# Data dictionary

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<table data-full-width="true"><thead><tr><th width="265.3046875">Data</th><th width="227.5703125">Included with (Subscriptions)</th><th>Delivery channels</th></tr></thead><tbody><tr><td>All bids and asks<br><sub>(full order book)</sub></td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>Tick-level granularity</li><li>72 hours of history on replay</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p></p><p><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/data-feeds/level-1-and-level-2-data/level-2-tick-level/bids-and-asks" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>New CSV once a day</li><li>Tick-level granularity</li><li>History since August 2023</li><li>Available for <a href="../coverage/cefi-spot-markets">CeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-2-tick-level/bids-and-asks" class="button secondary">See docs</a></p></td></tr><tr><td>All trades<br><sub>(tick-level trades)</sub></td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 1 Tick-Level Tier]</sub><br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>Tick-level granularity</li><li>72 hours of history on replay</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p></p><p><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/data-feeds/level-1-and-level-2-data/level-1-tick-level/all-trades" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>Tick-level granularity</li><li>History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p></p><p><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-1-tick-level/all-trades" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>New CSV once a day</li><li>Tick-level granularity</li><li>History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> markets</li></ul><p></p><p><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-1-tick-level/all-trades" class="button secondary">See docs</a></p><hr><p><strong>Snowflake, BigQuery</strong></p><ul><li>Available as a once-a-day refresh or in near real-time</li><li>Tick-level granularity</li><li>History since 2010</li><li>Available for CeFi spot markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-1-tick-level/all-trades" class="button secondary">See docs</a></p></td></tr><tr><td>Asset-level and exchange-level metrics </td><td>Market Explorer<br><sub>[Assets &#x26; Exchanges]</sub><br><sub>[Full Coverage]</sub></td><td><p><strong>REST API</strong></p><ul><li>1-hour to 1-day granularity</li><li>DEXs: History since genesis</li><li>CEXs: History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/monitoring-solutions/kaiko-market-explorer" class="button secondary">See docs</a></p></td></tr><tr><td>Best bids and asks<br><sub>(top-of-book)</sub></td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 1 Tick-Level Tier]</sub><br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>Tick-level granularity</li><li>72 hours of history on replay</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> markets</li></ul><p></p><p><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/data-feeds/level-1-and-level-2-data/level-1-tick-level/best-bids-and-asks-top-of-book" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>New CSV once a day</li><li>Tick-level granularity</li><li>History since December 2022</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-1-tick-level/best-bids-and-asks-top-of-book" class="button secondary">See docs</a></p></td></tr><tr><td>Bid-ask-spread</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Bid-ask spread calculated from a comparison of several raw order book snapshots over time</li><li>1-month rolling history</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-2-aggregations/bid-ask-spread-aggregation" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Includes the raw order book snapshot data on which bid-ask-spread is calculated</li><li>New CSV once a day containing at least one snapshot per minute</li><li>History since 2015 (varies per exchange)</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> &#x26; <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-2-aggregations/raw-order-book-snapshot" class="button secondary">See docs</a></p><hr><p><strong>Snowflake, BigQuery</strong></p><ul><li>Includes the raw order book snapshot data on which bid-ask-spread is calculated</li><li>Data refreshes once a day containing at least one snapshot per minute</li><li>History since 2015 (varies per exchange)</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> &#x26; <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets**</li></ul><p><sub>** for derivatives markets, the bid-ask-spread calculation is not available, only the snapshot on which it is calculated.</sub></p><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-2-aggregations/raw-order-book-snapshot" class="button secondary">See docs</a></p></td></tr><tr><td>Blockchain wallet and transaction data</td><td>Blockchain Monitoring</td><td><p><strong>REST API</strong></p><ul><li>Live data</li><li>Event-level granularity (sub transaction)</li><li>History since genesis</li><li><a href="https://docs.kaiko.com/coverage/kaiko-blockchain-monitoring">Coverage</a></li></ul><p></p><p><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/monitoring-solutions/kaiko-blockchain-monitoring" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Event-level granularity (sub transaction)</li><li>History since genesis</li><li>New CSV once-a-day</li><li><a href="https://docs.kaiko.com/coverage/kaiko-blockchain-monitoring">Coverage</a></li></ul><p></p><p><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/monitoring-solutions/blockchain-monitoring" class="button secondary">See docs</a></p><hr><p><strong>BigQuery</strong></p><ul><li>Event-level granularity (sub transaction)</li><li>History since genesis</li><li>Live with a ~15-minute delay to account for potential block reorganizations and ensure data accuracy</li><li><a href="https://docs.kaiko.com/coverage/kaiko-blockchain-monitoring">Coverage</a></li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/monitoring-solutions/blockchain-monitoring" class="button secondary">See docs</a></p></td></tr><tr><td>Borrows, repayments, liquidations, and withdrawals<br><sub>(for lending protocols)</sub></td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 1 Tick-Level Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Live data</li><li>Tick-level granularity</li><li>History since genesis</li><li>Available for <a href="https://docs.kaiko.com/coverage/defi-lending-and-borrowing-protocols">DeFi L&#x26;B</a> protocols</li></ul><p></p><p><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-1-tick-level/borrows-repayments-liquidations-and-withdrawals" class="button secondary">See docs</a></p><p></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>New CSV once a day</li><li>Tick-level granularity</li><li>History since genesis</li><li>Available for <a href="https://docs.kaiko.com/coverage/defi-lending-and-borrowing-protocols">DeFi L&#x26;B</a> protocols<br><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-1-tick-level/borrows-repayments-liquidations-and-withdrawals" class="button secondary">See docs</a></li></ul></td></tr><tr><td>Circulating Supply</td><td>Market Explorer<br><sub>[Supply &#x26; Market Cap Tier]</sub><br><sub>[Full Coverage Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Since mid-September 2025 or from the date of deployment for any new assets</li><li>5-minute increments granularity for raw data</li><li>5-minute to 30-day intervals, aggregated from raw data</li><li><a href="../coverage/supply-and-market-cap">Coverage</a></li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/monitoring-solutions/kaiko-market-explorer/supply-and-market-cap" class="button secondary">See docs</a></p></td></tr><tr><td>Custom portfolio valuation</td><td>Portfolio &#x26; Risk Management</td><td><p><strong>REST API</strong></p><ul><li>DEX historical data since genesis</li><li>CEX historical data since 2010</li><li>End-of-day and intraday pricing</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-portfolio-and-risk-management/custom-valuation" class="button secondary">See docs</a></p></td></tr><tr><td>Derivative contract details: perpetual funding rates</td><td>Derivatives Risk Indicators<br>[Basic Tier]<br><sub>[Advanced Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/analytics-solutions/kaiko-derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p><p></p><hr><p><strong>REST API</strong></p><ul><li>Historical data since July 2020</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Historical data since July 2020</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/analytics-solutions/derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p></td></tr><tr><td>Derivatives: liquidation events</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 1 Tick-Level Tier]</sub><br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Live data</li><li>Tick-level granularity</li><li>History since Jan 8th 2025</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-1-tick-level/derivative-liquidation-events" class="button secondary">See docs</a></p></td></tr><tr><td>Derivatives: IV Smile Calculation</td><td>Derivatives Risk Indicators<br><sub>[Advanced Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Historical data since April 2021</li><li>1m granularity</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-derivatives-risk-indicators/implied-volatility-calculation-smile" class="button secondary">See docs</a></p></td></tr><tr><td>Derivatives: IV Surface</td><td>Derivatives Risk Indicators<br><sub>[Advanced Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Historical data since April 2021</li><li>1m granularity</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-derivatives-risk-indicators/implied-volatility-calculation-surface" class="button secondary">See docs</a></p></td></tr><tr><td>Derivatives: token-level liquidation volumes</td><td>Derivatives Risk Indicators<br><sub>[Advanced Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Historical data since Jan 8th 2025</li><li>1h granularity</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-derivatives-risk-indicators/token-level-liquidation-volumes" class="button secondary">See docs</a></p></td></tr><tr><td>Derivatives contract details: open interest</td><td>Kaiko Derivatives Risk Indicators<br><sub>[Basic Tier]</sub><br><sub>[Advanced Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/analytics-solutions/kaiko-derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>Historical data since July 2020</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Historical data since July 2020</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/analytics-solutions/derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p></td></tr><tr><td>Derivatives contract details: options &#x26; IV Greeks</td><td>Kaiko Derivatives Risk Indicators<br><sub>[Basic Tier]</sub><br><sub>[Advanced Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/analytics-solutions/kaiko-derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>Historical data since July 2020</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Historical data since July 2020</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/analytics-solutions/derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p></td></tr><tr><td>Derivatives contract details: time to expiry</td><td>Kaiko Derivatives Risk Indicators<br><sub>[Basic Tier]</sub><br><sub>[Advanced Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/analytics-solutions/kaiko-derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>Historical data since July 2020</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Historical data since July 2020</li><li>1s, 1h, 4h, 1d granularities</li><li>Coverage for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/analytics-solutions/derivatives-risk-indicators/exchange-provided-metrics" class="button secondary">See docs</a></p></td></tr><tr><td>Derivatives pricing information</td><td>Reference Data<br><sub>[Advanced Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>Tick-level granularity</li><li>72 hours of history on replay</li><li>Available for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/data-feeds/reference-data/derivatives-pricing" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>1-minute to 1-day granularity</li><li>History since July 2020</li><li>Available for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/reference-data/advanced-tier/derivatives-price-details" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>New CSV once a day</li><li>1-minute, 1-hour, 4-hour, and 1-day granularities</li><li>History since July 2020</li><li>Available for <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/reference-data/derivatives-price-details" class="button secondary">See docs</a></p></td></tr><tr><td>Expected shortfall calculation</td><td>Portfolio &#x26; Risk Management</td><td><p><strong>REST API</strong></p><ul><li>DEX historical data since genesis</li><li>CEX historical data since 2010</li><li>Intraday updates of daily ES</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://docs.kaiko.com/rest-api/analytics-solutions/kaiko-portfolio-and-risk-management/expected-shortfall-calculation" class="button secondary">See docs</a></p></td></tr><tr><td>Fair Market Value - Direct Price</td><td>Kaiko Fair Market Value<br><sub>[Established Assets Tier]</sub><br><sub>[Full Coverage Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>Publication windows of 1s, 5s, 10s, 15s, 30s, and 1m</li><li>Computation windows of 1s, 5s, 10s, 15s, 30s, 1m, 5m</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/analytics-solutions/kaiko-fair-market-value/established-assets/direct-price" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>Time periods between 1s and 1d</li><li>History since 2010 for CeFi spot markets</li><li>History since genesis for DeFi spot markets</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-fair-market-value/established-assets/direct-price" class="button secondary">See docs</a></p></td></tr><tr><td>Fair Market Value - Principal Market Price</td><td>Kaiko Fair Market Value<br><sub>[Established Assets Tier]</sub><br><sub>[Full Coverage Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Single point in time granularity only</li><li>History since July 2025</li><li>Coverage for the top 20 from the <a href="https://www.kaiko.com/indices/exchange-ranking">Kaiko Exchange Ranking</a>, filtered by those offering USD spot pairs</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-fair-market-value/established-assets/principal-market-price" class="button secondary">See docs</a></p></td></tr><tr><td>Fair Market Value - State Price</td><td>Kaiko Fair Market Value<br><sub>[Emerging Assets Tier]</sub><br><sub>[Full Coverage Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>1s granularity (non-configurable)</li><li>No historic data</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/analytics-solutions/kaiko-fair-market-value/emerging-assets/state-price" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>24 hours of historical data</li><li>1-second granularity (non-configurable)</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-fair-market-value/emerging-assets/state-price" class="button secondary">See docs</a></p></td></tr><tr><td>Fair Market Value - Synthetic Price</td><td>Kaiko Fair Market Value<br><sub>[Established Assets Tier]</sub><br><sub>[Full Coverage Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>Publication windows of 1s, 5s, 10s, 15s, 30s, and 1m</li><li>Computation windows of 1s, 5s, 10s, 15s, 30s, 1m, 5m</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/analytics-solutions/kaiko-fair-market-value/established-assets/synthetic-price" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>Time periods between 1s and 1d</li><li>History since 2010 for CeFi spot markets</li><li>History since genesis for DeFi spot markets</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-fair-market-value/established-assets/synthetic-price" class="button secondary">See docs</a></p></td></tr><tr><td>Interest rates, borrowed and deposited amounts<br>(for lending protocols)</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Block-by-block granularity</li><li>History since genesis</li><li>Available for <a href="https://docs.kaiko.com/coverage/defi-lending-and-borrowing-protocols">DeFi L&#x26;B</a> protocols</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-2-aggregations/tokens-in-a-liquidity-pool" class="button secondary">See docs</a></p></td></tr><tr><td>Market Capitalization</td><td>Market Explorer<br><sub>[Supply &#x26; Market Cap Tier]</sub><br><sub>[Full Coverage Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Since mid-September 2025 or from the date of deployment for any new assets</li><li>5 minute increments granularity for raw data</li><li>5-minute to 30-day intervals, aggregated from raw data</li><li><a href="../coverage/supply-and-market-cap">Coverage</a></li></ul><p><br><a href="https://docs.kaiko.com/rest-api/monitoring-solutions/kaiko-market-explorer/supply-and-market-cap" class="button secondary">See docs</a></p></td></tr><tr><td>Market depth</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Market depth calculated from at least one order book snapshot per minute</li><li>Also available as an aggregation of several calculations over time</li><li>1-month rolling history</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-2-aggregations/market-depth-snapshot" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Includes the raw order book snapshot data on which market depth is calculated</li><li>New CSV once a day containing at least one snapshot per minute</li><li>History since 2015 (varies per exchange</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> &#x26; <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-2-aggregations/market-depth-snapshot" class="button secondary">See docs</a></p><hr><p><strong>BigQuery, Snowflake</strong></p><ul><li>Includes the raw order book snapshot data on which market depth is calculated</li><li>Data refreshes once a day containing at least one snapshot per minute</li><li>History since 2015 (varies per exchange)</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> &#x26; <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets**</li></ul><p><sub>** for derivatives markets, the market depth calculation is not available, only the snapshot on which it is calculated.</sub></p><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-2-aggregations/raw-order-book-snapshot" class="button secondary">See docs</a></p></td></tr><tr><td>Mints and burns</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Live data</li><li>Tick-level granularity</li><li>History since genesis</li><li>Available for <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-2-tick-level/mints-and-burns" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>New CSV once a day</li><li>Tick-level granularity</li><li>History since genesis</li><li>Available for <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-2-tick-level/mints-and-burns" class="button secondary">See docs</a></p></td></tr><tr><td>Oanda FX conversion</td><td>Add-on to Kaiko Fair Market Value</td><td><p><strong>REST API</strong></p><ul><li>Granularities between 1m and 1d</li><li>Historical data since July 22, backfill on request</li><li>Coverage for more than 70 assets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-fair-market-value/established-assets/synthetic-price/convert-with-oanda-fx-rates" class="button secondary">See docs</a></p></td></tr><tr><td>OHLCV</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 1 Aggregations Tier]</sub><br><sub>[Level 1 Tick-Level Tier]</sub><br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>1-second granularity</li><li>72 hours of history on replay</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/data-feeds/level-1-and-level-2-data/level-1-aggregations/ohlcv" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>1-second to 1-day granularity</li><li>History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-1-aggregations/trade-count-ohlcv-and-vwap" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Available as a once-a-day refresh or in near real-time</li><li>1-second to 1-day granularity</li><li>History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-1-aggregations/trade-count-ohlcv-and-vwap/ohlcv-only" class="button secondary">See docs</a></p></td></tr><tr><td>Price slippage</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Price slippage calculated from at least one order book snapshot per minute</li><li>Also available as an aggregation of several calculations over time</li><li>1-month rolling history</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-2-aggregations/price-slippage-snapshot" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>Includes the raw order book snapshot data on which price slippage is calculated</li><li>New CSV once a day containing at least one snapshot per minute<br>• History since 2015 (varies per exchange)<br>• Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> &#x26; <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-2-aggregations/raw-order-book-snapshot" class="button secondary">See docs</a></p><hr><p><strong>Snowflake, BigQuery</strong></p><ul><li>Includes the raw order book snapshot data on which price slippage is calculated</li><li>Data refreshes once a day containing at least one snapshot per minute</li><li>History since 2015 (varies per exchange)</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> &#x26; <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a> markets**</li></ul><p><sub>** for derivatives markets, the price slippage calculation is not available, only the snapshot on which it is calculated.</sub></p><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-2-aggregations/raw-order-book-snapshot" class="button secondary">See docs</a></p></td></tr><tr><td>Reference information: Assets, exchanges, instruments, and associated codes</td><td>Reference Data<br><sub>[Basic Tier]</sub></td><td><p><strong>REST API</strong></p><p></p><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/reference-data/basic-tier" class="button secondary">See docs</a></p></td></tr><tr><td>Tokens in a liquidity pool<br>(for decentralized exchanges)</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Block-by-block granularity</li><li>History since genesis</li><li>Available for <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-2-aggregations/tokens-in-a-liquidity-pool" class="button secondary">See docs</a></p></td></tr><tr><td>Total Supply</td><td>Market Explorer<br><sub>[Supply &#x26; Market Cap Tier]</sub><br><sub>[Full Coverage Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Since mid-September 2025 or from the date of deployment for any new assets</li><li>5 minute increments granularity for raw data</li><li>5-minute to 30-day intervals, aggregated from raw data</li><li><a href="../coverage/supply-and-market-cap">Coverage</a></li></ul><p><br><a href="https://docs.kaiko.com/rest-api/monitoring-solutions/kaiko-market-explorer/supply-and-market-cap" class="button secondary">See docs</a></p></td></tr><tr><td>Total Value Locked</td><td>Market Explorer<br><sub>[Total Value Locked Tier]</sub><br><sub>[Full Coverage Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>Historical data since inception</li><li>1-day granularity</li><li><a href="../coverage/total-value-locked-tvl">Coverage</a></li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/monitoring-solutions/kaiko-market-explorer/total-value-locked-tvl" class="button secondary">See docs</a></p></td></tr><tr><td>Trade count</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 1 Aggregations Tier]</sub><br><sub>[Level 1 Tick-Level Tier]</sub><br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>REST API</strong></p><ul><li>1-second to 1-day granularity</li><li>History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/data-feeds/level-1-and-level-2-data/level-1-aggregations/ohlcv" class="button secondary">See docs</a></p><hr><p><strong>Snowflake, BigQuery</strong></p><ul><li>Available as a once-a-day refresh or in near real-time</li><li>1-hour to 1-day granularity</li><li>History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-1-aggregations/trade-count-ohlcv-and-vwap" class="button secondary">See docs</a></p></td></tr><tr><td>Value at Risk Calculation</td><td>Portfolio &#x26; Risk Management</td><td><p><strong>REST API</strong></p><ul><li>DEX historical data since genesis</li><li>CEX historical data since 2010</li><li>Intraday updates of daily VaR</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a> and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/analytics-solutions/kaiko-portfolio-and-risk-management/value-at-risk-calculation" class="button secondary">See docs</a></p></td></tr><tr><td>VWAP</td><td>Level 1 &#x26; Level 2 Data<br><sub>[Level 1 Aggregations Tier]</sub><br><sub>[Level 1 Tick-Level Tier]</sub><br><sub>[Level 2 Aggregations Tier]</sub><br><sub>[Level 2 Tick-Level Tier]</sub></td><td><p><strong>Stream</strong></p><ul><li>Live data</li><li>1-second to 1-day granularity at a monthly level</li><li>1-hour, 3-hour, or 1-day granularity at a monthly level</li><li>72 hours of history on replay</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/v5MrdvtFK4Vl0U5hpSQz/data-feeds/level-1-and-level-2-data/level-1-aggregations/vwap" class="button secondary">See docs</a></p><hr><p><strong>REST API</strong></p><ul><li>1-second to 1-day granularity at a monthly level</li><li>1-hour, 3-hour, or 1-day granularity at a monthly level</li><li>72 hours of history on replay</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/ltAbhvgBfrAWlpUnC7ys/data-feeds/level-1-and-level-2-data/level-1-aggregations/trade-count-ohlcv-and-vwap" class="button secondary">See docs</a></p><hr><p><strong>AWS, Azure, Google Cloud Platform (GCP)</strong></p><ul><li>New CSV once a day</li><li>1-second to 1-day granularity at a monthly level</li><li>1-hour, 3-hour, or 1-day granularity at a monthly level</li><li>History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-1-aggregations/trade-count-ohlcv-and-vwap" class="button secondary">See docs</a></p><hr><p><strong>Snowflake, BigQuery</strong></p><ul><li>Available as a once-a-day refresh or in near real-time</li><li>1-second to 1-day granularity</li><li>History since 2010</li><li>Available for <a href="https://open-2v.gitbook.com/url/preview/site_mOwZN/~/revisions/VfuoK4elR8GzyzKvgWjR/coverage/cefi-spot-markets">CeFi spot</a>, <a href="https://docs.kaiko.com/coverage/cefi-derivative-markets">CeFi Derivative</a>, and <a href="https://docs.kaiko.com/coverage/defi-spot-markets">DeFi spot</a> markets</li></ul><p><br><a href="https://app.gitbook.com/s/195pnvvX8d8tAqU43UQY/data-feeds/level-1-aggregations/trade-count-ohlcv-and-vwap" class="button secondary">See docs</a></p></td></tr></tbody></table>


---

# Agent Instructions: Querying This Documentation

If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter:

```
GET https://docs.kaiko.com/explore-our-data/data-dictionary.md?ask=<question>
```

The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.