How to customize lighting power density or watts at space level ?

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You can add internal loads onto a space on top of what is inherited from it's assigned space type, but as you pointed out, you can't change the space type characteristics from within a space that happens to be assigned that space type.

If you want to customize the internal loads for one or more spaces (where you want to remove some of the internal loads from it's assigned space type) you have a few options.

1. You can make a copy of that space type, then remove the objects you want from the copy, and assign the copy to the space(s) you want to use it for.
2. A space doesn't have to be assigned to a space type at all. In that case, it will only contain internal loads that you directly assign to it.