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Module 6: Day-Ahead Through Real-Time Operations
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Page 1: Module 6: Day-Ahead Through Real-Time Operations€¦ · • At least three actors • Competition. 10. Day-Ahead Market. Posted by 0600 Day-Ahead: ... • Adjust plans between Day-Ahead

Module 6:Day-Ahead Through Real-Time Operations

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3

Module Objectives

• Identify major components of Day-Ahead Operations• Identify TSPs actions which support

• Day-Ahead Market• Reliability Unit Commitment• Adjustment Period• Real-Time Operations

• Describe SCEDs role in Reliable Operations• Describe Load Frequency Control deployment

Upon completion of this module you will be able to:

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4

ERCOT Market Operations Overview

1430 Operating Hour

Real Time

ERCOT Market Operational Phases include:

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Day-Ahead Market

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Day-Ahead Market

1430 1600 Operating Hour

Real Time

• Only QSEs may participate in the Day-Ahead Market• LSEs may participate through QSEs• TSPs provides data which supports the clearing of

the Day-Ahead Market

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Day-Ahead Market

Purpose of the Day-Ahead Market • Centralized Forward Market• Buy and sell Energy• Sell Ancillary Services to ERCOT• Forward market provides price

certainty

Participation is voluntary, except for Ancillary Services

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Day-Ahead Market

• For Market Participants to exchange services needed to operate the grid reliably in Real-Time

• To allow free market forces to incentivize behavior

• For Market Participants to mitigate the risk of price volatility in Real-Time

Day-Ahead Market provides a marketplace:

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Day-Ahead Market

ERCOT runs the Day-Ahead Market

The “Day-Ahead Market” ...A facilitated framework of place and rules for buyers and sellers to exchange ERCOT market services

Key Characteristics• Wholesale price discovery• Voluntary exchange of services• Two roles: Buyers and sellers• At least three actors• Competition

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Day-Ahead Market

Posted by 0600 Day-Ahead:

• Network Operations Model• Approved/Accepted Transmission Outages

• Weather Assumptions • Load Forecasts (next 7 days)• AS Plan / Obligations

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Offer-based Costs

MaximizeThe Gap

Bid-based Revenues

Day-Ahead Market

The Day-Ahead Market clearing process

11

Energy &Ancillary

Service Costs

The Day-Ahead Market is a Co-optimized Market

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• Power Balance constraint

• Transmission constraints

• Resource constraints

Constraints included:

Day-Ahead Market

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Day-Ahead Market

NetworkModel

OutageSchedules

RAS/AMP/RAP

DynamicRatings

* From ERCOT Voltage Stability and Transient Stability studies

Day-AheadMarketEngine

TSPs data used in the Day-Ahead Market

Generic Constraints*

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Load Distribution Factors• Map out the location of load • Indicate where power flows in

the system• Based on historical power

flows

During DAM, ERCOT will:Allocate bids and offers at a Load Zone to Electrical Buses based on Load Distribution Factors

Day-Ahead Market

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Day-Ahead Market

Results are Posted by 1330:

• LMPs • Settlement Point Prices• MCPCs for each Ancillary Service• Cleared Energy Volumes

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Reliability Unit Commitment

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Reliability Unit Commitment Overview

It ensures:• Enough capacity is committed to serve

the forecasted load • Committed capacity is in the right

locations

Purpose of Reliability Unit Commitment (RUC)

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Reliability Unit Commitment Overview

HRUC

Day-Ahead Reliability Unit Commitment (DRUC)Hourly Reliability Unit Commitment (HRUC)

When does Reliability Unit Commitment (RUC) occur?

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Reliability Unit Commitment Overview

Transmission Security Analysis predicts whether a given set of Resource commitments will be secure in Real-Time.

Reliability Unit Commitment determines what additional Resource Commitments are needed to be secure in Real-Time.

Two Essential Elements of Same Process:

Reliability Unit Commitment

Reliability Unit

Commitment(RUC)

TransmissionSecurity Analysis

(TSA)

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Reliability Unit Commitment Overview

Day 1 Day 2

1430 DRUC runs

DRUC studies all hours of Day 2

Day-Ahead Reliability Unit Commitment (DRUC)

• Occurs once a day

• Ensures enough capacity committed for next Operating Day

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Day 1 Day 2

DRUC Study Period

Reliability Unit Commitment Overview

1430 DRUC runs

HRUC runs each hour

00000100

0200

16001700

1800

Hourly Reliability Unit Commitment (HRUC)

• Occurs hourly

• Reviews all hours already studied by DRUC

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Reliability Unit Commitment Overview

Known system

information+

Projected system

information

Changes in Resource

Commitments to manage predicted security

violations

Reliability Unit Commitment

Reliability Unit Commitment

(RUC)

TransmissionSecurity Analysis

(TSA)

Inputs Process Results

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Reliability Unit Commitment

Reliability Unit Commitment

(RUC)

TransmissionSecurity Analysis

(TSA)

Inputs

Reliability Unit Commitment Overview

Resource Commitments

Resource Decommitments

ResourceEconomics

Grid Model

Resource Profile Model

Demand Behavior

Model

Process Results

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24Module 5 | Slide 24

Reliability Unit Commitment Topics

Reliability Unit Commitment (RUC) Inputs

Reliability Unit Commitment (RUC) Process

Day-Ahead RUC vs. Hourly RUC

2.1

2.2

2.3

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Inputs to RUC

Reliability Unit Commitment

Reliability Unit Commitment

(RUC)

TransmissionSecurity Analysis

(TSA)

Inputs

Resource Commitments

Resource Decommitments

ResourceEconomics

Grid Model

Resource Profile Model

Demand Behavior

Model

Process Results

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Network Operations Model– Base topology– Normal breaker and switch status– Equipment Ratings– Generic Transmission Constraints– Remedial Action Schemes (RASs)– Automatic Mitigation Plans (AMPs)– Remedial Action Plans (RAPs)

Weather/Load ForecastContingenciesTransmission Facility Outages

Inputs to RUC

Grid ModelInputs

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Inputs to RUC

• Automatically activated

• Maintain system security

• Transmission, Load or Resource solution

Remedial Action SchemeRAS

Remedial Action PlanRAP

• Manually activated by ERCOT and TSP

• Maintain system security

• Transmission solution

Automatic Mitigation PlanAMP

• Automatically activated

• Manage only localized voltage issues

• Switches only series reactors

RASs and AMPs replace Special Protection Systems (SPSs)

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Inputs to RUC

Current Operating Plans• Resource Status• HSL/LSL• Ancillary Service

Resource Responsibilities

DC Tie Current Operating Plans

The RUC process does not look at the Outage Scheduler for Resource Status.

Resource Profile Model Inputs

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QSEs must maintain COP information• COP used to plan for Real-Time• COP reflects “expected” operating conditions for next 7

Operating Days

Inputs to RUC – QSE

COP used in Day-Ahead Market & RUC processes, NOT Real-Time Operations

Current Operating Plans (COP)

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Inputs to RUC – QSE

COP should reflect:• Expected Resource status

• ON (ON, ONREG, ONRUC, ONOPTOUT, ONTEST)• OFF (OFF, OFFNS)• OUT

• Expected Ancillary Service Responsibilities by Resource• Expected High & Low Sustained Limits

Current Operating Plans (COP)

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Inputs to RUC

Resource Parameters– Ramp Rates– Minimum On-line Times– Maximum On-line Times– Minimum Off-line Times– Start Times– Maximum Daily Starts

Combined Cycle Train Transition Matrix

Resource Profile Model Inputs

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Inputs to RUC

Load Forecast

Load Distribution Factors

Demand BehaviorModel Inputs

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Inputs to RUC

Reliability Unit Commitment

Reliability Unit Commitment

(RUC)

TransmissionSecurity Analysis

(TSA)

Inputs

Resource Commitments

Resource Decommitments

ResourceEconomics

Grid Model

Resource Profile Model

Demand Behavior

Model

Process Results

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Three-Part Supply Offer

Startup Offer Minimum-Energy Offer Energy Offer Curve

$ / MWh (at LSL) $ / MWh (above LSL)

$ / Start

The QSEs Three-Part Supply Offers provides cost information for a specific Resource

Inputs to RUC

The cost of starting up a Resource in $ per start

Offers to sell energy at, or

above, a certain price and quantity

Cost of operating at the Low- Sustained Limit

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Inputs to RUC

Startup Offer Minimum-Energy Offer Energy Offer Curve

The Energy Offer Curve is not used by RUC

In evaluating a Resource for commitment, RUC uses:• Startup Offer• Minimum Energy Offer

Three-Part Supply Offer

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36Module 5 | Slide 36

Reliability Unit Commitment Topics

Reliability Unit Commitment (RUC) Inputs

Reliability Unit Commitment (RUC) Process

Day-Ahead RUC vs. Hourly RUC

2.1

2.2

2.3

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Inputs to RUC

Reliability Unit Commitment

Reliability Unit Commitment

(RUC)

TransmissionSecurity Analysis

(TSA)

Inputs

Resource Commitments

Resource Decommitments

ResourceEconomics

Grid Model

Resource Profile Model

Demand Behavior

Model

Process Results

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The RUC Process

Reliability UnitCommitment

(RUC)

TransmissionSecurity Analysis

(TSA)

Secure the System With the Resource Mix At Least Cost

The Objective of RUC Process

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• Includes Resources previously committed

• May add commitmentsto meet Load Forecast

• Does not recognizeTransmission Constraints

1. Determine initial unit commitment

Reliability UnitCommitment

(RUC)

TransmissionSecurity Analysis

(TSA)

The RUC Process

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1. Determine initial unit commitment

Reliability UnitCommitment

(RUC)

TransmissionSecurity Analysis

(TSA)

Produces a dispatch solution for input to

Transmission Security Analysis

The RUC Process

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• Tests base case and contingency cases

• Determines TransmissionConstraints

2. Check to see if dispatch solution is secure

Reliability UnitCommitment

(RUC)

TransmissionSecurity Analysis

(TSA)Any contingency that triggers a RAP, AMP or

RAS is ignored.

The RUC Process

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3. Check to see if dispatch solution is secure

Reliability UnitCommitment

(RUC)

TransmissionSecurity Analysis

(TSA)

Produces a set of Security Violations to

be solved by RUC

The RUC Process

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• Enforces Transmission Constraints

• Revise Resource Commitments as neededto resolve SecurityViolations

4. Determine revised unit commitment

• The Reliability Unit Commitment Process

Reliability UnitCommitment

(RUC)

TransmissionSecurity Analysis

(TSA)

The RUC Process

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5. Repeat process until solutions converge

• The Reliability Unit Commitment Process

Reliability UnitCommitment

(RUC)

TransmissionSecurity Analysis

(TSA)

The RUC Process

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Reliability Unit Commitment

Reliability Unit Commitment

(RUC)

TransmissionSecurity Analysis

(TSA)

RUC Results Process

ResourceEconomics

Grid Model

Resource Profile Model

Demand Behavior

Model

Inputs

Resource Commitments

Resource Decommitments

Process Results

I Approve

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RUC Results

• All active and binding transmissionconstraints used as inputs to RUC;– Contingency and– Overloaded element pair information

where available

• All Generation Resources committed or decommitted by RUC

• Changes made to the RUC-recommended commitments with explanation of changes

ERCOT RUC Results Postings:

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47Module 5 | Slide 47

Reliability Unit Commitment Topics

Reliability Unit Commitment (RUC) Inputs

Reliability Unit Commitment (RUC) Process

Day-Ahead RUC vs. Hourly RUC

2.1

2.2

2.3

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Day-Ahead RUC vs. Hourly RUC

Grid ModelInputs

Different Grid Model Inputs• Breaker and Switch Status

• DRUC uses normal status from Model• HRUC uses telemetered status for next

hour• Contingency lists may be different in DRUC

and HRUC• TSPs may experience Unplanned Outages

between DRUC and HRUC• Forced Outages• Level 1 Maintenance Outages• Opportunity Outages

• Weather Forecasts may change

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Day-Ahead RUC vs. Hourly RUC

Resource Profile Model Inputs

Different Resource Profile Model Inputs

• QSEs may update COPs after DRUC

• QSEs may update Resource Parameters

• ERCOT may Update DC Tie COPs

Demand BehaviorModel Inputs

Different Demand Behavior Model Inputs

• Load Forecast• Can change between DRUC and HRUC• Could change for each HRUC

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Day-Ahead RUC vs. Hourly RUC

Resource Economics

Different Economic Inputs• Three Part Supply Offers

• DRUC considers offers submitted for the Day-Ahead Market

• HRUC also considers offers submitted during the Adjustment Period

• Fuel Prices• Minimum Energy costs may involve

Fuel Index Price (FIP)• FIP changes daily

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Adjustment Period

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Adjustment Period Basics

• Adjust plans between Day-Ahead and Real-Time Operations

• More current operational information• More current economic information

Purpose of Adjustment Period

1430 1600 Operating Hour

Real Time

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QSE Activities• Update Current Operating Plan• Report Resource and Transmission Facility

Outages• Update Offers• Update DC-Tie Schedules

Module 5 | Slide 53

Adjustment Period Activities

1430 1600 Operating Hour

Real Time

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Adjustment Period Activities

After an event that impacts status or availability, the QSE has 60 minutes to update the COP

Examples:• Day-Ahead Market Ancillary Service Awards

• Changes to Resource Status or Ancillary Service commitments

• RUC commitments

Current Operating Plan Updates

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A QSE also uses the COP to commit or decommit a Resource

QSE Self-Commits by:• Indicating status of “ON” in the Resource’s COP for

specific hours

QSE Requests Decommitment by:• Changing the COP status to “OFF” for the selected hours

Adjustment Period Activities

ERCOT must approve decommitment before the QSE is allowed to shut down

Current Operating Plan Updates

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ERCOT Activities• Approve Resource Decommitments• Update Renewable Production Potential Forecasts• Procure additional Ancillary Services if needed• Execute hourly reliability studies

Module 5 | Slide 56

Adjustment Period Activities

1430 1600 Operating Hour

Real Time

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Adjustment Period Activities

HSL for IRR must be less than or equal to applicable Renewable Production

Potential Forecast

• Updated hourly by ERCOT

• Used by QSEs with Intermittent Renewable Resources (IRRs) to set their High Sustained Limit (HSL)

Short-Term Wind-Power Forecast (STWPF) and Photo-Voltaic Power Forecast (STPPF)

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Adjustment Period Activities

The tool for this process is the Supplemental Ancillary

Services Market (SASM)

ERCOT may procure Ancillary Services during the Adjustment Period if:

1. Individual QSEs fail to provide their AS Responsibility

2. Transmission constraints prevent delivery of AS capacity

3. More AS capacity is needed above what was identified in the Day-Ahead Plan.

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Adjustment Period Activities

In Adjustment Period:• AS Insufficiencies detected by AS Capacity Monitor• ERCOT must issue Watch• Plan to address the situation depends on time

insufficiency is discovered

AS InsufficiencyWatch

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Adjustment Period Activities

In General…• If time, conduct SASM• Next, use HRUC to commit Resources with status of OFF• Lastly, assign to Resources with status of ON

SASM HRUC Assign

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Adjustment Period Activities

Hourly Reliability Studies• Hourly Reliability Unit Commitment (HRUC)

• Voltage Stability Analysis

• Transient Stability Analysis

Determine current values of Generic Transmission Constraints

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TSP Activities• Report or Update Outages• Monitor state of transmission system

• Constraints• Bus Voltages

Adjustment Period Activities

1430 1600 Operating Hour

Real Time

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Real-Time Operations

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Real-Time Operations

ERCOT finds the balance between Reliability

and Economics.

Goals of Real-Time Operations

• Manage reliability• Match generation with demand• Operate transmission system

within established limits• Operate the system at least cost

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Real-Time Operations

Constraints• Power Balance (Generation = Demand)• Transmission constraints• Resource constraints

Contributing Factors• Weather conditions• Planned and unplanned

Outages and Derates

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66Module 5 | Slide 66

Reliability Unit Commitment Topics

Security Constrained Economic Dispatch

Load Frequency Control Deployment

4.1

4.2

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Security Constrained Economic Dispatch

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

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68

Security Constrained Economic Dispatch

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

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69

Security Constrained Economic Dispatch

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection Real-Time Data:

• Resource Status• Resource Limits• Ancillary Service data• Ramp rate data

Sent generally every 4-10 secs.

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70

Security Constrained Economic Dispatch

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

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71

Security Constrained Economic Dispatch

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

State Estimator

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72

Security Constrained Economic Dispatch

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

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73

Resource Limit Calculator

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

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74

Telemetered by the QSE every few

seconds

HSL

LSL

OperatingPoint

High Sustained Limit

Low Sustained Limit

Resource Limit Calculator

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75

HSL

HASL

LASL

LSL

Reg-Up,RRS & Non-Spin

Reg-Down

Also telemetered by QSE• AS Schedule (RRS & Non-Spin)

• AS Resource Responsibility (Reg)

High Ancillary Service Limit

Low Ancillary Service Limit

OperatingPoint

Resource Limit Calculator

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76

Resource-Specific Energy Offers

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

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77

Avenues to Real-Time:

• Awarded offer in DAM• Committed through RUC• Committed by QSE

Resource with no Offer Curve:

• Is a price taker at current output• Is last to be moved

Energy Offer Curves for Generation Resources:

Energy Offer Curve

LSL HSL

Energy Offer Curves

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78

SCED Execution

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

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79

Execution

SCED executed by schedule

SCED executed by schedule

SCED executed by schedule

Operator Initiated

SCED Timeline

SCED is executed:• Every five minutes (at a minimum)• More often as needed by ERCOT operators or other

ERCOT systems.

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80

Security Constrained Economic Dispatch

SCED executes twice each cycle

• Ensures competition

• Reduces Market Power

• Allows high prices under “the right circumstances”

The Texas Two Step

SCED

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81

Security Constrained Economic Dispatch

The Texas Two Step

Circumstances for high prices

• All generation is expensive

• Expensive generation needed to resolve constraints

• Scarcity

SCED

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82

Security Constrained Economic Dispatch

The Texas Two Step

SCED

Constraints are classified as:

• Competitive• Non-Competitive

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83

Step One

• Uses Energy Offer Curves for all On-Line Generation Resources

• Observes the limits of Competitive Constraints only

• Determines “Reference LMPs”

The Texas Two Step

Energy Offer Curve

$ / MWh

Reference LMP

MW

Security Constrained Economic Dispatch

SCED

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84

Step Two

• Observes limits of all Constraints

• Energy Offer Curve for on-line Resource capped at Reference LMP or Mitigated Offer Cap (whichever is greater)

The Texas Two Step

• SCED

Energy Offer Curve

$ / MWh

Reference LMP

MW

MitigatedOffer cap

SCED

Security Constrained Economic Dispatch

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85

SCED Execution

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

Via LFC:• Base Points

Via MIS:• LMPs• SCED Shadow Prices• Active Transmission

Constraints• Settlement Point Prices

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86

SCED Execution

Telemetry

NetworkOperations

Model

ContingenciesReal-Time Dispatch

Security-ConstrainedEconomic Dispatch

Offers

Pricing

Dispatch Instructions

Real-Time Network Security Analysis

Resource Limits

Force Outage Detection

LMP Contour Map

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87Module 5 | Slide 87

Reliability Unit Commitment Topics

Security Constrained Economic Dispatch

Load Frequency Control Deployment

4.1

4.2

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88

SCED is scheduled to execute every 5 minutes.

In that same 5-minute interval, LFC runs 75 times.

Load Frequency Control Overview

SCED executed by schedule

LFCSCED executed by schedule

SCED executed by schedule

Load Frequency Control

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89

ERCOT ACE (Area Control Error) is the MW-equivalent correction needed to control the actual system frequency to the scheduled system frequency value.

The ACE Algorithm

ERCOT ACE = 10ß (FS – FA)

Legend

F Frequency

Sub A Actual

Sub S Scheduled

Beta (ß)

System Frequency bias

The Equation

Load Frequency Control

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90

Normal ACE Algorithm

14:00 14:05 14:10 14:15 14:20 14:25 14:30 14:35 14:40

200

150

100

50

0

-50

-100

-150

-200

ACE normally hovers around zero

Load Frequency Control

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91

Load Frequency Control Deployment

Used to resolve deviations from the Scheduled System Frequency• Regulation-down when ACE is positive• Regulation-up when ACE is negative• Responsive Reserve when

Regulation-up alone can not correct negative ACE

LFC Ancillary Service deployments

ERCOT will use Non-Spin to alleviate Responsive Reserve as soon as possible.

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92Module 5 | Slide 92

Load Frequency Control Deployment

SERVICES

Responsive Reserve

LFC Deployment

LFC Deployment

OutputNon-Spinning

Reserve

RegulationUp / Down

Base Points(SCED)

Limits(Resource Limit

Calculator)

TelemetryResource Status

Generations

ACECalculation

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93

Regulation Service Communications

ERCOT to QSEs providing Regulation:• Control Signals• Every 4 seconds• ICCP data link

QSEs to ERCOT:• AS Resource Responsibility• Status indicators for Regulation• Participation Factors

Load Frequency Control Deployment

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94

Responsive Reserve Communications

QSEs to ERCOT:

• AS Resource Responsibility • AS Schedule by Resource

For Responsive Reserve:AS Schedule = AS Resource Responsibility – AS Deployment

ERCOT to QSEs with Responsive Reserve:

• Control Signals (4 seconds)• ICCP data link• XML for non-Controllable Load Resources

Load Frequency Control Deployment

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95

Responsive Reserve Communications

QSE adjusts each Resource’s AS Schedule to reflect the Responsive

Reserve deployment.

SCED is triggered and energy from Resource is

dispatched by SCED.

Load Frequency Control Deployment

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96Module 5 | Slide 96

Load Frequency Control Deployment

Non-Spinning Reserve Service Dispatch

Resource Deployment Requirements Notes

Off-Line Generation Resource

Operator Dispatch

Instruction

Capable of reaching Non-Spin Resource Responsibility within 30 minutes of Dispatch Instruction.

Energy is dispatched by SCED

On-Line Generation Resource

Standing Deployment

QSE Reduces Non-Spin Schedule to zero at top of the hour

Energy is dispatched by SCED

ControllableLoad

Resource

Operator Dispatch

Instruction

Capable of reducing load by the Non-Spin Resource Responsibility within 30 minutes of Dispatch Instruction

Energy is dispatched by SCED

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97

Summary

Module 5 | Slide 97

• Identify major components of Day-Ahead Operations• Identify TSPs impact on

• Day-Ahead Market• Reliability Unit Commitment• Adjustment Period• Real-Time Operations

• Describe SCEDs role in Reliable Operations• Describe Load Frequency Control deployment

You should now be able to:


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