For purposes of the Moody's Analytics estimated and forecast data products, we have created geography codes for metropolitan areas in Spain.  Inconveniently, Spain itself has no official definition.  Instead, we have utilized definitions published in the final report of the ESPON Project 1.4.3, and use nine of the eleven metro areas defined therein (Madrid, Barcelona, and seven of the nine regional metropolises).

The ESPON study formulated consistent metropolitan area definitions for 29 European countries. ESPON 1.1.1 produced a list of functional urban areas (FUAs) based on population in standardized NUTS-type areas; ESPON 1.4.3 made corrections to this list and added the concept of a morphological urban area (MUA), or core, such that a FUA consists of a core plus a surrounding labor pool. This is akin to the OMB's methodology for U.S. core-based statistical areas.

References:

• ESPON: Project 1.4.3 Study on Urban Functions
• ESPON: 1.4.3 Final Report (PDF, 2007)
• Eurostat: NUTS (Nomenclature of Territorial Units for Statistics)
• INE: Codes of municipalities, provinces and regions:
  • Introduction and Lists 
• Moody's Analytics: Subnational data summary for Spain

Table 1 of 1. Metropolitan areas in Spain. Each area is an aggregate of one or more NUTS 3 or NUTS 2 regions. Spain has a national geo code of IESP, all codes for its geographic subdivisions use IESP as a prefix, and all Moody's Analytics metro areas feature the letter M. Each of the 9 areas is identified as IESP(underscore)M(letter)(letter)(letter), and may be retrieved en masse by using the basket geo wild card IESP_M^^^.