Analytics Solutions

A comprehensive breakdown of Kaiko's Analytics endpoints.

Our Analytics Solutions offer proprietary data analytics for risk analysis, fair value pricing for marking, and derivatives listings. You can learn more about them here.

Fair Market Value Pricing

Accurately value your digital assets to meet fair value standards and regulatory requirements.

Stream

For high liquidity pairs

• Historical data: No (use Rest API for historical data)

• Live data: Yes

• Granularity:

  • Publication window: 1s, 5s, 10s, 15s, 30s, 1m

  • Computation window: 1s, 5s, 10s, 15s, 30s, 1m, 5m

• Coverage: All listed assets on supported exchanges. See Spot markets - decentralized and Spot markets - centralized

• Docs: Fair Market Value Pricing (high liquidity pairs)

• Methodology: https://www.kaiko.com/reports/pricing-services-methodology

For low liquidity pairs

• Historical data: No (use Rest API for historical data)

• Live data: Yes

• Granularity:

  • Publication window: 1s, 5s, 10s, 15s, 30s, 1m

  • Computation window: 1s, 5s, 10s, 15s, 30s, 1m, 5m

• Coverage: All listed assets on supported exchanges. See Spot markets - decentralizedand Spot markets - centralized

• Docs: Fair Market Value Pricing (low liquidity pairs)

• Methodology: https://www.kaiko.com/reports/pricing-services-methodology

REST API

For high liquidity pairs

• Historical data:

  • DEXs: Since Genesis

  • CEXs: Since 2010

• Live data: Yes (15-minute lag on DEXs)

• Granularity: Time periods between 1-second and 1-day

• Coverage: All listed assets on supported exchanges. See Spot markets - decentralized and Spot markets - centralized

• Docs: Fair Market Value Pricing (high liquidity pairs)
• Methodology: https://www.kaiko.com/reports/pricing-services-methodology

For low liquidity pairs

• Historical data:

  • DEXs: Since Genesis

  • CEXs: Since 2010

• Live data: Yes (15-minute lag on DEXs)

• Granularity: Time periods between 1-second and 1-day

• Coverage: All listed assets on supported exchanges. See Spot markets - decentralized and Spot markets - centralized

• Docs: Fair Market Value Pricing (low liquidity pairs)
• Methodology: https://www.kaiko.com/reports/pricing-services-methodology

Best Execution Pricing

Get a market-representative execution benchmark that’s ideal for reporting and demonstrating execution efficiency to clients.

Stream

• Historical data: No

• Live data: Yes

• Granularity: Every second

• Coverage: The top 10 exchanges on the Kaiko Exchange Ranking

• Limitations: Pricing is for specific trading pairs. If the pair doesn't belong to one of our vetted Exchanges (Top 10), the “unvetted” parameter needs to be set to “true” to get a price.

• Methodology: 10s. Aggregation Period MidPrice + VWAP

• Docs: Best Execution Pricing

Derivatives Risk Indicators

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.

Stream

Basic Tier Data

• Historical data: No

• Live data: Yes

• Granularity: 1-minute, 1-hour, 4-hour, 1-day

• Coverage: Derivatives pricing
• Docs: Exchange-provided metrics

REST API

Basic Tier Data

• Historical data: July 2020

• Live data: Yes

• Granularity: 1-minute, 1-hour, 4-hour, 1-day

• Coverage: See Derivatives markets - centralized (Derivatives Data)

• Docs: Exchange-provided metrics

Advanced Tier Data

• Historical data:

  • DEXs: Not covered

  • CEXs: Since April 2021

• Live data: Yes

• Granularity: 1m

• Coverage: BTC, ETH, SOL, MATIC, XRP options contracts on Deribit, OKX, Binance, and Bybit. More exchanges are available upon demand.

• Docs: Implied volatility calculation - smile Implied volatility calculation - surface
• Methodology: https://www.kaiko.com/reports/implied-volatility-methodology

CSV

Basic Tier Data

• Historical data: No

• Live data: Yes

• Granularity: 1-minute, 1-hour, 4-hour, 1-day

• Coverage: See Derivatives markets - centralized (Derivatives Data)

• Docs: Derivatives Risk Indicators

BigQuery

Basic Tier Data

• Historical Data: Since July 2020

• Live data: Yes

• Granularity: 1-minute, 1-hour, 4-hour, 1-day

• Coverage: See Derivatives markets - centralized (Derivatives Data)

• Docs: BigQuery

Portfolio Risk & Performance

Analyze and report portfolio performance and measure potential investment losses.

REST API

Custom portfolio valuation

• Historical data:

  • DEXs: Since Genesis

  • CEXs: Since 2010

• Live data: Yes

• Granularity: End of day and intraday pricing

• Coverage: All listed assets on supported exchanges. See Spot markets - decentralized and Spot markets - centralized

• Docs: Custom valuation

Value at risk calculation

• Historical data: Yes

• Live data:

  • DEXs: Since Genesis

  • CEXs: Since 2010

• Granularity: Intraday updates of daily VaR

• Coverage: All listed assets on supported exchanges. See Spot markets - decentralized and Spot markets - centralized

• Docs: Value at risk calculation

OANDA FX Rates

Price over 70 FOREX pairs with IFRs-Compliant rates for tax and compliance purposes.

REST API

• Historical data: Since July 22, backfill on request

• Live data: Yes

• Granularity: Time periods between 1-minute and 1-day

• Coverage: > 70 pairs including:

  aud-cad, aud-chf, aud-hkd, aud-jpy, aud-nzd, aud-sgd, aud-usd, cad-chf, cad-hkd, cad-jpy, cad-sgd, chf-hkd, chf-jpy, chf-zar, eur-aud, eur-cad, eur-chf, eur-czk, eur-dkk, eur-gbp, eur-hkd, eur-huf, eur-jpy, eur-nok, eur-nzd, eur-pln, eur-sek, eur-sgd, eur-try, eur-usd, eur-zar, gbp-aud, gbp-cad, gbp-chf, gbp-hkd, gbp-jpy, gbp-nzd, gbp-pln, gbp-sgd, gbp-usd, gbp-zar, hkd-jpy, nzd-cad, nzd-chf, nzd-hkd, nzd-jpy, nzd-sgd, sgd-chf, sgd-jpy, try-jpy, usd-cad, usd-chf, usd-cnh, usd-czk, usd-dkk, usd-hkd, usd-huf, usd-inr, usd-jpy, usd-mxn, usd-nok, usd-pln, usd-sek, usd-sgd, usd-thb, usd-try, usd-zar, zar-jpy

• Docs: Oanda FX Rates