NEM Daily Summary (settled, prior trading day)
Daily rolled-up summary of the previous trading day's dispatch - settled prices and demand by region. Source: PUBLIC_DAILY / DREGION.
Source: Australian Energy Market Operator · Licensed AEMO Copyright Permissions · dataset id aemo.daily_summary
Get this dataset
curl -H 'Authorization: Bearer ak_your_key' \
https://api.ausdata.io/v1/data/aemo/daily_summaryReturns JSON with the original Australian Energy Market Operator attribution on every response. Add:
?format=csvfor CSV?limit=1000to fetch more than the default page?start=/?end=to window a time-series dataset by period
Full description
Daily rolled-up summary of the previous trading day's dispatch - settled prices and demand by region. Source: PUBLIC_DAILY / DREGION. AEMO publishes a single compendium ZIP shortly after 04:10 AEST each day covering yesterday's full data, including post-AP (after-price) revisions. Each row is one 5-min interval × region for the prior trading day, so a single response has 288 intervals × 5 regions = 1,440 rows by default. Use this for backfill and "weekly average dispatch price for VIC, last 4 weeks" type questions where you want settled values rather than the preliminary dispatch values served by `dispatch_price`. IMPORTANT - `period` semantics: the `period` field in each record is the AEMO PUBLISH timestamp of the daily compendium file (typically ~04:10 AEST the morning AFTER the trading day), NOT the trading day itself. Customers filtering by trading day with `start`/`end` query params pointed at the trading day will get 0 rows because the row's `period` falls in the next calendar day. To filter by trading day, query the SETTLEMENTDATE column directly via `filters` (e.g. `filters={"SETTLEMENTDATE": "2026-05-17"}`), or subtract one calendar day from `period` when joining against trading-day-aligned data from other sources.
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