Flexible demand side energy and reserve procurement have the potential to improve the overall operation of the grid. However, as argued in previous studies, this flexibility might cause congestion in distribution grids. In this paper, we improve the conventional distribution locational marginal price (DLMP) method, while integrating congestion free energy and reserve provision from buildings in distribution grids. First, robust day-ahead (DA) DLMPs are calculated to account for unmodeled dynamics of flexible loads. Second, using dual decomposition, the data sharing requirements between the aggregator and the distribution system operator are minimized. Third, a sensitivity-based real-time adjustment method is presented to remove the conservatism of DA robust DLMPs. Case studies are performed on a benchmark distribution system. The numerical results show that the proposed technique efficiently handles load uncertainties and data sharing requirements, improving the practicality of the conventional DMLP method.