positions in Real Time
  Live pricing feeds let you continuously mark-to-market and monitor hedge effectiveness as conditions change throughout the trading day.
• Clean, Consistent Data
  JSON responses with consistent schemas make it straightforward to pipe data into your risk models, spreadsheets, or ETRM systems without manual transformation.

What We Offer

• Historical & Real-Time Commodity Prices
  Deep historical time-series and live pricing for WTI, Brent, natural gas, and gasoline.
• Consistent, Reliable Data
  Clean JSON responses with consistent schemas — no data cleaning or format wrangling required.
• Scalable Access
  Flexible plans from free prototyping to high-volume business access with 60-second update frequencies.