Composition data

What is this endpoint for?

These two endpoints retrieve the constituent-level composition of a Kaiko multi-asset index over time. There are two complementary feeds:

• Effective composition (indices_effective_compo) — the active composition, produced on every index publication.
• Forecast composition (indices_forecast_compo) — the composition that takes effect at the next rebalance, projected once per day from the pending review's target weights.

---

Effective composition

Endpoint

https://us.market-api.kaiko.io/v2/data/index.v1/indices_effective_compo

Request parameters

Parameter	Required	Description	Example
index_code	Yes	The desired index ticker. Accepts a comma-separated list for multiple indices.	KT10NYC
start_time	Yes	Starting time in ISO 8601 (inclusive). Filters on index_event_ts.	2026-07-22T00:00:00.000Z
end_time	Yes	Ending time in ISO 8601 (exclusive). Filters on index_event_ts.	2026-07-23T00:00:00.000Z
page_size	No	Number of records per page (default 100).	100
continuation_token	No	Token returned in a paged response. Pass it as a query parameter to fetch the next page, and repeat until data is empty.	...

Response Fields

Each element of data is one composition record:

Field	Description
index_code	The ticker of the index
event_ts	The time at which the composition record was produced
last_effective_rebalancing	The time of the rebalance currently in force
index_value	The value for the index publication
divisor	The index divisor
index_event_ts	The time of the index publication the record is derived from
composition.pairs	The list of constituents included in the index
result	Status of the query

Each object in composition.pairs contains:

Field	Description
underlying_instrument	The ticker of the constituent used in the index calculation
base	The base asset of the constituent
quote	The quote asset of the constituent
current_price	The latest price of the constituent
target_weight	The target allocation set at the last rebalance
effective_units	The number of units of the constituent
current_weight	The live allocation of the constituent
underlying_timestamp	The time of the constituent price used

Request example

cURL

curl -H "X-Api-Key: $KAIKO_API_KEY" \
     -H 'Accept: application/json' \
    "https://us.market-api.kaiko.io/v2/data/index.v1/indices_effective_compo?index_code=KT10NYC&start_time=2026-08-01T00:00:00Z&end_time=2026-08-02T00:00:00Z"

Response example

JSON

{
  "query": {
    "data_version": "v1",
    "request_time": "2026-08-02T15:16:52.652Z",
    "start_time": "2026-08-01T00:00:00Z",
    "end_time": "2026-08-02T00:00:00Z",
    "index_code": "KT10NYC",
    "page_size": 100
  },
  "time": "2026-08-02T15:16:52.813Z",
  "timestamp": 1785683812813,
  "data": [
    {
      "index_code": "KT10NYC",
      "event_ts": "2026-08-01T20:15:00.39042164Z",
      "last_effective_rebalancing": "2026-07-01T12:00:00Z",
      "index_value": 685.162372933475,
      "divisor": 35644128987.995575,
      "index_event_ts": "2026-08-01T20:15:00Z",
      "composition": {
        "pairs": [
          {
            "underlying_instrument": "KK_RFR_ADAUSD_NYC",
            "base": "ada",
            "quote": "usd",
            "current_price": 0.17238101818181817,
            "target_weight": 0.016213701514266293,
            "effective_units": 2553637603455.3384,
            "current_weight": 0.018024664719609156,
            "underlying_timestamp": "2026-08-01T20:00:00Z"
          },
          {
            "underlying_instrument": "KK_RFR_BNBUSD_NYC",
            "base": "bnb",
            "quote": "usd",
            "current_price": 575.905918367347,
            "target_weight": 0.061329486594474694,
            "effective_units": 2559670123.9823337,
            "current_weight": 0.060360666930867245,
            "underlying_timestamp": "2026-08-01T20:00:00Z"
          }
        ]
      }
    }
  ],
  "result": "success"
}

---

Forecast composition

Endpoint

https://us.market-api.kaiko.io/v2/data/index.v1/indices_forecast_compo

Request parameters

Parameter	Required	Description	Example
index_code	Yes	The desired index ticker. Accepts a comma-separated list for multiple indices.	KT10NYC
start_time	Yes	Starting time in ISO 8601 (inclusive). Filters on index_event_ts.	2026-07-22T00:00:00.000Z
end_time	Yes	Ending time in ISO 8601 (exclusive). Filters on index_event_ts.	2026-07-23T00:00:00.000Z
page_size	No	Number of records per page (default 100).	100
continuation_token	No	Token returned in a paged response. Pass it as a query parameter to fetch the next page, and repeat until data is empty.	...

Response Fields

Each element of data is one forecast record:

Field	Description
index_code	The ticker of the index
event_ts	The time at which the forecast record was produced
next_forecast_rebalancing	The time at which the forecast basket takes effect
index_value	The value for the index publication
divisor	The index divisor
index_event_ts	The time of the index publication the record is derived from
forecast.pairs	The list of constituents included in the forecast
result	Status of the query

Each object in forecast.pairs contains:

Field	Description
underlying_instrument	The ticker of the constituent used in the index calculation
base	The base asset of the constituent
quote	The quote asset of the constituent
execution_price	The price used to size the forecast units
forecast_weight	The target allocation for the next rebalance
forecast_units	The number of units that will be locked at the next rebalance
underlying_timestamp	The time of the constituent price used

Request example

cURL

curl -H "X-Api-Key: $KAIKO_API_KEY" \
     -H 'Accept: application/json' \
    "https://us.market-api.kaiko.io/v2/data/index.v1/indices_forecast_compo?index_code=KT10NYC&start_time=2026-07-22T00:00:00Z&end_time=2026-07-23T00:00:00Z"

Response example

JSON

{
  "query": {
    "data_version": "v1",
    "request_time": "2026-07-23T15:16:52.248Z",
    "start_time": "2026-07-22T00:00:00Z",
    "end_time": "2026-07-23T00:00:00Z",
    "index_code": "KT10NYC",
    "page_size": 100
  },
  "time": "2026-07-23T15:16:52.269Z",
  "timestamp": 1784819812269,
  "data": [
    {
      "index_code": "KT10NYC",
      "event_ts": "2026-07-22T20:30:07.912683878Z",
      "next_forecast_rebalancing": "2026-07-25T09:26:25.504Z",
      "index_value": 722.4247927157603,
      "divisor": 35644128987.995575,
      "index_event_ts": "2026-07-22T20:15:00Z",
      "forecast": {
        "pairs": [
          {
            "underlying_instrument": "KK_RFR_ADAUSD_NYC",
            "base": "ada",
            "quote": "usd",
            "execution_price": 0.17462301454545454,
            "forecast_weight": 0.0627,
            "forecast_units": 9245847122054.348,
            "underlying_timestamp": "2026-07-22T20:00:00Z"
          },
          {
            "underlying_instrument": "KK_RFR_BNBUSD_NYC",
            "base": "bnb",
            "quote": "usd",
            "execution_price": 569.6314545454545,
            "forecast_weight": 0.1226,
            "forecast_units": 5542135710.343315,
            "underlying_timestamp": "2026-07-22T20:00:00Z"
          }
        ]
      }
    }
  ],
  "result": "success"
}