Kaiko

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Tick by Tick Trade is all individual executed transactions occurring on an exchange, normalized and timestamped.
99.9% individual trades on the market
198 countries covered
10 years of historical data
OHLCV is the financial market standard representation of market price movements at different granularities (e.g. 1 mn, 5 mn, 1 hour, 12h,...
99.9% individual trades on the market
198 countries covered
10 years of historical data
VWAP is a financial market standard valuation metric to aggregate a market price at different granularities (e.g. 1 mn, 5 mn, 1 hour, 12h...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Count is a trading metric allowing to identify traffic and trading structure when used alongside VWAP and OHLCV. It allows users who are ...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Tick by Tick Trade is all individual executed transactions occurring on an exchange, normalized and timestamped.
99.9% individual trades on the market
198 countries covered
10 years of historical data
OHLCV is the financial market standard representation of market price movements at different granularities (e.g. 1 mn, 5 mn, 1 hour, 12h,...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Count is a trading metric allowing to identify traffic and trading structure when used alongside VWAP and OHLCV. It allows users who are ...
99.9% individual trades on the market
198 countries covered
10 years of historical data
VWAP is a financial market standard valuation metric to aggregate a market price at different granularities (e.g. 1 mn, 5 mn, 1 hour, 12h...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Kaiko's DER facility allows user to build their rates to value an asset accross price feeds from exchanges as a VWAP of individual VWAP p...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Kaiko's SER facility allows user to build their rates to value an asset accross price feeds from exchanges as a VWAP of individual VWAP p...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Order Book snapshot is an image of the depth of bid / asks on a given instrument, by price, taken at least one every minute. User have a ...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Order Book depth metric allows user to display volume in he depth of the book as compared to the top best bid, best ask: how much volume ...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Order Book spread metric allows user to build bid ask spread dynamics over time through user defined time windows, getting the averaged m...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Order Book spread metric allows user to get bid-ask spreads, determining the instrument pricing by market maker. Spread are snapshot ever...
99.9% individual trades on the market
198 countries covered
10 years of historical data
Order Book average depth metric allows user to quantify OB liquidity dynamics by building depth of the book average breakdown compared to...
99.9% individual trades on the market
198 countries covered
10 years of historical data