Subscriptions: channel availability

Subscription Name
Data Types
Available Channel(s)
Data Details

Level 1 & Level 2 Data

Level 1 Aggregations

Trade count

OHLCV

VWAP

Stream, REST API, AWS, Azure, Google Cloud Platform, Snowflake, BigQuery

Level 1 Tick-Level

All trades

Stream, REST API, AWS, Azure, Google Cloud Platform, Snowflake, BigQuery, Private Networks

Level 1 Tick-Level

Best bids/asks (top of book)

Stream, AWS, Azure, Google Cloud Platform

Level 2 Aggregations

Market depth, bid-ask-spread, Price slippage, Tokens in a liquidity pool, Interest rates, borrowed and deposited amounts

REST API

Level 2 Aggregations

Raw order book snapshot

AWS, Azure, Google Cloud Platform, Snowflake, BigQuery

Level 2 Tick-Level

All bids and asks

Stream, AWS, Azure, Google Cloud Platform

Level 2 Tick-Level

REST API, AWS, Azure, Google Cloud Platform

Reference Data

Basic tier

Assets, exchanges, instruments, and associated codes

REST API

Advanced tier

Derivatives pricing information

Stream, REST API

Advanced tier

Derivatives contract information

REST API

Market capitalization and circulating supply

REST API

Kaiko Fair Market Value

Standard subscription

-

Stream, REST API

Oanda FX add-on

-

REST API

Kaiko Best Execution

Kaiko Derivatives Risk Indicators

Basic tier

Basic tier

Exchange-provided metrics

REST API, AWS, Azure, Google Cloud Platform

Advanced tier

IV calculation, Token-level liquidation volumes

REST API

Kaiko Portfolio & Risk Management

Standard subscription

Custom portfolio valuation, Value at risk calculation

REST API

Kaiko Blockchain Monitoring

-

AWS, Azure, Google Cloud Platform, BigQuery

Kaiko Market Explorer

Standard subscription

-

REST API, BigQuery

Kaiko Benchmarks

Single-assset

-

Stream, REST API

Kaiko Indices

Multi-assset

Stream

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