This page serves to document some information I found regarding the UK power grid and the data available in relation to it.
The national grid itself provides some real-time (ish; delayed by 2 minutes) data, but there is additional data provided by other parties.
There are a number of data sources available from Elexon's “API”, in varying formats. The data permitted to be automatically downloaded is listed at https://www.elexonportal.co.uk/SCRIPTING
XML document of the following structure:
CSV format, list of settlements, unknown utility.
CSV format, list of settlements with buy and sell prices and net imbalance volumes
CSV format with extraneous header, not fully sure but it seems like a list of companies who buy and sell energy
CSV format with extraneous header, list of companies that trade energy
CSV format, unknown content lol
Excel document, unknown content
Elexon also provide data through a more formal API, as well as through message queueing systems including AMQP, but I haven't explored that and don't have the energy to.