Data dictionary

A comprehensive breakdown of Kaiko's data and endpoints

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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 and 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
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 Snowflake, BigQuery Includes the raw order book snapshot data on which bid-ask-spread is calculated Data refreshes 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
Blockchain wallet and transaction data	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 Snowflake, 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
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
Circulating Supply	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
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
Derivative contract details: perpetual funding rates	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
Derivatives: liquidation events	Level 1 & Level 2 Data [Level 1 Tick-Level Tier] [Level 2 Aggregations Tier] [Level 2 Tick-Level Tier]	REST API Live data Tick-level granularity History since Jan 8th 2025 Coverage for CeFi Derivative markets See docs
Derivatives: IV Smile Calculation	Derivatives Risk Indicators [Advanced Tier]	REST API Historical data since April 2021 1m granularity Coverage for CeFi Derivative markets See docs
Derivatives: IV Surface	Derivatives Risk Indicators [Advanced Tier]	REST API Historical data since April 2021 1m granularity Coverage for CeFi Derivative markets See docs
Derivatives: 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
Derivatives contract details: open interest	Kaiko 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
Derivatives contract details: options & IV Greeks	Kaiko 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
Derivatives contract details: time to expiry	Kaiko 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
Derivatives pricing information	Reference Data [Advanced Tier]	Stream Live data Tick-level granularity 72 hours of history on replay Available for CeFi Derivative markets See docs REST API 1-minute to 1-day granularity History since July 2020 Available for CeFi Derivative markets See docs AWS, Azure, Google Cloud Platform (GCP) New CSV once a day 1-minute, 1-hour, 4-hour, and 1-day granularities History since July 2020 Available for CeFi Derivative markets See docs
Fair Market Value - 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
Fair Market Value - 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
Fair Market Value - 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
Fair Market Value - 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 Capitalization	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
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 Snowflake, BigQuery Includes the raw order book snapshot data on which market depth is calculated Data refreshes 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 See docs Snowflake, BigQuery Includes the raw order book snapshot data on which price slippage is calculated Data refreshes 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
Reference information: Assets, exchanges, instruments, and associated codes	Reference Data [Basic Tier]	REST API See docs
Tokens in a liquidity pool (for decentralized exchanges)	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 spot markets See docs
Total Supply	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
Total Value Locked	Market Explorer [Total Value Locked Tier] [Full Coverage Tier]	REST API Historical data since inception 1-day granularity Coverage See docs
Trade count	Level 1 & Level 2 Data [Level 1 Aggregations Tier] [Level 1 Tick-Level Tier] [Level 2 Aggregations Tier] [Level 2 Tick-Level Tier]	REST API 1-second to 1-day granularity History since 2010 Available for CeFi spot, CeFi Derivative, and DeFi spot markets See docs Snowflake, BigQuery Available as a once-a-day refresh or in near real-time 1-hour to 1-day granularity History since 2010 Available for CeFi spot, CeFi Derivative, and DeFi spot markets See docs
Value at Risk Calculation	Portfolio & Risk Management	REST API DEX historical data since genesis CEX historical data since 2010 Intraday updates of daily VaR Available for CeFi spot and DeFi spot markets See docs
VWAP	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 to 1-day granularity at a monthly level 1-hour, 3-hour, or 1-day granularity at a monthly level 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 at a monthly level 1-hour, 3-hour, or 1-day granularity at a monthly level 72 hours of history on replay Available for CeFi spot, CeFi Derivative, and DeFi spot markets See docs AWS, Azure, Google Cloud Platform (GCP) New CSV once a day 1-second to 1-day granularity at a monthly level 1-hour, 3-hour, or 1-day granularity at a monthly level History since 2010 Available for CeFi spot, CeFi Derivative, and DeFi spot markets See docs Snowflake, BigQuery 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, CeFi Derivative, and DeFi spot markets See docs