District heating systems (DHS) is in many countries an important part of the heating infrastructure, especially in and around urban areas. Combined heat and power (CHP) production makes it possible to producer heat while simultaneously producing power. This combination help maximize the energy efficiency in production, often reaching an 80-90% utilization level of the primary fuel, compared to around 30-50% in a traditional power plant. The heat produced in the CHP plant is used to heat the adjacent DHS, while the power is transferred and sold on the power market. The work presented in this paper relates to the Nord Pool Spot power market, which is the leading power market in Europe and one of the largest in the world. On Nord Pool Spot power is bought and sold based on hourly spot prices, facilitated by the primary day-ahead market and the supplementary balancing intraday market. Since it isn’t possible to separate the physical process of producing heat and power in a CHP production facility, the energy company will want to synchronize high heat load production with high spot prices for power whenever possible. This can be done by using large storage tanks where heat is buffered during hours with high spot prices, while then distributed to the DHS as the heat load demand increases. However, such storage tanks are expensive to build and maintain, and they have limited operational dynamics. An alternative is to use the actual buildings connected to the DHS, in order to utilize their thermal inertia by the use of active load control. This paper presents a multi-agent system (MAS) designed to bridge the information gap between energy companies and building owners in order to enable the use of system-wide active load control in order to synchronization heat load and spot prices. The presented scheme provides a self-regulating market analogy in which agents act to allocate load control resources. Each participating building is assigned a consumer agent, while each production unit is represented by a production agent. These agents interact on the market analogy which is in turn supervised by a market agent. The work in this paper is focused on the intraday market although the underpinning synchronization scheme is suitable for the day-ahead market as well as the intraday market. The results show considerable gains for participating entities when applying the presented strategy to the often volatile intraday spot price market.