In order to solve the problem of boundary data fluctuation influence on the security check result caused by new energy and load forecast, security check method based on extreme scenario analysis is proposed for the long and medium-term power market. The volatility boundary data is divided into two categories, namely positive data and negative data, according to their forecast deviation influence on the security check result. On this basis, the extreme scenario of long and medium-term power market is defined, compared to the traditional deterministic security check method. Based on the multi-period unit commitment model, long and medium-term security check method for extreme scenario is constructed, which can quantify the expected execution of the transaction quantity of different power generation enterprises. Finally, case study based on the actual data of a provincial power grid in China shows that extreme scenario analysis can effectively identify operation problems which are difficult to detect under the basic scenario. The results show that the proposed method can identify the execution deviation of long and medium-term power transaction under extreme scenarios more accurately and is suitable for provincial power grids with high proportion of new energy access to improve the feasibility of transaction verification results.