Last updated
Last updated
Our Analytics Solutions offer proprietary data analytics for risk analysis, fair value pricing for marking, and derivatives listings. You can learn more about them .
Accurately value your digital assets to meet fair value standards and regulatory requirements.
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 and
Docs:
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 and
Docs:
Methodology:
Get a market-representative execution benchmark that’s ideal for reporting and demonstrating execution efficiency to clients.
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
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.
Basic Tier Data
Historical data: No
Live data: Yes
Granularity: 1-minute, 1-hour, 4-hour, 1-day
Analyze and report portfolio performance and measure potential investment losses.
Custom portfolio valuation
Historical data:
DEXs: Since Genesis
CEXs: Since 2010
Live data: Yes
Granularity: End of day and intraday pricing
Value at risk calculation
Historical data: Yes
Live data:
DEXs: Since Genesis
CEXs: Since 2010
Granularity: Intraday updates of daily VaR
Price over 70 FOREX pairs with IFRs-Compliant rates for tax and compliance purposes.
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
Coverage: All listed assets on supported exchanges. See and
Docs:
Methodology:
Coverage: All listed assets on supported exchanges. See and
Docs:
Methodology:
Docs:
Coverage:
Docs:
Coverage: See (Derivatives Data)
Docs:
Docs:
Methodology:
Coverage: See (Derivatives Data)
Docs:
Coverage: See (Derivatives Data)
Docs:
Coverage: All listed assets on supported exchanges. See and
Docs:
Coverage: All listed assets on supported exchanges. See and
Docs:
Docs:
A comprehensive breakdown of Kaiko's Analytics endpoints.