EIA (Energy Information Agency) publishes Natural Gas Consumption Reports that state how much Natural Gas was consumed during particular months. The report is critical to Natural Gas Traders. The release of the reports moves Natural Gas Markets. One problem that has been found is that the reports are released with low frequency (ie monthly), even though the markets trade daily. Natural Gas analysts are left with the task of then disaggregating the monthly number into a daily, estimated number. Such disaggregation often leaves much to be desired.
Spectral Technologies has developed techniques that disaggregate in an optimal manner, and has produced an API, which is free for use that applies Spectral Technologies disaggregation techniques to EIA Natural Gas datasets.
The API provides information about Natural Consumed per (1) particular date, (2) per state, and (3) per consumption type.
The API code (with API access key) is attached below.
Further attached below is a discussion of the API results.