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Granular cryptocurrency data requires significant storage capacity.
Kaiko Cloud Delivery simplifies data transfer by seamlessly delivering large historical datasets to your cloud storage, enabling in-depth historical analysis.
We offer two cloud delivery options:
Cloud Storage - CSVs delivered once a day.
AWS
Azure
Google Cloud Platform
Data warehouses - Directly query the latest data.
BigQuery
Snowflake
⬅️ ⬅️ ⬅️
How to receive our data through Azure Blob
You will need to create an Azure Blob storage container.
We suggest calling the container kaiko-delivery-nameofyourcompany
Once created, you will need to create an SAS Token for this container. The SAS Token should be valid for at least a year with the following permissions : Read, Add, Create, Write, Delete, List, Move.
We need the following details to be sent to [email protected] : Azure Container Name, SAS Token, Azure Account Name.
If you have any questions regarding this process, you can contact: [email protected]
Tick-level data is the most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges. The data is normalized and timestamped and contains information such as the price and volume of each trade. For DEX’s specifically, we also provide additional information on the user address, the blockchain, the pool address and transaction hash related to the trade.
How to receive our data through AWS
You will need to have access to an AWS account, which can be created
You will also need to retrieve your AWS account ID (or the specific ARNs of the accounts to give access to), the instructions regarding this step can be found .
Your AWS account ID (or ARNs) should be sent to .
How to receive our data through Google Cloud
Open
We suggest calling the bucket kaiko-delivery-nameofyourcompany
Once created, click on the "3 dots" on the right side of the corresponding bucket
How to receive our data through BigQuery
To facilitate your access to our BigQuery datasets, please follow the outlined steps below:
Prerequisite: Ensure you possess an active Google Cloud account. If you do not have one, please create an account at .
Request Access: Submit the required information to . Please include the email addresses and service accounts that require access to the dataset.
Access Confirmation: Upon receiving your request, our team will initiate the access provisioning process. You will be notified via email once access has been granted.
Our team will then give you access to the data and will contact you to confirm the details.
If you have any questions regarding this process, you can contact [email protected].
Locating the BigQuery Dataset: Access the BigQuery interface and navigate to the Analytics Hub. Within the Analytics Hub, search for private listings to locate the dataset shared with you.
Dataset Utilization: After adding the dataset to your project, you will gain full access to the data, allowing you to integrate it into your applications.
Should you encounter any issues or require further assistance, please do not hesitate to contact our support team at [email protected].
Meet AML compliance requirements with KYC, KYT, and source of wealth checks, plus crypto network analysis of token supply, decentralization, and mining dynamics.
Forecast market volatility with implied volatility models and access real-time contract-level derivatives data, including trading volume, open interest, funding rates, and options Greeks.
The time granularity that we provide through CSV files is 1min, 5min, 10min, 15min and 30min for monthly grouped CSV files, while 1hour, 4hour and 1day for yearly grouped CSV files.
File Name: [kaiko_legacy_slug]_[data_feed_code]_vwap_[time_granularity]_[date].csv
Files are created on a daily basis, but complete as a month or year ends
example: bw_btcusdt_perp_vwap_5m_2023_02.csv, bw_atomusdt_perp_vwap_1h_2023.csv
Cut-off datetime:
Monthly grouped files: The mid-night of the last day of the month
Yearly grouped files: The mid-night of the last day of the year
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
There are no column headers in the CSV files, so I will present the columns in order from left to right.
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in milliseconds)
1672531200000
vwap
The volume weighted price during the time interval. null when no trades reported.
0.4935
exchange
BigQuery and Snowflake only
Exchange code.
See
cbse
BigQuery and Snowflake only
Instrument code.
btc-usd
File Name: [exchange_name]_[data_feed_code]_trades_[date].csv
Files are created on a daily basis.
example: Binance V2_BTCUSD_PERP_trades_2023_02_13.csv
Cut-off time: 00:00:00 UTC
We use the timestamp when exchanges send the order book data points through websocket or REST API in order to cut-off the data points between days.
Column Delimeter: , (comma)
id
Unique trade ID (unique to the exchange). In case the exchange does not provide an ID, we generate it ourselves.
1661990400274591751
exchange
Kaiko legacy slug for an exchange
bw
symbol
Data feed code in lower case
btcusd_perp
date
The timestamp provided by the exchange in Unix Timestamp (in milliseconds)
1676246400344
Press Add members and add our service account [email protected]
Press on Select a role, select Storage, then select Storage Admin as follows:
Press on Add to validate the changes
Enter the details into this form
You should receive a confirmation email within a few working days confirming that the integration was set up correctly
If you have any questions regarding this process, you can contact: [email protected]
This indicates the amount of each token available for trading in a liquidity pool, identified through its blockchain pool address. A separate endpoint provides this data specifically for Uniswap V3 liquidity pools.
File Name: [kaiko_exchange_code]_[pool_address]_[date].csv
Files are created on a daily basis.
example: usp2_0xb4e16d0168e52d35cacd2c6185b44281ec28c9dc_2023-02-12.csv
Cut-off time: 00:00:00 UTC
The raw data on which our Level 2 Aggregations such as market depth , bid/ask spread, and price slippage are built. Details a point-in-time view of the bids and asks on an exhange's order book to 10% depth. Used to build your own custom level 2 aggregations. The snapshot is produced every 30 seconds.
File Name: [kaiko_legacy_slug]_[instrument_symbol]_[date].csv
Files are created on a daily basis.
example: oe_btcusdt_2023-05-30.csv
Cut-off time: 00:00:00 UTC
The Uniswap V3 Liquidity Estimator offers insight into the token reserves on Uniswap V3.
File Name: [kaiko_exchange_code]_[pool_address]_[date].csv
Files are created on a daily basis.
example: usp3_0xcbfb0745b8489973bf7b334d54fdbd573df7ef3c_2023-02-07.csv
Cut-off time: 00:00:00 UTC
price
Executed price
21779.5
amount
Quantity of asset bought or sold (can be in base_asset, quote_asset or the number of contracts).
402
sell
Taker sell side
true
exchange
BigQuery and Snowflake only
Exchange code.
See Exchange codes
cbse
instrument
BigQuery and Snowflake only
Exchange code.
See Exchange codes
btc-usd
We use the timestamp of the block in order to cut-off the data points between days.
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
price
The price at this block.
0.0006495312950691
symbols
The symbols of the tokens in the pool, separated by a semi-colon.
USDC;WETH
addresses
The addresses of the tokens in the pool, separated by a semi-colon.
0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48;0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2
amounts
The amounts of liquidity of each token, separated by a semi-colon.
4.3800141550673e+07;28449.56266562047
block_number
The height of the block.
16028979
timestamp
The timestamp of the block.
1669161611000
datetime
The date equivalent.
2023-02-12T00:00:11Z
pool_name
Name of the pool as it is written on the blockchain.
USDC-WETH
We use the timestamp of the block in order to cut-off the data points between days.
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
current_price
The current price at this block, normalized using the pool’s tokens decimals.
0.0028577887443084
current_tick
The current tick at this block.
-58580
amount
The amount of liquidity in the specified tick range.
1.7305248294559624e+23
amount0
The amount of token0 in the specified tick range, normalized using the token0 decimals.
0
amount1
The amount of token1 in the specified tick range, normalized using the token1 decimals.
26.4381078606
block_number
The height of the block.
16028979
timestamp
The timestamp of the block.
1669161611000
lower_tick
The lower tick of the range.
-59580
upper_tick
The upper tick of the range.
-59520
interval
BigQuery and Snowflake only
The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively.
1h
We use the timestamp when we send the Orderbook snapshot REST API requests to exchanges in order to cut-off the data points between days.
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
exchange
BigQuery and Snowflake only
Exchange code.
See
cbse
instrument
BigQuery and Snowflake only
Exchange code.
See
btc-usd
date
The timestamp when we send the REST API requests to exchanges in Unix Timestamp (in milliseconds)
1676246400344
type
Type(side) of the limit orders on the orderbook snapshot. a: ask. b: bid.
a
price
Quoted price
21779.5
amount
Amount of limit orders at the specific price (can be in base_asset, quote_asset or the number of contracts).
File Name: [kaiko_legacy_slug]_[data_feed_code]_[date].csv.gz
Files are generated on a daily basis.
example: bw_btcusdt_2023-05-02.csv
Cut-off time: 00:00:00 UTC
We use the timestamp when exchanges send the order book data points through websocket in order to cut-off the data points between days, if the timestamps are provided by the exchanges.
When the timestamps are not provided by the exchanges, we use the data collection timestamp when the data points arrive at Kaiko's collection system (see below for these exchanges).
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
ts_exchange
Timestamp when the exchanges send the data. In the epoch format.
1661990400274591751
ts_collection
Timestamp when we collect the data. In the epoch format.
1661990400274591751
exchange
Exchange code.
See
binc
class
The instrument class of the instrument
1676246400344
This dataset offers the trade count, OHLCV and VWAP history for an instrument on an exchange.
The time granularity that we provide through CSV files is 1min, 5min, 10min, 15min and 30min for monthly grouped CSV files, while 1hour, 4hour and 1day for yearly grouped CSV files.
File Name: [kaiko_legacy_slug]_[data_feed_code]_cohlcvwap_[time_granularity]_[date].csv
Files are created on a daily basis, but complete as a month or year ends
example: bw_btcusdt_perp_cohlcvwap_5m_2023_02.csv, bw_atomusdt_perp_cohlcvwap_1h_2023.csv
Cut-off datetime:
Monthly grouped files: The mid-night of the last day of the month
Yearly grouped files: The mid-night of the last day of the year
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
There are no column headers in the CSV files, so I will present the columns in order from left to right.
This data includes event data related to the addition (mint) and removal (burn) of tokens from a liquidity pool.
File Name: [kaiko_exchange_code]_[pool_address]_[date].csv
Files are created on a daily basis.
example: usp2_0xb4e16d0168e52d35cacd2c6185b44281ec28c9dc_2023-02-12.csv
Cut-off time: 00:00:00 UTC
We use the timestamp of the block in order to cut-off the data points between days.
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
File Name: [kaiko_legacy_slug]_[instrument_symbol]_[date].csv.gz
Files are generated on a daily basis.
example: bf_btcusdt_2022-09-01.csv
Cut-off time: 00:00:00 UTC
We use the timestamp when exchanges send the order book data points through websocket in order to cut-off the data points between days, if the timestamps are provided by the exchanges.
When the timestamps are not provided by the exchanges, we use the data collection timestamp when the data points arrive at Kaiko's collection system (see below for these exchanges).
Column Delimeter: ; (semi-colon)
Decimal Mark (in numbers): . (dot)
timestamp
Timestamp when the exchanges send the data or we collect the data, depending on exchanges. In the epoch format.
1661990400274591751
type
Type of the message. s: snapshot. u: update.
s
asks
List of [ask price, volume]
[[20103,0],[20207,0],[20057,1.00111351]]
bids
List of [bid price, volume]
[[19584,0],[19904,21.9973]]
Download the CSV files, which usually start with updates (type: u).
Ignore the updates before the 1st snapshot (type: s) that appears in the CSV file.
If the prices in the updates exist in the locally managed order book, update the amount. The amount 0 means to remove the price level from the order book, because it is cancelled or filled.
If the prices in the updates do not exist in the locally managed order book, insert that price level in the order book.
Receiving an update that removes a price level that is not in your local order book is a normal exchange's behavior that can happen. In this case, you can just ignore the updates.
Please dump the locally managed order book if you encounter a snapshot between updates while maintaining the orderbook, and start fresh with the new snapshot.
type
Event type. By default both burn and mint are shown.
burn or mint
transaction_hash
Filter on a specific transaction hash.
0xe68b84740**
price
The price at this block.
0.0006495312950691
symbols
The symbols of the tokens in the pool, separated by a semi-colon.
USDC;WETH
addresses
The addresses of the tokens in the pool, separated by a semi-colon.
0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48;0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2
amounts
The amounts of each token, separated by a semi-colon.
4.3800141550673e+07;28449.56266562047
block_number
The height of the block.
16028979
timestamp
The timestamp of the block.
1669161611000
datetime
The date equivalent.
2023-02-12T00:00:11Z
pool_name
Name of the pool as it is written on the blockchain.
USDC-WETH
low
Lowest price during interval. null when no trades reported.
0.4911
close
Closing price of interval. null when no trades reported.
0.4939
volume
Volume traded in interval. 0 when no trades reported.
62.32
price
The volume weighted price during the time interval. null when no trades reported.
0.4945
exchange
BigQuery and Snowflake only
Exchange code.
See
cbse
instrument
BigQBigQuery and Snowflake only
Instrument code.
btc-usd
interval
BigQuery and Snowflake only
The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively.
1h
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in milliseconds)
1672531200000
count
Then number of trades. 0 when no trades reported.
321
open
Opening price of interval. null when no trades reported.
0.4935
high
Highest price during interval. null when no trades reported.
0.4951
The time granularity that we provide through CSV files is 1min, 5min, 10min, 15min and 30min for monthly grouped CSV files, while 1hour, 4hour and 1day for yearly grouped CSV files.
File Name: [kaiko_legacy_slug]_[data_feed_code]_ohlcv_[time_granularity]_[date].csv
Files are created on a daily basis, but complete as a month or year ends
example: bw_btcusdt_perp_ohlcv_5m_2023_02.csv, bw_atomusdt_perp_ohlcv_1h_2023.csv
Cut-off datetime:
Monthly grouped files: The mid-night of the last day of the month
Yearly grouped files: The mid-night of the last day of the year
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
There are no column headers in the CSV files, so I will present the columns in order from left to right.
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in milliseconds)
1672531200000
open
The opening price of a candle
0.4935
high
The highest price of a candle
0.4941
low
The lowest price of a candle
0.4930
symbol
Kaiko identifier for the instrument
21779.5
type
a stands for ask, while b stands for bid. Tells which side has an update on price or size
a
price
Price displayed in quote currency
20289.2
size
Limit order size of the quotes
0.8
close
The closing price of a candle
0.4937
volume
The volume of the trades executed within the time interval of a candle (can be in base_asset, quote_asset or the number of contracts)
86092.08
exchange
BigQuery and Snowflake only
Exchange code.
See Exchange codes
cbse
instrument
BigQuery and Snowflake only
Instrument code.
Exchange trading pair codes (instruments)
btc-usd
interval
BigQuery and Snowflake only
The interval parameter is suffixed with s, m, h or d to specify seconds, minutes, hours or days, respectively.
1h
File Name: bitcoin_[date].csv
Files are created on a daily basis.
example: bitcoin_2023-02-12.csv
Cut-off time: 00:00:00 UTC
We use the timestamp of the block in order to cut-off the data points between days.
Column Delimeter: ,(comma)
Decimal Mark (in numbers): . (dot)
Balance Data
user_address
The address on which the row is focused.
15HCzh8AoKRnTWMtmgAsT9TKUPrQ6oh9HQ
chain
Always bitcoin
bitcoin
block_number
The height of the block.
394889
timestamp
The timestamp of the block.
1453681271
Transaction Data
chain
Blockchain name.
bitcoin
block_number
The height of the block.
395211
timestamp
The timestamp of the block.
1453853136
transaction_hash
Transaction hash.
94ad60ff0ef4cd0f31cab884adc6c39720273e9468ac0019a339911f0dd26e76
File Name: [blockchain]_[kaiko_exchange_code]_[underlying_asset_symbol]_[underlying_asset_address]_[event_type]_[date].csv
Files are created on a daily basis.
example: ethereum_aav2_WETH_0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2_withdraw_2023-02-14.csv.gz
Cut-off time: 00:00:00 UTC
We use the timestamp of the block in order to cut-off the data points between days.
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
blockchain
The blockchain on which the transaction happened.
ethereum
protocol
Code of the L&B protocol.
aave/v2
block_number
The height of the block in which the transaction happened.
16025918
datetime
The timestamp of the block in which the transaction happened.
1669124591
Borrow Event
amount_receipt
Amounts of the receipt token.
299899
rate
Borrow rate (at the event level or at the contract level depending on the protocol).
0.02820253961814756
rate_type
Stable (1) or Variable (2)
1 or 2
on_behalf_of
The address of user who will incur the debt.
0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31
Deposit Event
amount_receipt
Amounts of the receipt token.
299899
rate
Supply rate of the overall lending pool.
0.000203088325657998768898798
on_behalf_of
The address that will receive the receipt tokens.
0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31
Withdraw Event
amount_receipt
Amounts of the receipt token.
299899
on_behalf_of
The address that will receive the underlying token.
0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31
Repayment Event
amount_receipt
Amounts of the receipt token.
299899
on_behalf_of
The address of user who will incur the debt.
0xeffc18fc3b7eb8e676dac549e0c693ad50d1ce31
borrow_rate_mode
Stable (1) or Variable (2)
1 or 2
Liquidation Event
liquidation_debt_asset_symbol
Symbol of the debt asset.
renfil
liquidation_debt_asset_address
Address of the debt asset.
0xd5147bc8e386d91cc5dbe72099dac6c9b99276f5
liquidation_debt_asset_decimals
Decimals of the debt asset.
18
liquidation_debt_amount_in_asset
Amount of the debt asset.
1899
This dataset offers in-depth insights into Ethereum wallets including transfers and wallet balances over time.
File Name: ethereum_[date].csv
Files are created on a daily basis.
example: ethereum_2023-02-12.csv
Cut-off time: 00:00:00 UTC
We use the timestamp of the block in order to cut-off the data points between days.
Column Delimeter: ,(comma)
Decimal Mark (in numbers): . (dot)
All possible values for the field transaction_type:
This data provides information about lending pools. It shows data such as how many tokens has been deposited and borrowed, as well as the interest rates for lending and borrowing at each block.
File Name: [blockchain]_[kaiko_exchange_code]_[underlying_asset_symbol]_[underlying_asset_address]_[date].csv
Files are created on a daily basis.
example: ethereum_aav2_WETH_0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2_2023-02-14.csv.gz
Cut-off time: 00:00:00 UTC
Additional fields
AAVE v1
AAVE v2
Compound
Cream
Maker
transaction_hash
Transaction hash.
94ad60ff0ef4cd0f31cab884adc6c39720273e9468ac0019a339911f0dd26e76
transaction_type
Event type.
minerReward
transaction_index
The index of the transaction.
0
ordinal
Generated number that gives the order of each balance impact, for one file. Based on call index and log indexes.
2
token_symbol
Symbol of the coin transfered
BTC
direction
Inflow or outflow from the user_address.
in
amount
Amount of asset transfered.
25.42860520
balance_after
Wallet balance for the user_address for this asset.
531.52819202
amount_usd
Amount of asset transferred in usd.
10171.442886426918
balance_after_usd
Wallet balance for the user_address for this asset in usd.
212611.2936645534
transaction_index
The index of the transaction.
0
sender_addresses
The addresses that sends the coin.
[1A8MMLhpGEyNqEsqzkReXtmBx9LBQgt8Mh]
receiver_addresses
The addresses that receives the coin.
[19Ntq9wC9i39284EZVVf4R7DbCz7gThxzs,12eKGe5hLdKBe8mQ7dv8NixEcX96XHBkoZ]
token_symbol
Symbol of the coin transfered
BTC
amount_out
Amount of asset transfered.
10.12592654
fees
Fees paid for the transaction.
0.0004
amount_out_usd
Amount of asset transferred in usd.
3965.771819253574
fees_usd
Fees paid for the transaction in usd.
0.15665813112855445
transaction_hash
Transaction hash
---
log_index
Log index of the transaction
152
type
Event type: Borrow, deposit, withdraw, repayment or liquidation.
borrow, deposit, etc
user_address
Address of the user.
0xd8dA6BF26964aF9D7eEd9e03E53415D37aA96045
asset_symbol
Symbol of the underlying asset.
crv
asset_address
Address of the underlying asset.
0xd533a949740bb3306d119cc777fa900ba034cd52
asset_decimals
Decimals of the underlying asset.
18
receipt_symbol
Symbol of the receipt asset.
acrv
receipt_address
Address of the receipt asset.
0x8dae6cb04688c62d939ed9b68d32bc62e49970b1
receipt_decimals
Decimals of the receipt asset.
18
amount
Amounts of the borrowed token.
299894.78
liquidation_caller_address
The address that triggered the liquidation transaction.
0xdfd3bd446f1b7fd96dc995126ee845af0b1254cd
receive_receipt_token
The liquidator chooses to receive the collateral's asset (False) or recept token (True).
True or False
liquidation_type
Debt (1) or Collateral (2)
1
transaction_hash
Transaction hash.
0x5a9e11432e5c7e2fccf598606858619cbd72f1de40db625fc4749ec1b032e144
transaction_type
Event type.
gas_buy
transaction_index
The index of the transaction.
0
ordinal
Generated number that gives the order of each balance impact, for one file. Based on call index and log indexes.
2
sender_address
The address that sends tokens or coins.
0xc8c939539efb7f5ba903fc99b61656979c46c045
receiver_address
The address that receives tokens or coins.
0x5a0b54d5dc17e0aadc383d2db43b0a0d3e029c4c
initiator_address
The address that signed the transaction.
0xc8c939539efb7f5ba903fc99b61656979c46c045
token_symbol
Symbol of the token or coin transfered
ETH
token_address
The address of the token or coin transfered.
0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee
direction
Inflow or outflow from the user_address.
out
amount
Amount of asset transfered.
0.16
balance_after
Wallet balance for the user_address for this asset.
0.4814735188
amount_usd
Amount of asset transferred in usd.
23.863262042004745
balance_after_usd
Wallet balance for the user_address for this asset in usd.
71.80955465881561
genesis_balance
Refers to the balance attributed to addresses during the genesis block.
gas_buy
The amount of gas purchased by the initiator to execute the transaction.
reward_transaction_fee
Reward earned by the miner for including the transaction in the block.
reward_fee_reset
gas_refund
The process of refunding gas to the initiator when the state store is cleared.
touch_account
Refers to the process of interacting with an account in some way, such as updating its nonce.
suicide_refund
The process of refunding gas to a contract owner when the SELFDESTRUCT operation is called, as it clears the store.
suicide_withdraw
This action allows the withdrawal of the remaining coin (ex: ETH) in a self-destructed account to a specific address.
call_balance_override
This operation overrides the default balance of an account.
burn
Burning coins in chains where this process occurs.
withdrawal
Allows the withdrawal of rewards or stake for validators.
token_transfer
This operation involves the transfer of (ERC20) tokens.
wrap_coin
This operation mints WETH tokens after a coin (ex: ETH) deposit.
unwrap_coin
This operation burns WETH tokens before a coin (ex: ETH) withdrawal.
token_deposit
This operation allows the deposit of (ERC20) tokens into staking contracts or escrow.
token_withdrawal
This operation allows the withdrawal of (ERC20) tokens from the staking contracts or escrow.
user_address
The address on which the row is focused.
0xc8c939539efb7f5ba903fc99b61656979c46c045
chain
Always ethereum
ethereum
block_number
The height of the block.
7005997
timestamp
The timestamp of the block.
1546560004
unknown
Unknown balance_change reason, only happens for the chain’s coin.
reward_mine_uncle
Uncle block rewards are awarded to miners who generate an uncle block that gets included in a valid block added to the chain. These uncle blocks are analogous to stale blocks in Bitcoin. However, rather than being disregarded, uncle blocks receive rewards dependent on their novelty.
reward_mine_block
Rewards granted to the miner who mines the current block.
dao_refund_contract
This is related to the execution of the DAO hard-fork, an event that occurred as a response to the notorious DAO hack in 2016. This hard-fork moved all the Ether initially stored in The DAO (and its child DAOs) to a refund contract. From this contract, original DAO token holders could claim their proportional share of the funds.
dao_adjust_balance
Refers to any adjustment made to an account’s balance in relation to DAO-related hard-fork or operations.
coin_transfer
A coin transfer operation.
We use the timestamp of the block in order to cut-off the data points between days.
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
asset_symbol
Symbol of the underlying asset.
crv
asset_address
Address of the underlying asset.
0xd533a949740bb3306d119cc777fa900ba034cd52
asset_decimals
Decimals of the underlying asset.
18
receipt_symbol
Symbol of the receipt asset.
acrv
receipt_address
Address of the receipt asset.
0x8dae6cb04688c62d939ed9b68d32bc62e49970b1
receipt_decimals
Decimals of the receipt asset.
18
total_liquidity
The total amount of liquidity for this pool.
1486160
available_liquidity
The total amount of available liquidity for this pool.
1279630
total_borrowed
The total amount of tokens borrowed for this pool.
206535
supply_rate
The supply rate.
0.00289186
stable_borrow_rate
The stable borrow rate.
0.0442648
variable_borrow_rate
The variable borrow rate.
0.0208089
...
Additional fields specific to each exchange. See below.
0
blockchain
The blockchain on which the transaction happened.
ethereum
block_number
The height of the block in which the transaction happened.
16025918
datetime
The timestamp of the block in which the transaction happened.
1669124591
protocol
Code of the L&B protocol.
aave/v2
total_borrowed_stable
The total amount of assets borrowed with a stable rate for this pool.
0
total_borrowed_variable
The total amount of assets borrowed with a variable rate for this pool.
41872.928778
total_borrowed_stable
The total amount of assets borrowed with a stable rate for this pool.
4162389.524515
total_borrowed_variable
The total amount of assets borrowed with a variable rate for this pool.
345075360.304631
total_reserves
Total liquidity - All of the debt tokens supply.
51387128.92415
total_reserves
Total liquidity - All of the debt tokens supply.
3486037.365878
total_reserves
Total liquidity - All of the debt tokens supply.
033661.402437
collateral_ratio
Minimum ratio of collateral before liquidation.
1.5
debt_ceiling
Maximum amount of DAI that can be emitted on this type of vault.
2500000
debt_floor
Minimum amount of DAI that can be minted for this type of Vault.
2000
File Name: [kaiko_exchange_code]_[instrument_symbol]_derivatives_full_[date].csv
Files are created on a daily basis.
example: bbit_xrpusdt_derivatives_full_2023_05_30.csv
Cut-off time: 00:00:00 UTC
A file contains the minutely data from the mid-night (00:00:00) to the 1 mintue before the mid-night (23:59:00).
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds)
1736121600
24h_volume
The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)
1849370
open_interest
The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)
18.154
ask
The price of the best ask within one minute interval
0.4941
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds)
1685405460
24h_volume
The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)
1849370
ask
The price of the best ask within one minute interval
0.4941
bid
The price of the best bid within one minute interval
0.4940
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds)
1736121600
ask_iv
Implied volatility for the best ask.
51.08
bid_iv
Implied volatility for the best bid.
48.73
mark_iv
The implied volatility for the mark price.
50.03
File Name: [kaiko_exchange_code]_[instrument_symbol]_derivatives_full_[date].csv
Files are created on a daily basis.
example: bbit_xrpusdt_derivatives_full_2023_05_30.csv
Cut-off time: 00:00:00 UTC
A file contains the minutely data from the mid-night (00:00:00) to the 1 mintue before the mid-night (23:59:00).
Column Delimeter: , (comma)
Decimal Mark (in numbers): . (dot)
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds)
1736121600
24h_volume
The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)
1849370
open_interest
The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)
18.154
ask
The price of the best ask within one minute interval
0.4941
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds)
1685405460
24h_volume
The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)
1849370
ask
The price of the best ask within one minute interval
0.4941
bid
The price of the best bid within one minute interval
0.4940
timestamp
The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds)
1736121600
ask_iv
Implied volatility for the best ask.
51.08
bid_iv
Implied volatility for the best bid.
48.73
mark_iv
The implied volatility for the mark price.
50.03
bid
The price of the best bid within one minute interval
0.4940
ask_amount
The amount of the best ask, associated with the best ask price.
8.2
bid_amount
The amount of the best bid, associated with the best bid price.
4.4
funding_rate
perpetual-future only. The current funding rate.
0.00020546
mark_price
The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.
39713.5
predicted_funding_rate
perpetual-future only. The predicted funding rate for the next period.
0.00010447
price
Most recent traded price of derivative contract
39767
index_price
The price of the underlying index, often as a weighted average across multiple exchanges' spot prices
39745.9
funding_rate
perpetual-future only. The current funding rate.
0.00020546
mark_price
The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.
39713.5
predicted_funding_rate
perpetual-future only. The predicted funding rate for the next period.
0.00010447
price
Most recent traded price of derivative contract
39767
index_price
The price of the underlying index, often as a weighted average across multiple exchanges' spot prices
39745.9
settlement_price
Settlement price calculated at the end of the trading day for the contract.
106610
settlement_timestamp
Time of calculated settlement price
2025-01-06T22:37:40.863147599Z
expiry
Expiration date of the contract
1736467200000000000
strike_price
The strike price of the contract in USD
100000
24h_volume
The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)
1849370
ask
The price of the best ask within one minute interval
0.4941
bid
The price of the best bid within one minute interval
0.4940
ask_amount
The amount of the best ask, associated with the best ask price.
50.6
bid_amount
The amount of the best bid, associated with the best bid price.
41.9
funding_rate
perpetual-future only. The current funding rate.
0.00020546
mark_price
The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.
39713.5
predicted_funding_rate
perpetual-future only. The predicted funding rate for the next period.
0.00010447
price
Most recent traded price of derivative contract
39767
index_price
The price of the underlying index, often as a weighted average across multiple exchanges' spot prices
39745.9
delta
The delta value for the option.
0.41797
gamma
The gamma value for the option.
0.00007
rho
The rho value for the option.
4.7103
theta
The theta value for the option.
-242.50719
vega
The vega value for the option.
42.00295
underlying_index
Name of the underlying asset
BTC-10JAN25
settlement_price
Settlement price calculated at the end of the trading day for the contract.
24.5
settlement_timestamp
Time of calculated settlement price
2025-01-06T22:37:14.785498411Z
bid
The price of the best bid within one minute interval
0.4940
ask_amount
The amount of the best ask, associated with the best ask price.
8.2
bid_amount
The amount of the best bid, associated with the best bid price.
4.4
funding_rate
perpetual-future only. The current funding rate.
0.00020546
mark_price
The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.
39713.5
predicted_funding_rate
perpetual-future only. The predicted funding rate for the next period.
0.00010447
price
Most recent traded price of derivative contract
39767
index_price
The price of the underlying index, often as a weighted average across multiple exchanges' spot prices
39745.9
funding_rate
perpetual-future only. The current funding rate.
0.00020546
mark_price
The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.
39713.5
predicted_funding_rate
perpetual-future only. The predicted funding rate for the next period.
0.00010447
price
Most recent traded price of derivative contract
39767
index_price
The price of the underlying index, often as a weighted average across multiple exchanges' spot prices
39745.9
settlement_price
Settlement price calculated at the end of the trading day for the contract.
106610
settlement_timestamp
Time of calculated settlement price
2025-01-06T22:37:40.863147599Z
expiry
Expiration date of the contract
1736467200000000000
strike_price
The strike price of the contract in USD
100000
24h_volume
The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts)
1849370
ask
The price of the best ask within one minute interval
0.4941
bid
The price of the best bid within one minute interval
0.4940
ask_amount
The amount of the best ask, associated with the best ask price.
50.6
bid_amount
The amount of the best bid, associated with the best bid price.
41.9
funding_rate
perpetual-future only. The current funding rate.
0.00020546
mark_price
The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation.
39713.5
predicted_funding_rate
perpetual-future only. The predicted funding rate for the next period.
0.00010447
price
Most recent traded price of derivative contract
39767
index_price
The price of the underlying index, often as a weighted average across multiple exchanges' spot prices
39745.9
delta
The delta value for the option.
0.41797
gamma
The gamma value for the option.
0.00007
rho
The rho value for the option.
4.7103
theta
The theta value for the option.
-242.50719
vega
The vega value for the option.
42.00295
underlying_index
Name of the underlying asset
BTC-10JAN25
settlement_price
Settlement price calculated at the end of the trading day for the contract.
24.5
settlement_timestamp
Time of calculated settlement price
2025-01-06T22:37:14.785498411Z
