Data dictionary

A comprehensive breakdown of Kaiko's data and endpoints

Data

Included with (Subscriptions)

Delivery channels

All bids and asks _{(full order book)}

Level 1 & Level 2 Data _{[Level 2 Tick-Level Tier]}

Stream

Live data
Tick-level granularity
72 hours of history on replay
Available for CeFi spot and CeFi Derivative markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

New CSV once a day
Tick-level granularity
History since August 2023
Available for CeFi spot markets

See docs

All trades _{(tick-level trades)}

Level 1 & Level 2 Data _{[Level 1 Tick-Level Tier]
[Level 2 Aggregations Tier]
[Level 2 Tick-Level Tier]}

Stream

Live data
Tick-level granularity
72 hours of history on replay
Available for CeFi spot, CeFi Derivative, and DeFi spot markets

See docs

REST API

Tick-level granularity
History since 2010
Available for CeFi spot, CeFi Derivative, and DeFi spot markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

New CSV once a day
Tick-level granularity
History since 2010
Available for CeFi spot markets

See docs

Snowflake, BigQuery

Available as a once-a-day refresh or in near real-time
Tick-level granularity
History since 2010
Available for CeFi spot markets

See docs

Asset-level metrics

Market Explorer _{[Assets & Exchanges]
[Full Coverage]}

REST API

1-hour to 1-day granularity
DEXs: History since genesis
CEXs: History since 2010
Available for CeFi spot and DeFi spot markets See docs

Balances and transactions - Ethereum Balances and transactions - Solana Bitcoin transactions Bitcoin wallet balances

Blockchain Monitoring

REST API

Live data
Event-level granularity (sub transaction)
History since genesis
Coverage

See docs

AWS, Azure, Google Cloud Platform (GCP)

Event-level granularity (sub transaction)
History since genesis
New CSV once-a-day
Coverage

See docs

BigQuery

Event-level granularity (sub transaction)
History since genesis
Live with a ~15-minute delay to account for potential block reorganizations and ensure data accuracy
Coverage

See docs

Best bids and asks _{(top-of-book)}

Level 1 & Level 2 Data _{[Level 1 Tick-Level Tier]
[Level 2 Aggregations Tier]
[Level 2 Tick-Level Tier]}

Stream

Live data
Tick-level granularity
72 hours of history on replay
Available for CeFi spot markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

New CSV once a day
Tick-level granularity
History since December 2022
Available for CeFi spot markets

See docs

Bid-ask-spread

Level 1 & Level 2 Data _{[Level 2 Aggregations Tier]
[Level 2 Tick-Level Tier]}

REST API

Bid-ask spread calculated from a comparison of several raw order book snapshots over time
1-month rolling history
Available for CeFi spot markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

Includes the raw order book snapshot data on which bid-ask-spread is calculated
New CSV once a day containing at least one snapshot per minute
History since 2015 (varies per exchange)
Available for CeFi spot & CeFi Derivative markets

See docs

Borrows, repayments, liquidations, and withdrawals _{(for lending protocols)}

Level 1 & Level 2 Data _{[Level 1 Tick-Level Tier]
[Level 2 Tick-Level Tier]}

REST API

Live data
Tick-level granularity
History since genesis
Available for DeFi L&B protocols

See docs

AWS, Azure, Google Cloud Platform (GCP)

New CSV once a day
Tick-level granularity
History since genesis
Available for DeFi L&B protocols See docs

Custom portfolio valuation

Portfolio & Risk Management

REST API

DEX historical data since genesis
CEX historical data since 2010
End-of-day and intraday pricing
Available for CeFi spot and DeFi spot markets

See docs

Derivatives contract details

Derivatives Risk Indicators [Basic Tier] _{[Advanced Tier]}

Stream

Live data
1s, 1h, 4h, 1d granularities
Coverage for CeFi Derivative markets

See docs

REST API

Historical data since July 2020
1s, 1h, 4h, 1d granularities
Coverage for CeFi Derivative markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

Historical data since July 2020
1s, 1h, 4h, 1d granularities
Coverage for CeFi Derivative markets

See docs

Derivative liquidation events

Level 1 & Level 2 Data _{[Level 1 Tick-Level Tier] [Add-on]
[Level 2 Aggregations Tier] [Add-on]
[Level 2 Tick-Level Tier] [Add-on]}

REST API

Live data
Tick-level granularity
History since Jan 8th 2025
Coverage for CeFi Derivative markets

See docs

Implied volatility calculation - surface

Derivatives Risk Indicators _{[Advanced Tier]}

REST API

Historical data since April 2021
1m granularity
Coverage for CeFi Derivative markets

See docs

Token-level liquidation volumes

Derivatives Risk Indicators _{[Advanced Tier]}

REST API

Historical data since Jan 8th 2025
1h granularity
Coverage for CeFi Derivative markets

See docs

Supply & market cap Supply & market cap - aggregation Supply & market cap - per blockchain Supply & market cap - ranking

Market Explorer _{[Supply & Market Cap Tier]
[Full Coverage Tier]}

REST API

Since mid-September 2025 or from the date of deployment for any new assets
5-minute increments granularity for raw data
5-minute to 30-day intervals, aggregated from raw data
Coverage

See docs

Implied volatility calculation - smile

Derivatives Risk Indicators _{[Advanced Tier]}

REST API

Historical data since April 2021
1m granularity
Coverage for CeFi Derivative markets

See docs

Expected shortfall calculation

Portfolio & Risk Management

REST API

DEX historical data since genesis
CEX historical data since 2010
Intraday updates of daily ES
Available for CeFi spot and DeFi spot markets

See docs

Exchange-level-metrics

Market Explorer _{[Assets & Exchanges]
[Full Coverage]}

REST API

1-hour to 1-day granularity
DEXs: History since genesis
CEXs: History since 2010
Available for CeFi spot and DeFi spot markets See docs

Direct Price

Kaiko Fair Market Value _{[Established Assets Tier]
[Full Coverage Tier]}

Stream

Live data
Publication windows of 1s, 5s, 10s, 15s, 30s, and 1m
Computation windows of 1s, 5s, 10s, 15s, 30s, 1m, 5m
Available for CeFi spot and DeFi spot markets

See docs

REST API

Time periods between 1s and 1d
History since 2010 for CeFi spot markets
History since genesis for DeFi spot markets
Available for CeFi spot and DeFi spot markets

See docs

Principal Market Price

Kaiko Fair Market Value _{[Established Assets Tier]
[Full Coverage Tier]}

REST API

Single point in time granularity only
History since July 2025
Coverage for the top 20 from the Kaiko Exchange Ranking, filtered by those offering USD spot pairs

See docs

State Price

Kaiko Fair Market Value _{[Emerging Assets Tier]
[Full Coverage Tier]}

Stream

Live data
1s granularity (non-configurable)
No historic data

See docs

REST API

24 hours of historical data
1-second granularity (non-configurable)

See docs

Synthetic Price

Kaiko Fair Market Value _{[Established Assets Tier]
[Full Coverage Tier]}

Stream

Live data
Publication windows of 1s, 5s, 10s, 15s, 30s, and 1m
Computation windows of 1s, 5s, 10s, 15s, 30s, 1m, 5m
Available for CeFi spot and DeFi spot markets

See docs

REST API

Time periods between 1s and 1d
History since 2010 for CeFi spot markets
History since genesis for DeFi spot markets
Available for CeFi spot and DeFi spot markets

See docs

Interest rates, borrowed and deposited amounts (for lending protocols)

Level 1 & Level 2 Data _{[Level 2 Aggregations Tier]
[Level 2 Tick-Level Tier]}

REST API

Block-by-block granularity
History since genesis
Available for DeFi L&B protocols

See docs

Market depth

Level 1 & Level 2 Data _{[Level 2 Aggregations Tier]
[Level 2 Tick-Level Tier]}

REST API

Market depth calculated from at least one order book snapshot per minute
Also available as an aggregation of several calculations over time
1-month rolling history
Available for CeFi spot markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

Includes the raw order book snapshot data on which market depth is calculated
New CSV once a day, containing at least one snapshot per minute
History since 2015 (varies per exchange
Available for CeFi spot & CeFi Derivative markets

See docs

Mints and burns

Level 1 & Level 2 Data _{[Level 2 Tick-Level Tier]}

REST API

Live data
Tick-level granularity
History since genesis
Available for DeFi spot markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

New CSV once a day
Tick-level granularity
History since genesis
Available for DeFi spot markets

See docs

Oanda FX conversion

Add-on to Kaiko Fair Market Value

REST API

Granularities between 1m and 1d
Historical data since July 22, backfill on request
Coverage for more than 70 assets

See docs

OHLCV

Level 1 & Level 2 Data _{[Level 1 Aggregations Tier]
[Level 1 Tick-Level Tier]
[Level 2 Aggregations Tier]
[Level 2 Tick-Level Tier]}

Stream

Live data
1-second granularity
72 hours of history on replay
Available for CeFi spot, CeFi Derivative, and DeFi spot markets

See docs

REST API

1-second to 1-day granularity
History since 2010
Available for CeFi spot, CeFi Derivative, and DeFi spot markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

Available as a once-a-day refresh or in near real-time
1-second to 1-day granularity
History since 2010
Available for CeFi spot markets

See docs

Price slippage

Level 1 & Level 2 Data _{[Level 2 Aggregations Tier]
[Level 2 Tick-Level Tier]}

REST API

Price slippage calculated from at least one order book snapshot per minute
Also available as an aggregation of several calculations over time
1-month rolling history
Available for CeFi spot markets

See docs

AWS, Azure, Google Cloud Platform (GCP)

Includes the raw order book snapshot data on which price slippage is calculated
New CSV once a day containing at least one snapshot per minute • History since 2015 (varies per exchange) • Available for CeFi spot & CeFi Derivative markets