104 results about "Intra day" patented technology

The subject invention overcomes the limitations of known market data displays by producing a graphical market display that integrates analysis of both 1) intra-day trading activity by classes of market participant, and 2) projected market impact as a function of trade size give the present set of executable orders in an electronic securities trade execution network. In a preferred embodiment, the display is used as the graphic user interface (GUI) of an ECN. In alternate preferred embodiments, the display is offered by a market data analysis service that accesses information form one or more ECNs, exchanges, or stock market. In another alternate embodiment, the display is created by software on a user computer form liquidity information already on that user computer.

A system and method that provides a message engine to facilitate intra-day receiving of first data relative to the trade transaction on behalf of one party to the trade transaction, wherein the first data include a code identifying an opposing party to the transaction; sending a message to the designated opposing party prior to submitting the trade transaction for matching prior to end-of-day clearing; and monitoring a message queue for a response and sending a message to at least one of the parties based on the response.

The present disclosure provides automated systems and methods that facilitate consummation of Volume Weighted Average Price ("VWAP") transactions and that support crossing of offsetting orders, cancellation of orders and enhanced liquidity for system users. Exemplary embodiments of the present disclosure provide a pre-open crossing network, an approximation engine and an intra-day crossing network. A processing engine is provided that is in communication with an algorithmic module and a database which advantageously includes a liquidity database. The processing engine is programmed to automatically access the liquidity database to determine an acceptable quantity of shares for trading in response to, and based upon, a requested user trade received by the processing engine. The algorithmic module includes programming for establishing a trading regimen for effecting trades that approach or achieve a VWAP price for best efforts VWAP trades.

A system and method that provides intra-day confirmation of non-anonymous trade transactions made at an exchange includes the entry into a computer system of first data relative to the trade transaction on behalf of one party to the trade transaction, wherein the first data include a code identifying an opposing party to the transaction. A message is sent to the designated opposing party prior to submitting the trade transaction for matching prior to end-of-day clearing. The trade transaction is matched to second data relative to the trade transaction entered into the system based on identity between certain elements of the first data and the second data, and a confirmation is sent to at least one of the parties to the trade transaction.

The invention discloses a regional energy internet scheduling method based on random planning and model predictive control. The method comprises the steps of (1) analyzing the operation characteristics of all units and interconnection lines in a regional energy internet, and constructing a mathematical model of each unit; (2) analyzing the output of the wind and light renewable energy and the uncertainty of cold, heat and electric loads, and generating prediction scene data which are required for the operation of the optimization scheduling by adopting the scene generation and reduction technology; (3) establishing a day-ahead scheduling random planning model with the lowest total operating cost of the system as a target, and determining the on-off state of each unit; (4) establishing an intra-day scheduling random planning model with the lowest total operating cost of the system as a target, and determining the running power in each unit within a day; (5) establishing an intra-day real-time rolling correction model by adopting the model predictive control technology, and correcting the operation plan of each unit. According to the invention, the accurate tracking of loads and thesmooth unit output are achieved. The high dynamic performance and the strong robustness are also realized.

The invention discloses a dispatching method for achieving robust operation of an electrical power system. The dispatching method comprises the steps that S1, original data information is obtained; S2, under a certain confidence coefficient level, an upper limit and a lower limit of a mean value of day-ahead, intra-day and real-time wind power generation forecast errors, an upper limit and a lower limit of day-ahead, intra-day and real-time photovoltaic power generation forecast errors, and an upper limit and a lower limit of day-ahead, intra-day and real-time load forecast errors are obtained; S3, a day-ahead dispatching plan, a robust safe operation range corresponding to the day-ahead dispatching plan, an intra-day dispatching plan, a robust safe operation range corresponding to the intra-day dispatching plan, a real-time dispatching plan and a robust safe operation range corresponding to the real-time dispatching plan are obtained. According to the method, the rolling coordination technologies of forecast information, current operation information and historical operation information are considered simultaneously, the robust safe operation ranges of the system are obtained, and therefore the dispatching plans are not limited to a unique preset value, and flexible dispatching in the robust ranges can be achieved. The obtained dispatching plans can be used for coping with stochastic volatility of new energy power generation better, and safety and economical efficiency are both considered.

The invention discloses an optimized scheduling method for a wind-solar storage hybrid system. A wind-solar output power reference value is set and day-ahead prediction output curves and load prediction curves of wind power and photovoltaic energy are obtained; a wind-solar storage energy output curve as well as an operation mode of an energy storage device are determined; a multi-objective optimization scheduling model is established by taking intra-day operation cost minimization of system scheduling as an optimization objective; and then an input load prediction curve, a wind-solar storageenergy output curve and the operation mode of the energy storage device are inputted, and the optimization scheduling model is calculated by using an improved particle swarm optimization algorithm toobtain a day-ahead set combination output curve. According to the invention, with utilization of the complementary characteristic and frequency modulation capability of the wind-solar energy, the frequency regulation pressures of the energy storage device and the conventional energy set are reduced; and with consideration of the frequency safety constraint, the optimal operation mode of the wind-solar storage hybrid energy system is determined, so that the economic and security of the operation of the hybrid energy system are improved.

The invention provides a multiple spatial and temporal scale gradually-advancing load dispatching mode designing method. The method comprises the following steps: extracting the responding characteristics of schedulable load multiple temporal scales; designing a layering load dispatching mode based on load acting; designing the multiple spatial and temporal scale gradually-advancing power load dispatching mode. The multiple spatial and temporal scale gradually-advancing load dispatching mode designing method configures load side sources in day-ahead, intra-day and real time and other temporal scales and promotes the load side sources to participate in the dispatch and the operation of a power grid together with a generating side unit, so as to be favorable to improving the utilization rate of power equipment, promotes a daily load curve to gradually tend to be smooth, reduces the valley-to-peak difference of a system, and has great potentiality in promoting the digesting and saving aspect of large-scale renewable energy sources.

A multi-mode combined cooling, heating and power micro-grid system considering ice storage air conditioning is composed of a distributed power generation system composed of photovoltaic power generation, wind power generation, a fuel cell, a micro gas turbine and ice storage air conditioning, primary system composed of an energy storage system and other co-supply equipment, and a secondary dispatching control system. A CCHP-MG multi-time-scale optimal scheduling method is proposed, in a day-ahead plan, the uncertainty of renewable energy is described through multiple scenes, economic operationof CCHP-MG in a running optimization period is focused on; Intra-day scheduling is based on the scheme of the day-ahead plan, the difference and correlation of cooling, heating and power on scheduling time scale are considered, a two-layer rolling optimal scheduling scheme is proposed, the upper layer dispatches the combined cold and heat supply equipment, the lower layer adjusts power equipment,taking minimization of the adjustment cost as the goal, the smooth output of each co-supply equipment is obtained. The invention can remarkably improve the comprehensive utilization efficiency of energy and the local absorption capacity of the distributed renewable energy, and realize the economic and safe operation of the multi-energy micro-network.

The invention discloses an improved multi-time scale coordinated control method for independent microgrid containing hybrid energy storage, this method is based on the day-ahead planning decision model, The intra-day rolling optimization model based on model predictive control, the quasi-real-time coordinated control model based on comprehensive criteria and the real-time coordinated control modelare constructed. Firstly, the day-ahead planning decision-making model takes the operation economy as the optimization objective, the operation restriction of distributed generation and the safety and stability of the system as the constraint conditions. Then the controllable unit start-stop plan deviation and load switching plan deviation are introduced into the rolling optimization model as soft constraints, which allow to revise the unit start-stop plan and load switching plan before the day. Secondly, a comprehensive criterion is introduced into the quasi-real-time coordinated control todecide the priority of distributed generation. Finally, in the real-time coordinated control, the hybrid energy storage system adopts the improved first-order low-pass filter algorithm to compensate the second-order unbalanced power adaptively.

The present invention discloses an optimization scheduling method based on mixing power supply multi-time scale complementation. The method comprises: 1, bundling a wind turbine generator, a photovoltaic power station and a hydroelectric generating set into a VP for combined operation, defining a load tracking index, and allowing a load curve deducting the VP output to be an optimal load curve; 2, establishing a day-ahead 24-hour planning model comprising a VP optimal scheduling layer and a thermal power optimal scheduling layer, and taking the minimum of the load tracking index and the thermal power generation cost as target functions; 3, establishing an intra-day 4-hour rolling planning model, taking the invariance of the optimal load curve in this period and the minimum of the thermal power adjustment cost as targets, and setting wind-abandoning and photovoltaic-abandoning constraint of progressive correction; and 4, establishing a real-time 15-mit planning model, and taking the invariance of the optimal load curve in the last moment and the minimum of the thermal power adjustment cost, and setting the wind-abandoning and photovoltaic-abandoning constraint of the progressive correction. The optimization scheduling method based on the mixing power supply multi-time scale complementation realizes the maximization of regulation benefit, environmental protection benefit and economic benefit, and provides valuable solution schemes for a plurality of new energy grid-connected problems.

The present invention discloses a method of utilizing distributed energy and temporary additional electricity price to optimize control cooperatively. The method comprises the steps of S1 determining power supply areas and a grid structure; S2 predicting the morrow RDG output and the user original load; S3 calculating the user load after the time-of-use electricity price; S4 carrying out the day-ahead optimization scheduling on the power supply areas, and starting a standby set in necessity; S5 gathering the output of the standby set; S6 carrying out the intra-day rolling calculation, namely controlling the RDG output and the user load according to the temporary additional electricity price; S7 gathering the RDG output reduction quantity and the user load reduction quantity. According to the present invention, a more flexible and changeable and more reasonable scheduling mode is provided for an active power distribution network, and fully embodies the distributed energy real-time scheduling control capability, the load flow bidirectional management capability and the distributed energy admission capability required by the active power distribution network, thereby improving the overall operation stability and robustness of the power distribution network.

The invention discloses a multi-cycle generation scheduling coordinated optimization and closed-loop control method which comprises the following steps that first, a monthly generation schedule is made; second, a day-ahead generation schedule is made; third, an intra-day rolling schedule is made; fourth, AGC determines units which only bear basic power through unit classification, and the units which only bear basic power track the intra-day rolling schedule to achieve closed-loop control; fifth, actual operation data of the units are fed back to the monthly generation schedule, and the monthly generation schedule is corrected in a rolling mode. The multi-cycle generation scheduling coordinated optimization and closed-loop control method for the operation plan field is achieved, overall resource optimized allocation and safety constrained control on a longer time dimension are achieved, and the scheduling target for impartiality and openness plus energy conservation at the same time is achieved.

A data structure, method, class, system and computer program product for trading a commoditised financial claim. The claim obligates one party to pay on demand to a second party on any date an amount, for value spot, transparently determined with reference to a market quote for pre-specified spot-starting benchmark interest rate swap contracts prevailing on that date. The claim may be a debt obligation of a third party and may be open-ended. Embodiments of the claim closely replicate IRS risk profiles and permanently track benchmark quotes, and do so within a simplified operational framework. There is a linear intra-day and index-linked overnight relationship between (i) the market rate for the pre-specified reference constant maturity swap and (ii) the payment obligation. Securitised, bilateral, OTC and futures contract embodiments are disclosed.

The invention discloses a multi-time scale flexible load rolling scheduling method and system based on model predictive control. The method is characterized by comprehensively considering the difference of scheduling parameters and a system real-time running state of the system from the scheduling time scale; establishing a day-ahead/intra-day rolling scheduling model in consideration of a flexible load multi-time scale response characteristic; and based on a model predictive control method, providing a method of solving the day-ahead rolling scheduling model based on decomposition-coordination hierarchical model predictive control, and a method of solving the intra-day rolling scheduling model based on dynamic rolling optimized model predictive control to obtain the optimal output of theflexible load at each moment. The method comprehensively considers the peak shaving of the power system, the consumption of renewable energy and the balance of renewable energy output fluctuation, establishes the multi-time scale, multi-objective and multi-objective coordination flexible load rolling scheduling model, and realizes multi-objective optimal scheduling and coordinated control of the flexible load.

The invention discloses a multi-time scale rolling micro-grid energy optimization management method. Firstly, two time scales are divided, the intra-day optimization aims at the minimum of the operating cost and the system network loss, the constraints of start, stop and operation of each distributed power supply are taken as constraints, and at the same time, a mathematical model for intra-day optimization is established in consideration with three load response costs and the constraints. The real-time optimization uses the intra-day optimization result as a reference, and the rolling optimization solution in the future finite time domain is performed by using a model prediction control algorithm. The method can comprehensively consider the constraints of various distributed power supplies and various load characteristics to ensure the safe and stable operation of a micro-grid, at the same time, considers the power consumption and improves the operating economic efficiency of the micro-grid.

An intra-day priority scheduling method based on an electric-vehicle schedulable capability is disclosed. In the invention, based on a schedulable capability concept, an event-driving intra-day priority scheduling method aiming at a single EV is provided. In the method, a vehicle historical charging behavior and current access network information are integrated, and an EV schedulable capability analysis model is established. An EV user vehicle using habit is combined and a distribution-network total-load peak-valley difference minimum is taken as an index so as to determine an EV schedulable capability optimal threshold. Finally, according to a value relation of a new access network EV schedulable capability assessment result and the optimal threshold, whether the electric vehicle has a priority scheduling authority is determined so as to determine charge and discharge modes of each access network EV.

The invention provides a microgrid multi-time scale energy management method based on the demand side response, which comprises the steps of S1, establishing an interruptible load model; S2, establishing a multi-energy interaction mechanism; S3, determining an objective function and constraint conditions of a day-ahead scheduling stage; S4, establishing a transferable load model; S5, establishinga penalty function for energy storage of a storage battery; S6, determining an objective function and constraint conditions of an intra-day scheduling stage; S7, correcting the day-ahead scheduling stage plan according to an output plan value of each energy source of the day-ahead scheduling stage; S8, establishing a closed-loop control system; S9, determining an objective function and constraintconditions of a real-time scheduling stage; S10, carrying out real-time feedback correction on the intra-day scheduling stage; and S11, carrying out simulation and verification. The invention providesa multi-time scale energy management method with multi-stage coordination and step-by-step refinement, scheduling strategies in different scheduling stages are designed according to resources at thepower generation side and the demand side, and the matching of load and renewable energy power generation in time sequence is facilitated.

The invention provides a direct-current microgrid energy management method, in particular to a microgrid multi-time-scale energy management method capable of suppressing power fluctuation. With the multi-time-scale energy management method, power fluctuation in a grid is tracked and suppressed by combining a storage battery and super-capacitor hybrid energy storage system. With three time scales of the hour, minute, and second, day-ahead making of a hour-level dispatching plan, intra-day rolling correction of a minute-level dispatching plan, and real-time second-level in-grid power fluctuationtracking are realized. The storage battery is used for suppressing the low-frequency power fluctuation and the super capacitor is used for suppressing high-frequency power fluctuation. With consideration of coordination and cooperation between different scales, the in-grid power fluctuation is suppressed to the greatest extent by using the hybrid energy storage system, so that the economic and stable operation of the micro grid is improved substantially.

The invention discloses an optimal scheduling model of a micro-energy grid with multi-energy storage under multi-time scales, which relates to the field of energy internet optimization operation. Themicro-energy network comprises three energy forms of electricity, heat and gas, including P2G equipment, a heat and power co-generation micro-combustion engine, an electric boiler, a gas boiler, an accumulator, a heat storage tank and a gas storage tank. The multi-time scale considers two time scales, one hour before the day and 15 minutes within the day. The process of establishing the optimal scheduling model of the micro-energy grid comprises the following steps: 1, determining the component parameters and the network parameters of the micro-energy network; 2, establishing an hour-level optimized dispatch model before that day of the micro-energy grid; 3, establishing a micro-energy grid intra-day 15-minute level optimal scheduling model. The invention effectively deals with the power fluctuation of the renewable energy and the load prediction error on the premise of ensuring the daily operation energy balance of each energy storage device, and improves the absorbing capacity of themicro-energy grid to the wind power and the photovoltaic.

This invention has the potential to generate very good return on investments from stocks that are conservative in movement. This invention will greatly benefit investors that do not have the time to constantly trade stock yet want to take advantage of normal price fluctuations. The Limit Order Coupled LinK (LOCK) invention, for example, will take a buy order, complete the transaction at the specified price, then automatically resubmits a new order to sell at a specified higher price. If specified, the process can automatically cycle through the buy-sell process a set number of time allowing the investor to take advantage of intra-day market moves and normal stock price fluctuations with no personal investor evolvement. The LOCK order, with set profit margins, allows on-line traders and brokers to place one order, which will automatically generate logical, sequenced additional orders returning a profit on each transaction. LOCK will benefit both the investor and the stock trading company.

The invention discloses a rolling optimal dispatching method based on wind power output prediction error, which comprises the following steps: determining the output power plan value of a corresponding unit through optimization and the size of wind power reserve capacity; The uncertainty of wind power forecasting error is modeled and analyzed from two angles of time and power. The wind power prediction error probability density function of different power under different time section is obtained. Formulate the strategy of positive and negative rotation reserve within the day, underestimate thecost, and join the rolling scheduling layer within the day; To positive, negative rotation reserve high, underestimating the cost; The minimum cost of rolling adjustment is the objective function ofthe intra-day scheduling layer, which satisfies the constraints of climbing rate and rotating reserve capacity of each time section of the unit, and the results of the day-ahead planning layer are optimized. The risk caused by prediction errors is effectively controlled, and under the constraint of line capacity, rolling optimization of unit output and reserve capacity is achieved, so as to to achieve the optimal scheduling of economy.

The invention discloses a method for dispatching multi-time-scale energy of micro power grids on the basis of real-time electricity price mechanisms. The method for dispatching the multi-time-scale energy of the micro power grids on the basis of the real-time electricity price mechanisms includes day-ahead dispatching time scales and intra-day dispatching time scales. Priority dispatching strategies are connected with the day-ahead dispatching time scales and the intra-day dispatching time scales, and robust optimization problems can be solved for multiple time scales of the micro power gridsby particle swarm optimization algorithms. The method has the advantages that requirements of the real-time electricity price mechanisms can be met, the method is applicable to peak and valley time-of-use electricity price systems and includes concise steps, real-time and definite dispatching priority can be provided for various distributed power sources in the micro power grids in each dispatching time frame, renewable energy can be sufficiently utilized, wind and light abandoning can be reduced, and the load power supply reliability can be improved; dispatching strategies on the basis of real-time electricity price information and multi-time-scale theories are combined with one another, accordingly, intra-day dispatching guiding effects of day-ahead dispatching can be enhanced, coordination and matching of dispatching of two time scales can be promoted, and burden due to short-time-scale dispatching can be relieved.