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Knowledge HubREST APIStreamCloud DeliveryOn-Chain
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Knowledge HubREST APIStreamCloud DeliveryOn-Chain
  • Getting Started
    • About the Developer Hub
    • About Kaiko
    • Kaiko Examples
      • Capture alpha before major events impact the market
      • Trace stolen funds across a blockchain
      • Track asset volume on exchanges
      • Compare market depth between exchanges and regions
      • Identify high-potential assets before they're listed on CEXs
      • Generate a liquidity-based asset ranking
      • Analyze supply distribution to determine asset-risk
      • Identify wash trading and volume quality
      • Gauge market sentiment with Implied Volatility
      • Compare price slippage between exchanges
  • What's new?
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    • Previous updates
  • EXPLORE OUR DATA
    • Data dictionary
      • Data Feeds
        • Level 1 & Level 2 Data
          • Level 1 Aggregations
          • Level 1 Tick-level
          • Level 2 Aggregations
          • Level 2 Tick-Level
        • Reference Data
      • Analytics Solutions
        • Kaiko Fair Market Value
        • Kaiko Best Execution
          • Oanda FX conversion
        • Kaiko Derivatives Risk Indicators
        • Kaiko Portfolio Risk & Performance
      • Monitoring Solutions
        • Kaiko Blockchain Monitoring
        • Kaiko Market Explorer
        • Kaiko Market Surveyor
      • Kaiko Indices
    • Our delivery methods
  • COVERAGE
    • Spot markets - centralized
    • Spot markets - decentralized
    • Derivatives markets - centralized
    • Lending and borrowing protocols
    • Kaiko Blockchain Monitoring
    • Benchmarks
    • Instrument Explorer
    • Status
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  1. EXPLORE OUR DATA
  2. Data dictionary
  3. Data Feeds
  4. Level 1 & Level 2 Data

Level 1 Tick-level

PreviousLevel 1 AggregationsNextLevel 2 Aggregations

Last updated 2 months ago

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All trades

The most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges.

  • Historical data: 72 hours on replay

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Spot markets - decentralized

  • Docs:

Best bids and asks (top of book)

Best bids and asks, also known as top of book shows the best bid and best asks on order book, provided in real-time. The top of the book represents the most competitive prices at which buyers and sellers are willing to transact at that moment.

  • Historical data: 72 hours on replay

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Derivatives markets - centralized

  • Docs:

All trades

The most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges.

  • Historical data: Since 2010

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Spot markets - decentralized

  • Docs:

Borrows, repayments, liquidations, and withdrawals

All events on a decentralized lending protocol.

  • Historical data: Since Genesis

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Lending and borrowing protocols

  • Docs:

All trades

The most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges.

  • Historical data: Since 2010

  • Live data: No

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Spot markets - decentralized

Best bids and asks (top of book)

Best bids and asks, also known as top of book shows the best bid and best asks on order book, provided in real-time. The top of the book represents the most competitive prices at which buyers and sellers are willing to transact at that moment.

  • Historical data: Since August 2023

  • Live data: No

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Derivatives markets - centralized

Borrows, repayments, liquidations, and withdrawals

All events on a decentralized lending protocol.

  • Historical data: Since Genesis

  • Live data: No

  • Granularity: Tick-level

  • Coverage: See Lending and borrowing protocols

All trades

The most granular level of trading data, and contains every single trade that occurs or centralized and decentralized exchanges.

  • Historical data: Since 2010

  • Live data: Yes

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Spot markets - decentralized

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Best bids and asks (top of book)

Best bids and asks, also known as top of book shows the best bid and best asks on order book, provided in real-time. The top of the book represents the most competitive prices at which buyers and sellers are willing to transact at that moment.

  • Historical data: Since August 2023

  • Live data: No

  • Granularity: Tick-level

  • Coverage: See Spot markets - centralized and Derivatives markets - centralized

Docs:

Docs:

Docs:

Docs:

Borrows, repayments, liquidations, and withdrawals
All trades
Borrows, repayments, liquidations, and withdrawals
All trades
Best bids and asks (top of book)
All trades
Best bids and asks (top of book)
Best bids and asks (top of book)