The invention relates to a method and a system for an exchange format of data in a power grid, in particular to an exchange format of time mark measurement data in a smart power grid. The designed format abstracts data formats generated by all monitoring devices in the smart power grid; and data re-extracted from multiple source servers are used to establish an E file by a brand-new naming rule to perform data sharing and exchange, so that the data sharing and exchange formats of all systems are standardized and unified, and the complexity of system data connection is lowered.