Technical support system for power market must be constructed based on the electric informatization status. A new method for the integration and exchange of the power market data based on the data platform and in the heterogeneity system environment is proposed. The data platform is introduced in detail for building tight coupling and loose coupling between different systems， which can achieve the application support and data integration under power market condition. The system overall framework and the data flow are introduced. Such implementing techniques are presented as the uniform device naming， the application of IEC 61970 standard， middleware technology， data warehouse application， XML data specification， data exchange， data flow management etc. This method has been well applied in the implementation and running of the power market operation system.