Compute indices

GPU compute rental price indices, in USD per GPU-hour.

What is this endpoint for?

Get a live feed or historical values for any Kaiko Compute Index.

Compute Indices measure the market price of GPU compute rental, expressed in USD per GPU-hour. Values are calculated from provider offer data collected from compute marketplaces (e.g. Squaretower for NVIDIA H100), using a volume-weighted methodology (VWM or VWAP) with time-weighted aggregation (TWAP) over a rolling calculation window.

Indices are published as a real-time feed and as scheduled fixings.

Endpoints

gRPC Stream

gateway.equ.kaiko.io:443 kaiko.equities.EquitiesService/StreamComputeIndex

gRPC Historical

gateway.equ.kaiko.io:443 kaiko.equities.EquitiesService/GetComputeIndex

Full history available

Unlike the Reference Rates replay endpoints, GetComputeIndex is not limited to a rolling replay window: the complete publication history can be requested. Omit start_time and end_time to receive the last published value.

Each request returns at most 100 datapoints. For longer ranges, page by advancing start_time past the tsEvent of the last datapoint received.

Request parameters

Subscribe

Parameter	Description	Examples
index_codes	The list of Kaiko Compute Index tickers.	["KK_CMP_H100ST_RT"]

Requesting multiple tickers at the same time

To configure multiple tickers in the same call, provide the index_codes as a comma-separated list, e.g. ["KK_CMP_H100ST_RT", "KK_CMP_..."].

Historical

Parameter	Description	Examples
index_code	The Kaiko Compute Index ticker.	KK_CMP_H100ST_RT
start_time	Optional. Start of the range in ISO 8601. Omit for the last published value.	2026-08-17T00:00:00Z
end_time	Optional. End of the range in ISO 8601.	2026-08-17T12:00:00Z

Response fields

Field	Description
indexCode	The ticker identifying the index.
commodity	The type of publication. Either real-time (SIC_REAL_TIME) or fixings (e.g. SIC_HOURLY_FIXING).
interval	The time period in which observation data are considered for the calculation of the index.
.startTime	The start time of the data interval.
.endTime	The end time of the data interval.
quote	The quote asset used for the index denomination (usd).
bases	The list of base assets included in the index and their weight, e.g. h100_st.
exchanges	The data sources involved in the computation, e.g. sqrt (Squaretower).
price	The value of the index in the quote denomination (USD per GPU-hour).
methodology	The calculation methodology, e.g. vwm_twap, vwap_twap.
details	The different partitions included in the price computation.
.partition	The sequential number of the partition in the calculation window (0 = oldest).
.price	The volume-weighted price of the partition.
.volume	The total observation weight in the partition.
.count	The number of observations in the partition.
.underlyingTrade	The representative observation details of the partition.
.datetime	The datetime of the observation.
.exchange	The provider code.
.volume	The weight of the observation.
.id	The ID of the observation.
fallbackInfo	An object containing fallback information.
.fallbackUsed	true when the value is forward-filled (no new observations in the window).
tsEvent	The exact time of price publication.
sequenceId	A unique identifier for the publication.
lastIngestTime	The timestamp of the last source observation ingested.

Default values are omitted from the JSON output

Standard gRPC JSON behavior: fields at their default value are omitted — a missing partition means partition 0, fallbackInfo: {} means fallbackUsed: false, and an empty sequenceId is not shown. Treat absent fields as defaults, not as errors.

Forward-fill

When a calculation window contains no new observations, the index re-publishes the last computed value with fallbackUsed: true. Consumers can use this flag to detect stale values.

Weights as volume

Observation volume reflects provider weighting supplied by the data source, not traded quantity. underlyingTrade exposes one representative observation per partition for auditability; the full underlying dataset is not redistributed.

Request examples

cURL Stream

cURL requests are intended for testing purposes only.

grpcurl \
  -H "Authorization: Bearer $KAIKO_API_KEY" \
  -d '{
    "index_codes": ["KK_CMP_H100ST_RT"]
  }' \
  gateway.equ.kaiko.io:443 \
  kaiko.equities.EquitiesService/StreamComputeIndex

cURL Historical

cURL requests are intended for testing purposes only.

grpcurl \
  -H "Authorization: Bearer $KAIKO_API_KEY" \
  -d '{
    "index_code":  "KK_CMP_H100ST_RT",
    "start_time":  "2026-08-17T00:00:00Z",
    "end_time":    "2026-08-17T12:00:00Z"
  }' \
  gateway.equ.kaiko.io:443 \
  kaiko.equities.EquitiesService/GetComputeIndex

GetComputeIndex returns {"datapoints": [ ... ]}; the stream pushes one datapoint per publication.

Response Example

Captured from the live production feed (note the omitted defaults: no partition on the single bucket, fallbackInfo: {}, no sequenceId):

{
  "indexCode": "KK_CMP_H100ST_RT",
  "commodity": "SIC_REAL_TIME",
  "interval": {
    "startTime": "2026-08-24T14:52:22Z",
    "endTime": "2026-08-24T15:52:22Z"
  },
  "quote": "usd",
  "bases": [{ "asset": "h100_st", "weight": 1 }],
  "exchanges": ["sqrt"],
  "price": 2.81,
  "methodology": "vwm_twap",
  "details": [
    {
      "price": 2.81,
      "volume": 7.500000000000008,
      "count": 116,
      "underlyingTrade": {
        "exchange": "p011",
        "volume": 0.025,
        "id": "6222904fb5c4382a",
        "datetime": "2026-08-24T15:00:00.121715Z"
      }
    }
  ],
  "fallbackInfo": {},
  "tsEvent": "2026-08-24T15:52:22Z",
  "lastIngestTime": "2026-08-24T15:03:13.830312172Z"
}